AnthonyChristidis/InfluenceFunctions: Computation and Plots of Influence Functions for Risk and Performance Measures

This repository contains an R package that implements the influence functions of various risk and performance measures as mentioned in Zhang and Martin (2017) (https://ssrn.com/abstract=2747179) as well as Chen and Martin (2018) (https://ssrn.com/abstract=3085672).

Getting started

Package details

AuthorAnthony Christidis <[email protected]>, Shengyu Zhang <[email protected]>, Douglas Martin <[email protected]>
MaintainerAnthony-Alexander Christidis <[email protected]>
LicenseGPL (>= 2)
Version1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("AnthonyChristidis/InfluenceFunctions")
AnthonyChristidis/InfluenceFunctions documentation built on Dec. 13, 2018, 4 a.m.