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

IFInfluence Function for Available Risk Measures
IF.ESInfluence Function - Expected Shortfall (ES) of Returns
IF.ES.fnInfluence Function Risk Measure - ES of Returns
IF.ES.plotInfluence Function Plot - ES of Returns
IF.fnInfluence Function Plot
IF.LPMInfluence Function - Lower Partial Moment (LPM)
IF.LPM.fnInfluence Function Risk Measure - LPM of Returns
IF.LPM.plotInfluence Function Plot - LPM of Returns
IF.meanInfluence Function - Mean of Returns
IF.mean.fnInfluence Function Risk Measure - Mean of Returns
IF.mean.plotInfluence Function Plot - Mean of Returns
IF.OmegaRatioInfluence Function - Omega Ratio
IF.OmegaRatio.fnInfluence Function Risk Measure - Omega Ratio of Returns
IF.OmegaRatio.plotInfluence Function Plot - OmegaRatio of Returns
IF.plotInfluence Function Plot
IF.RachevInfluence Function - Rachev Ratio
IF.Rachev.fnInfluence Function Risk Measure - Rachev Ratio of Returns
IF.Rachev.plotInfluence Function Plot - Rachev Ratio of Returns
IF.SDInfluence Function - Standard Deviation of Returns
IF.SD.fnInfluence Function Risk Measure - SD of Returns
IF.SD.plotInfluence Function Plot - SD of Returns
IF.SoR_C.fnInfluence Function Risk Measure - SoR (constant threshold) of...
IF.SoR.constInfluence Function - Sortino Ratio with Constant Threshold...
IF.SoR_C.plotInfluence Function Plot - SoR_C of Returns
IF.SoR.meanInfluence Function - Sortino Ratio with Mean Return Threshold...
IF.SoR_M.fnInfluence Function Risk Measure - SoR (mean threshold) of...
IF.SoR_M.plotInfluence Function Plot - SoR_M of Returns
IF.SRInfluence Function - Sharpe Ratio (SR) of Returns
IF.SR.fnInfluence Function Risk Measure - SR of Returns
IF.SR.plotInfluence Function Plot - SR of Returns
IF.SSDInfluence Function - Semi-Standard Deviation using mean as...
IF.SSD.fnInfluence Function Risk Measure - SSD of Returns
IF.SSD.plotInfluence Function Plot - SSD of Returns
IF.STARRInfluence Function - STARR Risk Measure
IF.STARR.fnInfluence Function Risk Measure - STARR of Returns
IF.STARR.plotInfluence Function Plot - STARR of Returns
IF.TS.plotInfluence Function - Plot Function
IF.VaRInfluence Function - Value at Risk (VaR) of Returns
IF.VaR.fnInfluence Function Risk Measure - VaR of Returns
IF.VaR.plotInfluence Function Plot - VaR of Returns
InfluenceFunctions-packageComputation and Plots of Influence Functions for Risk and...
rcpparma_hello_worldSet of functions in example RcppArmadillo package
AnthonyChristidis/InfluenceFunctions documentation built on Dec. 13, 2018, 4 a.m.