| Name : R-RPEIF
| |
| Version : 1.2.4
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.11
| Date : 2024-06-14 11:16:03
|
| Group : Development/Libraries/Other
| Source RPM : R-RPEIF-1.2.4-lp153.1.11.src.rpm
|
| Size : 0.57 MB
| |
| Packager : (none)
| |
| Summary : Computation and Plots of Influence Functions for Risk and Performance Measures
|
Description :
Computes the influence functions time series of the returns for the
risk and performance measures as mentioned in Chen and Martin (2018)
< https://www.ssrn.com/abstract=3085672>, as well as in Zhang et al.
(2019) < https://www.ssrn.com/abstract=3415903>. Also evaluates
estimators influence functions at a set of parameter values and plots
them to display the shapes of the influence functions.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
