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NEWS.md

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RPEIF 1.0.0

  • Initial stable release of package.

RPEIF 1.0.1

  • Fix Sharpe Ratio issue.
  • Fix vignette plots missing.
  • Remove compilation capability.

RPEIF 1.0.2

  • Fix erroneous vignette.

RPEIF 1.0.3

  • Update documentation for functions.
  • Update function and vignette for semi-standard deviation.
  • Update name of vignette.

RPEIF 1.0.4

  • Fix robust filter for point estimate.

RPEIF 1.0.5

  • Fix RobStatTM dependency.
  • Add expand vignette for nuisance parameters usage.

RPEIF 1.0.6

  • Fix code examples for package dependency.

RPEIF 1.0.7

  • Fix typo for VaR Ratio.

RPEIF 1.0.8

  • Update to vignette with new Appendix B.

RPEIF 1.1.0

  • Rename Rachev and Omega ratios functions.
  • Add the Downside Sharpe Ratio function.
  • Created tool functions for repetitive tasks.
  • Remove Boudt robust filtering function.
  • No longer imports PerformanceAnalytics package.
  • Hedge fund data edhec added to package.
  • Update vignette for changes.

RPEIF 1.2.0

  • Addition of the robust location estimator influence function.
  • Update of vignette for robust location estimator influence function.

RPEIF 1.2.1

  • Modify name of robLoc function to robMean.

RPEIF 1.2.2

  • Modify name of IF.mean function to IF.Mean.
  • Remove edhec data.
  • Change default efficiency for robust estimation.

RPEIF 1.2.3

  • Fix code errors in vignette.

RPEIF 1.2.4

  • Fix RobStatTM missing import.