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
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
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.