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.