IF |
Influence Function for Available Risk and Performance Measures |
IF.ES |
Influence Function - Expected Shortfall (ES) |
IF.ESratio |
Influence Function - Expected Shortfall (ES) Ratio |
IF.LPM |
Influence Function - Lower Partial Moment (LPM) |
IF.mean |
Influence Function - Mean |
IF.Omega |
Influence Function - Omega Ratio |
IF.RachR |
Influence Function - Rachev Ratio |
IF.SD |
Influence Function - Standard Deviation |
IF.SemiSD |
Influence Function - Semi-Standard Deviation (SemiSD) |
IF.SoR |
Influence Function - Sortino Ratio |
IF.SR |
Influence Function - Sharpe Ratio (SR) |
IF.VaR |
Influence Function - Value at Risk (VaR) |
IF.VaRratio |
Influence Function - Value at Risk (VaR) Ratio |
nuisParsFn |
Nuisance Parameters Computation |