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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.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.