Title: Computation and Plots of Influence Functions for Risk and
Description: Computes the influence functions time series of the returns for the risk and
performance measures as mentioned in Zhang and Martin (2017)
<https://ssrn.com/abstract=2747179> as well as Chen and Martin (2018)
<https://ssrn.com/abstract=3085672>. Also evaluates estimators influence
functions at a set of parameter values and plots them to display the shapes of
Imports: Rcpp (>= 0.12.17), PerformanceAnalytics, xts, zoo, RobStatTM,

Imports: PerformanceAnalytics, xts, zoo, stats

Imports: Rcpp (>= 0.12.17), ggplot2, PerformanceAnalytics, xts, zoo,

performance measures as mentioned in Chen and Martin (2018)
<https://www.ssrn.com/abstract=3085672>, as well as in Zhang et al. (2019)
<https://www.ssrn.com/abstract=3415903>. Also evaluates estimators influence

Suggests: R.rsp, testthat, RobStatTM, PerformanceAnalytics

Title: Estimates of Standard Errors for Risk and Performance Measures
Description: Estimates of standard errors of popular risk and performance
measures for asset or portfolio returns using methods as described in
Chen and Martin (2019) <https://ssrn.com/abstract=3085672>.
Imports: RPEIF, RPEGLMEN, PerformanceAnalytics, xts, zoo, robustbase,

Imports: RPEIF, RPEGLMEN, PerformanceAnalytics, xts, zoo, boot,

Imports: xts, zoo, boot, sandwich, RPEIF, RPEGLMEN,

Chen and Martin (2018) <https://www.ssrn.com/abstract=3085672>.

Imports: xts, zoo, boot, RPEIF, RPEGLMEN, RobStatTM

Title: Reduced Piecewise Exponential Estimate/Test Software
person("Yu", "Zhang", role = "aut", email = "zyww9088@gmail.com"))
Description: This reduced piecewise exponential survival software implements the likelihood ratio test and backward elimination procedure in Han, Schell, and Kim (2012 <doi:10.1080/19466315.2012.698945>, 2014 <doi:10.1002/sim.5915>), and Han et al. (2016 <doi:10.1111/biom.12590>). Inputs to the program can be either times when events/censoring occur or the vectors of total time on test and the number of events. Outputs of the programs are times and the corresponding p-values in the backward elimination. Details about the model and implementation are given in Han et al. 2014. This program can run in R version 3.2.2 and above.