R Observatory: Metrics for RPEIF version 1.2.5

Balamuta, James Joseph

RPEIF

1.2.5

Computation and Plots of Influence Functions for Risk and Performance Measures

3packages depend

62.4Kdownloads / year

0.5%test coverage

13/13checks pass

Overview

About

Maintained by Anthony ChristidisFirst published 2019-07-0315 releasesCRAN page ↗

Computes the influence functions time series of the returns for the risk and 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 functions at a set of parameter values and plots them to display the shapes of the influence functions.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("RPEIF", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-rpeif

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-RPEIF

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-RPEIF

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 1.5 min · r-oldrel-macos-x86_64

Code health

Yes

Tests · ratio 0.01

0.5%

Coverage · measured lines

100%

Documentation · exports

4

Dependencies · direct

Check history

OK2026-08-05
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 53 wordsVignettesNopkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 94%
References docs: 0%

Downloads

62.4K

CRAN downloads in the past year

Rank #2,063 · ~171/day · ~5.2K/mo

Releases R versions

Daily download trend is not available in this view yet.

1.6K30 days

10.5K90 days

62.4K1 year

Compare downloads with other packages →

Also on191 r2u6 autocran

Dependencies

Declared dependencies

6 external dependencies (excludes base and recommended)

Depends (0)

none

Imports (4)

xts zoostatsRobStatTM

LinkingTo (0)

none

Suggests (3)

R.rsp testthat PerformanceAnalytics

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

3direct

0indirect

RPEGLMEN RPESE PCRA

Code & Tests

People & History

People (3)

Maintainer (1)

Anthony Christidis

Author, Maintainer

Authors (3)

Anthony Christidis

Author, Maintainer

Douglas Martin

Author

Shengyu Zhang

Author

Package Timeline

15 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
1.2.5Latest
2025-12-18 · current release · diff ↗
unarchivedReturned to CRAN
2025-12-17
archivedRemoved from CRAN
2025-12-17
issues were not corrected in time
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
1.2.4
2021-10-14 · diff ↗
1.2.3
2021-06-09 · diff ↗
R
R 4.1.0 released · 2021-05-18
1.2.2
2021-05-13 · diff ↗
1.2.1
2021-05-06 · diff ↗
1.2.0
2021-03-09 · diff ↗
1.1.0
2020-10-23 · diff ↗
R
R 4.0.0 released · 2020-04-24

Show 9 earlier events

1.0.8
2020-04-23 · diff ↗
1.0.7
2020-03-16 · diff ↗
1.0.6
2020-03-03 · diff ↗
1.0.5
2020-03-02 · diff ↗
1.0.3
2019-12-15 · diff ↗
1.0.2
2019-10-28 · diff ↗
1.0.1
2019-10-28 · diff ↗
1.0
2019-07-03
R
R 3.6.0 released · 2019-04-26

Package metadata

First published: 2019-07-03
Total releases: 15 / 7 yrs
License: GPL (>= 2) OSI
Download size: 367 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Start here. This is the citation for the package itself.

citation("RPEIF")

CRAN DOI

https://doi.org/10.32614/CRAN.package.RPEIF

BibTeX, derived from DESCRIPTION

@Manual{RPEIF,
  title  = {RPEIF: Computation and Plots of Influence Functions for Risk and
Performance Measures},
  author = {Christidis, Anthony and Martin, Douglas and Zhang, Shengyu},
  year   = {2025},
  note   = {R package version 1.2.5},
  doi    = {10.32614/CRAN.package.RPEIF},
  url    = {https://CRAN.R-project.org/package=RPEIF}
}

Derived from the package DESCRIPTION, not from a citation file the authors wrote. If they publish one later, prefer it.

This is the citation for the package. It is not a citation for the R Observatory.

Cite this page

Use this when the claim is about a measurement on this page.

BibTeX

@misc{robservatoryRPEIF,
  author    = {Balamuta, James Joseph},
  title     = {{R} {Observatory}: Metrics for {RPEIF} version 1.2.5},
  year      = {2026},
  publisher = {HJJB, LLC},
  url       = {https://r-observatory.thecoatlessprofessor.com/packages/RPEIF},
  note      = {Data set. Data release v2026-08-05}
}

APA

Balamuta, J. J. (2026). R Observatory: Metrics for RPEIF version 1.2.5 [Data set]. HJJB, LLC. Data release v2026-08-05. https://r-observatory.thecoatlessprofessor.com/packages/RPEIF

RIS

TY  - DATA
AU  - Balamuta, James Joseph
TI  - R Observatory: Metrics for RPEIF version 1.2.5
PY  - 2026
PB  - HJJB, LLC
N1  - Data release v2026-08-05
UR  - https://r-observatory.thecoatlessprofessor.com/packages/RPEIF
ER  -

In prose

These package metrics were obtained from the R Observatory (Balamuta, 2026), data release v2026-08-05, https://r-observatory.thecoatlessprofessor.com/packages/RPEIF.

Bound to data release v2026-08-05, which is what makes the numbers on this page reproducible. See how to cite.

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