# NOT RUN {
# Plot of IF with nuisance parameter with return value
outIF <- IF.SSD(returns=NULL, evalShape=TRUE,
retVals=NULL, nuisPars=NULL,
IFplot=TRUE, IFprint=TRUE)
data(edhec, package="PerformanceAnalytics")
colnames(edhec) = c("CA", "CTAG", "DIS", "EM","EMN", "ED", "FIA",
"GM", "LS", "MA", "RV", "SS", "FoF")
# Plot of IF a specified TS
outIF <- IF.SSD(returns=edhec[,"CA"], evalShape=TRUE,
retVals=seq(-0.1, 0.1, by=0.001), nuisPars=NULL,
IFplot=TRUE, IFprint=TRUE)
# Computing the IF of the returns (with outlier cleaning and prewhitening) with a plot of IF TS
outIF <- IF.SSD(returns=edhec[,"CA"], evalShape=FALSE,
retVals=NULL, nuisPars=NULL,
IFplot=TRUE, IFprint=TRUE,
prewhiten=FALSE,
cleanOutliers=TRUE, cleanMethod=c("locScaleRob", "Boudt")[1], eff=0.99)
# }
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