Paketti: r-cran-cvar (0.5-2)

Links for r-cran-cvar

Debian-palvelut:

Imuroi lähdekoodipaketti r-cran-cvar:

Ylläpitäjä:

Dirk Eddelbuettel (Laadunvalvontasivu)

External Resources:

Kotisivu [cran.r-project.org]

Samankaltaisia paketteja:

GNU R package to Computed Expected Shortfall and Value at Risk

Compute expected shortfall (ES) and Value at Risk (VaR) from a quantile function, distribution function, random number generator or probability density function. ES is also known as Conditional Value at Risk (CVaR). Virtually any continuous distribution can be specified. The functions are vectorized over the arguments. The computations are done directly from the definitions, see e.g. Acerbi and Tasche (2002) <doi:10.1111/1468-0300.00091>. Some support for GARCH models is provided, as well.

Muut pakettiin r-cran-cvar liittyvät paketit

depends

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dep: r-api-4.0

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dep: r-base-core (>= 4.2.2.20221110-1)

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dep: r-cran-gbutils

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dep: r-cran-rdpack (>= 0.8)

GNU R update and manipulate Rd documentation objects

sug: r-cran-fgarch

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sug: r-cran-performanceanalytics

Paketti ei saatavilla
sug: r-cran-testthat

GNU R testsuite

Imuroi r-cran-cvar

Imurointi kaikille saataville arkkitehtuureille
Arkkitehtuuri	Paketin koko	Koko asennettuna	Tiedostot
all	251.6 kt	309.0 kt	[tiedostoluettelo]