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GitHub / GeoBosh / cvar

R package providing functions for computing Expected shortfall (ES) and Value at risk (VaR)

JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/GeoBosh%2Fcvar

Stars: 5
Forks: 3
Open Issues: 0

License: None
Language: R
Repo Size: 1.35 MB
Dependencies: 6

Created: about 6 years ago
Updated: 9 months ago
Last pushed: over 1 year ago
Last synced: 11 days ago

Topics: expected-shortfall, locations-scale-transformations, quantile, quantile-functions, risk, value-at-risk

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    Dependencies
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