Compute Expected Shortfall and Value at Risk for Continuous Distributions


[Up] [Top]

Documentation for package ‘cvar’ version 0.1-1

Help Pages

cvar-package Compute Conditional Value-at-Risk and Value-at-Risk
cvar Compute Conditional Value-at-Risk and Value-at-Risk
ES Compute expected shortfall (ES) of distributions
VaR Compute Value-at-Risk (VaR) of distributions
VaR.default Compute Value-at-Risk (VaR) of distributions
VaR_cdf Compute Value-at-Risk (VaR) of distributions
VaR_qf Compute Value-at-Risk (VaR) of distributions