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 |