Other packages > Find by keyword >

Risk  

Computes 26 Financial Risk Measures for Any Continuous Distribution
View on CRAN: Click here


Download and install Risk package within the R console
Install from CRAN:
install.packages("Risk")

Install from Github:
library("remotes")
install_github("cran/Risk")

Install by package version:
library("remotes")
install_version("Risk", "1.0")



Attach the package and use:
library("Risk")
Maintained by
Saralees Nadarajah
[Scholar Profile | Author Map]
First Published: 2017-06-08
Latest Update: 2017-06-08
Description:
Computes 26 financial risk measures for any continuous distribution. The 26 financial risk measures include value at risk, expected shortfall due to Artzner et al. (1999) , tail conditional median due to Kou et al. (2013) , expectiles due to Newey and Powell (1987) , beyond value at risk due to Longin (2001) , expected proportional shortfall due to Belzunce et al. (2012) , elementary risk measure due to Ahmadi-Javid (2012) , omega due to Shadwick and Keating (2002), sortino ratio due to Rollinger and Hoffman (2013), kappa due to Kaplan and Knowles (2004), Wang (1998)'s risk measures, Stone (1973)'s risk measures, Luce (1980)'s risk measures, Sarin (1987)'s risk measures, Bronshtein and Kurelenkova (2009)'s risk measures.
How to cite:
Saralees Nadarajah (2017). Risk: Computes 26 Financial Risk Measures for Any Continuous Distribution. R package version 1.0, https://cran.r-project.org/web/packages/Risk. Accessed 16 Apr. 2025.
Previous versions and publish date:
No previous versions
Other packages that cited Risk R package
View Risk citation profile
Other R packages that Risk depends, imports, suggests or enhances
Complete documentation for Risk
Functions, R codes and Examples using the Risk R package
Some associated functions: BKg1 . BKg2 . BKg3 . BKg4 . Risk-package . bvar . epsg . esg . expect . expp . expvar . kappag . luceg1 . luceg2 . luceg3 . luceg4 . omegag . saring1 . saring2 . saring3 . sortinog . stoneg1 . stoneg2 . tcm . varg . wangg1 . wangg2 . 
Some associated R codes: Risk.R .  Full Risk package functions and examples
Downloads during the last 30 days
03/1703/1803/1903/2003/2103/2203/2303/2403/2503/2603/2703/2803/2903/3003/3104/0104/0204/0304/0404/0504/0604/0704/0804/0904/1004/1104/1204/1304/14Downloads for Risk051015202530TrendBars

Today's Hot Picks in Authors and Packages

datadictionary  
Create a Data Dictionary
Creates a data dictionary from any dataframe or tibble in your R environment. You can opt to add va ...
Download / Learn more Package Citations See dependency  
MultiKink  
Estimation and Inference for Multi-Kink Quantile Regression
Estimation and inference for multiple kink quantile regression for longitudinal data and the i.i.d d ...
Download / Learn more Package Citations See dependency  
MM4LMM  
Inference of Linear Mixed Models Through MM Algorithm
The main function MMEst() performs (Restricted) Maximum Likelihood in a variance component mixed mod ...
Download / Learn more Package Citations See dependency  
apache.sedona  
R Interface for Apache Sedona
R interface for 'Apache Sedona' based on 'sparklyr' (). ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
hkclustering  
Ensemble Clustering using K Means and Hierarchical Clustering
Implements an ensemble algorithm for clustering combining a k-means and a hierarchical clustering ap ...
Download / Learn more Package Citations See dependency  

24,012

R Packages

207,311

Dependencies

64,993

Author Associations

24,013

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA