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]
All associated links for this package
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 17 Jul. 2026.
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

Today's Hot Picks in Authors and Packages

VFS  
Vegetated Filter Strip and Erosion Model
Empirical models for runoff, erosion, and phosphorus loss across a vegetated filter strip, given sl ...
Download / Learn more Package Citations See dependency  
FastKNN  
Fast k-Nearest Neighbors
Compute labels for a test set according to the k-Nearest Neighbors classification. This is a fast wa ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
alabama  
Constrained Nonlinear Optimization
Augmented Lagrangian Adaptive Barrier Minimization Algorithm for optimizing smooth nonlinear object ...
Download / Learn more Package Citations See dependency  
rt.test  
Robustified t-Test
Performs one-sample t-test based on robustified statistics using median/MAD (TA) and Hodges-Lehmann/ ...
Download / Learn more Package Citations See dependency  
VEwaningVariant  
Vaccine Efficacy Over Time - Variant Aware
Implements methods for inference on potential waning of vaccine efficacy and for estimation of vacci ...
Download / Learn more Package Citations See dependency  

27,806

R Packages

239,283

Dependencies

74,019

Author Associations

27,807

Publication Badges

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