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VaRES
View on CRAN: Click
here
Download and install VaRES package within the R console
Install from CRAN:
install.packages("VaRES")
Install from Github:
library("remotes")
install_github("cran/VaRES")
Install by package version:
library("remotes")
install_version("VaRES", "1.0.2")
Attach the package and use:
library("VaRES")
Maintained by
Leo Belzile
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
10.32614/CRAN.package.VaRES . https://github.com/lbelzile/VaRES/issues/ . VaRES results . VaRES.pdf . VaRES_1.0.2.tar.gz . VaRES_1.0.2.zip . VaRES_1.0.2.zip . VaRES_1.0.2.zip . VaRES_1.0.2.tgz . VaRES_1.0.2.tgz . VaRES_1.0.2.tgz . VaRES_1.0.2.tgz . VaRES_1.0.2.tgz . VaRES_1.0.2.tgz . VaRES archive . https://CRAN.R-project.org/package=VaRES .
First Published: 2013-08-27
Latest Update: 2023-04-22
Description:
Computes Value at risk and expected shortfall, two most popular measures of financial risk, for over one hundred parametric distributions, including all commonly known distributions.Also computed are the corresponding probability density function and cumulative distribution function. See Chan, Nadarajah and Afuecheta (2015) <doi:10.1080/03610918.2014.944658> for more details.
How to cite:
Leo Belzile (2013). VaRES: Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions. R package version 1.0.2, https://cran.r-project.org/web/packages/VaRES. Accessed 02 Apr. 2025.
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