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jvnVaR  

Value at Risk
View on CRAN: Click here


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

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

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



Attach the package and use:
library("jvnVaR")
Maintained by
Hung Vu
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-11-18
Latest Update:
Description:
Many method to compute, predict and back-test VaR. For more detail, see the report: Value at Risk .
How to cite:
Hung Vu (2015). jvnVaR: Value at Risk. R package version 1.0, https://cran.r-project.org/web/packages/jvnVaR. Accessed 18 Sep. 2026.
Previous versions and publish date:
(2026-07-09 07:51), 1.0 (2015-11-18 15:48)
Other packages that cited jvnVaR R package
View jvnVaR citation profile
Other R packages that jvnVaR depends, imports, suggests or enhances
Complete documentation for jvnVaR
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