Other packages > Find by keyword >

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: 2015-11-18
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 07 Nov. 2024.
Previous versions and publish date:
No previous versions
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
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

con2aqi  
Calculate the AQI from Pollutant Concentration
To calculate the AQI (Air Quality Index) from pollutant concentration data. O3, PM2.5, PM10, CO, SO ...
Download / Learn more Package Citations See dependency  
bacondecomp  
Goodman-Bacon Decomposition
Decomposition for differences-in-differences with variation in treatment timing from Goodman-Bacon ...
Download / Learn more Package Citations See dependency  
robregcc  
Robust Regression with Compositional Covariates
We implement the algorithm estimating the parameters of the robust regression model with composition ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  

23,092

R Packages

198,677

Dependencies

62,675

Author Associations

23,089

Publication Badges

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