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ExtremeRisks - MaRDI portal

ExtremeRisks (Q135352)

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Extreme Risk Measures
Language Label Description Also known as
English
ExtremeRisks
Extreme Risk Measures

    Statements

    instance of
    R package
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    last update
    27 August 2020
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    software version identifier
    0.0.4
    publication date
    27 August 2020
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    author
    Simone Padoan
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    Gilles Stupfler
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    CRAN project
    ExtremeRisks
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    programmed in
    R
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    depends on software
    R
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    imports
    evd
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    copula
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    mvtnorm
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    plot3D
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    tmvtnorm
    0 references
    pracma
    0 references
     
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