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cvar - MaRDI portal

cvar (Q90792)

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Compute Expected Shortfall and Value at Risk for Continuous Distributions
Language Label Description Also known as
English
cvar
Compute Expected Shortfall and Value at Risk for Continuous Distributions

    Statements

    instance of
    R package
    0 references
    last update
    3 November 2022
    0 references
    software version identifier
    0.5
    publication date
    3 November 2022
    0 references
    imports
    gbutils
    0 references
    Rdpack
    0 references
    programmed in
    R
    0 references

    Identifiers

    CRAN project
    cvar
    0 references
     
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