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conda-forge.org : r-cvar
R package providing functions for computing Expected shortfall (ES) and Value at risk (VaR)
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Source
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purl: pkg:conda/r-cvar
Keywords: expected-shortfall, locations-scale-transformations, quantile, quantile-functions, risk, value-at-risk
License: CNRI-Python-GPL-Compatible
Latest release: over 1 year ago
First release: over 1 year ago
Dependent packages: 1
Stars: 4 on GitHub
Forks: 3 on GitHub
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Last synced: 30 days ago