Ecosyste.ms: Packages
An open API service providing package, version and dependency metadata of many open source software ecosystems and registries.
cran.r-project.org "value-at-risk" keyword
portvine 1.0.3
Vine Based (Un)Conditional Portfolio Risk Measure Estimation3 versions - Latest release: 5 months ago - 238 downloads last month - 19 stars on GitHub - 1 maintainer
cvar 0.4.1
Compute Expected Shortfall and Value at Risk for Continuous Distributions6 versions - Latest release: over 1 year ago - 1 dependent package - 11.3 thousand downloads last month - 5 stars on GitHub - 1 maintainer