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cran.r-project.org : portvine

Vine Based (Un)Conditional Portfolio Risk Measure Estimation

Registry - Source - Documentation - JSON
purl: pkg:cran/portvine
Keywords: expected-shortfall, garch-models, rpackage, value-at-risk, vine-copulas
License: MIT
Latest release: 5 months ago
First release: about 2 years ago
Downloads: 238 last month
Stars: 19 on GitHub
Forks: 4 on GitHub
Total Commits: 105
Committers: 2
Average commits per author: 52.5
Development Distribution Score (DDS): 0.038
More commit stats: commits.ecosyste.ms
See more repository details: repos.ecosyste.ms
Last synced: 7 days ago

1 package
238 downloads