cvar: Conditional Value at Risk (CVaR)
In CVXR: Disciplined Convex Optimization
View source: R/083_atoms_cvar.R
cvar R Documentation
Conditional Value at Risk (CVaR)
Description
CVaR at confidence level beta: average of the (1-beta) largest values.
Usage
cvar(x, beta)
Arguments
x
An Expression (vector)
beta
Confidence level in [0, 1)
Value
An Expression representing the CVaR
CVXR documentation built on March 6, 2026, 9:10 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
View source: R/083_atoms_cvar.R
| cvar | R Documentation |
Conditional Value at Risk (CVaR)
Description
CVaR at confidence level beta: average of the (1-beta) largest values.
Usage
cvar(x, beta)
Arguments
x |
An Expression (vector) |
beta |
Confidence level in [0, 1) |
Value
An Expression representing the CVaR
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.