Description Usage Arguments Value Note Author(s) References Examples

Generates a VaR based on the Lower Partial Moment ratio

1 |

`percentile` |
numeric [0,1]; The percentile for left-tail VaR. |

`degree` |
integer; |

`x` |
a numeric vector. |

`extend` |
options: ("yes", NULL); |

Returns a numeric value representing the point at which `"percentile"`

of the area of `x`

is above.

If endpoint error is generated, set `(extend="yes")`

.

Fred Viole, OVVO Financial Systems

Viole, F. and Nawrocki, D. (2013) "Nonlinear Nonparametric Statistics: Using Partial Moments" http://amzn.com/1490523995

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