Description Usage Arguments Value Author(s) References Examples

Generates a VaR based on the Lower Partial Moment ratio.

1 | ```
LPM.VaR(percentile, degree, x)
``` |

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

`degree` |
integer; |

`x` |
a numeric vector. |

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

of the area of `x`

is above.

Fred Viole, OVVO Financial Systems

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

1 2 3 4 5 |

NNS documentation built on May 15, 2018, 5:04 p.m.

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