Generates an upside VaR based on the Upper Partial Moment ratio
UPM.VaR(percentile, degree, x)
numeric [0,1]; The percentile for VaR.
integer; (degree=0) for discrete distributions, (degree=1) for continuous distributions.
a numeric vector.
Questions? Problems? Suggestions? Tweet to @rdrrHQian@mutexlabs.com.
Please suggest features or report bugs with the GitHub issue tracker.
All documentation is copyright its authors; we didn't write any of that.