Man pages for VaRES
Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions
| aep | Asymmetric exponential power distribution |
| arcsine | Arcsine distribution |
| ast | Generalized asymmetric Student's t distribution |
| asylaplace | Asymmetric Laplace distribution |
| asypower | Asymmetric power distribution |
| beard | Beard distribution |
| betaburr | Beta Burr distribution |
| betaburr7 | Beta Burr XII distribution |
| betadist | Beta distribution |
| betaexp | Beta exponential distribution |
| betafrechet | Beta Frechet distribution |
| betagompertz | Beta Gompertz distribution |
| betagumbel | Beta Gumbel distribution |
| betagumbel2 | Beta Gumbel 2 distribution |
| betalognorm | Beta lognormal distribution |
| betalomax | Beta Lomax distribution |
| betanorm | Beta normal distribution |
| betapareto | Beta Pareto distribution |
| betaweibull | Beta Weibull distribution |
| BS | Birnbaum-Saunders distribution |
| burr | Burr distribution |
| burr7 | Burr XII distribution |
| Cauchy | Cauchy distribution |
| chen | Chen distribution |
| clg | Compound Laplace gamma distribution |
| compbeta | Complementary beta distribution |
| dagum | Dagum distribution |
| dweibull | Double Weibull distribution |
| expexp | Exponentiated exponential distribution |
| expext | Exponential extension distribution |
| expgeo | Exponential geometric distribution |
| explog | Exponential logarithmic distribution |
| explogis | Exponentiated logistic distribution |
| exponential | Exponential distribution |
| exppois | Exponential Poisson distribution |
| exppower | Exponential power distribution |
| expweibull | Exponentiated Weibull distribution |
| F | F distribution |
| FR | Freimer distribution |
| frechet | Frechet distribution |
| Gamma | Gamma distribution |
| genbeta | Generalized beta distribution |
| genbeta2 | Generalized beta II distribution |
| geninvbeta | Generalized inverse beta distribution |
| genlogis | Generalized logistic distribution |
| genlogis3 | Generalized logistic III distribution |
| genlogis4 | Generalized logistic IV distribution |
| genpareto | Generalized Pareto distribution |
| genpowerweibull | Generalized power Weibull distribution |
| genunif | Generalized uniform distribution |
| gev | Generalized extreme value distribution |
| gompertz | Gompertz distribution |
| gumbel | Gumbel distribution |
| gumbel2 | Gumbel II distribution |
| halfcauchy | Half Cauchy distribution |
| halflogis | Half logistic distribution |
| halfnorm | Half normal distribution |
| halfT | Half Student's t distribution |
| HBlaplace | Holla-Bhattacharya Laplace distribution |
| HL | Hankin-Lee distribution |
| Hlogis | Hosking logistic distribution |
| invbeta | Inverse beta distribution |
| invexpexp | Inverse exponentiated exponential distribution |
| invgamma | Inverse gamma distribution |
| kum | Kumaraswamy distribution |
| kumburr7 | Kumaraswamy Burr XII distribution |
| kumexp | Kumaraswamy exponential distribution |
| kumgamma | Kumaraswamy gamma distribution |
| kumgumbel | Kumaraswamy Gumbel distribution |
| kumhalfnorm | Kumaraswamy half normal distribution |
| kumloglogis | Kumaraswamy log-logistic distribution |
| kumnormal | Kumaraswamy normal distribution |
| kumpareto | Kumaraswamy Pareto distribution |
| kumweibull | Kumaraswamy Weibull distribution |
| laplace | Laplace distribution |
| lfr | Linear failure rate distribution |
| LNbeta | Libby-Novick beta distribution |
| logbeta | Log beta distribution |
| logcauchy | Log Cauchy distribution |
| loggamma | Log gamma distribution |
| logisexp | Logistic exponential distribution |
| logisrayleigh | Logistic Rayleigh distribution |
| logistic | Logistic distribution |
| loglaplace | Log Laplace distribution |
| loglog | Loglog distribution |
| loglogis | Log-logistic distribution |
| lognorm | Lognormal distribution |
| lomax | Lomax distribution |
| Mlaplace | McGill Laplace distribution |
| moexp | Marshall-Olkin exponential distribution |
| moweibull | Marshall-Olkin Weibull distribution |
| MRbeta | McDonald-Richards beta distribution |
| nakagami | Nakagami distribution |
| normal | Normal distribution |
| pareto | Pareto distribution |
| paretostable | Pareto positive stable distribution |
| PCTAlaplace | Poiraud-Casanova-Thomas-Agnan Laplace distribution |
| perks | Perks distribution |
| power1 | Power function I distribution |
| power2 | Power function II distribution |
| quad | Quadratic distribution |
| rgamma | Reflected gamma distribution |
| RS | Ramberg-Schmeiser distribution |
| schabe | Schabe distribution |
| secant | Hyperbolic secant distribution |
| staceygamma | Stacy distribution |
| T | Student's t distribution |
| TL | Tukey-Lambda distribution |
| TL2 | Topp-Leone distribution |
| triangular | Triangular distribution |
| tsp | Two sided power distribution |
| uniform | Uniform distribution |
| VaRES-package | Computes value at risk and expected shortfall for over 100... |
| weibull | Weibull distribution |
| xie | Xie distribution |
