Man pages for VaRES
Computes value at risk and expected shortfall for over 100 parametric distributions

aepAsymmetric exponential power distribution
arcsineArcsine distribution
astGeneralized asymmetric Student's t distribution
asylaplaceAsymmetric Laplace distribution
asypowerAsymmetric power distribution
beardBeard distribution
betaburrBeta Burr distribution
betaburr7Beta Burr XII distribution
betadistBeta distribution
betaexpBeta exponential distribution
betafrechetBeta Frechet distribution
betagompertzBeta Gompertz distribution
betagumbelBeta Gumbel distribution
betagumbel2Beta Gumbel 2 distribution
betalognormBeta lognormal distribution
betalomaxBeta Lomax distribution
betanormBeta normal distribution
betaparetoBeta Pareto distribution
betaweibullBeta Weibull distribution
BSBirnbaum-Saunders distribution
burrBurr distribution
burr7Burr XII distribution
CauchyCauchy distribution
chenChen distribution
clgCompound Laplace gamma distribution
compbetaComplementary beta distribution
dagumDagum distribution
dweibullDouble Weibull distribution
expexpExponentiated exponential distribution
expextExponential extension distribution
expgeoExponential geometric distribution
explogExponential logarithmic distribution
explogisExponentiated logistic distribution
exponentialExponential distribution
exppoisExponential Poisson distribution
exppowerExponential power distribution
expweibullExponentiated Weibull distribution
FF distribution
FRFreimer distribution
frechetFrechet distribution
GammaGamma distribution
genbetaGeneralized beta distribution
genbeta2Generalized beta II distribution
geninvbetaGeneralized inverse beta distribution
genlogisGeneralized logistic distribution
genlogis3Generalized logistic III distribution
genlogis4Generalized logistic IV distribution
genparetoGeneralized Pareto distribution
genpowerweibullGeneralized power Weibull distribution
genunifGeneralized uniform distribution
gevGeneralized extreme value distribution
gompertzGompertz distribution
gumbelGumbel distribution
gumbel2Gumbel II distribution
halfcauchyHalf Cauchy distribution
halflogisHalf logistic distribution
halfnormHalf normal distribution
halfTHalf Student's t distribution
HBlaplaceHolla-Bhattacharya Laplace distribution
HLHankin-Lee distribution
HlogisHosking logistic distribution
invbetaInverse beta distribution
invexpexpInverse exponentiated exponential distribution
invgammaInverse gamma distribution
kumKumaraswamy distribution
kumburr7Kumaraswamy Burr XII distribution
kumexpKumaraswamy exponential distribution
kumgammaKumaraswamy gamma distribution
kumgumbelKumaraswamy Gumbel distribution
kumhalfnormKumaraswamy half normal distribution
kumloglogisKumaraswamy log-logistic distribution
kumnormalKumaraswamy normal distribution
kumparetoKumaraswamy Pareto distribution
kumweibullKumaraswamy Weibull distribution
laplaceLaplace distribution
lfrLinear failure rate distribution
LNbetaLibby-Novick beta distribution
logbetaLog beta distribution
logcauchyLog Cauchy distribution
loggammaLog gamma distribution
logisexpLogistic exponential distribution
logisrayleighLogistic Rayleigh distribution
logisticLogistic distribution
loglaplaceLog Laplace distribution
loglogLoglog distribution
loglogisLog-logistic distribution
lognormLognormal distribution
lomaxLomax distribution
MlaplaceMcGill Laplace distribution
moexpMarshall-Olkin exponential distribution
moweibullMarshall-Olkin Weibull distribution
MRbetaMcDonald-Richards beta distribution
nakagamiNakagami distribution
normalNormal distribution
paretoPareto distribution
paretostablePareto positive stable distribution
PCTAlaplacePoiraud-Casanova-Thomas-Agnan Laplace distribution
perksPerks distribution
power1Power function I distribution
power2Power function II distribution
quadQuadratic distribution
rgammaReflected gamma distribution
RSRamberg-Schmeiser distribution
schabeSchabe distribution
secantHyperbolic secant distribution
staceygammaStacy distribution
TStudent's t distribution
TLTukey-Lambda distribution
TL2Topp-Leone distribution
triangularTriangular distribution
tspTwo sided power distribution
uniformUniform distribution
VaRES-packageComputes value at risk and expected shortfall for over 100...
weibullWeibull distribution
xieXie distribution
VaRES documentation built on May 29, 2017, 8:27 p.m.