Man pages for atRisk
At-Risk
| data_euro | Historical data for the eurozone (GDP and Financial... |
| data_param_histo_US | Historical parameters (skew-t) for the US from 1973:Q1 to... |
| data_US | Historical data for the US (GDP and Financial Conditions)... |
| f_compile_quantile | Estimation of quantiles |
| f_distrib | Distribution |
| f_ES | Expected Shortfall |
| f_histo_RM | Historical parameters |
| f_nadaraya_watson_quantile | Estimation of quantiles using the Nadaraya-Watson estimator... |
| f_plot_distrib_2D | Plot of historical distributions in 2D |
| f_plot_distrib_3D | Plot of historical distributions in 3D |
| f_VaR | Value-at-Risk |
