alpha.crp-methods: Get the maximum cdf levels for VaR of the model.
In crp.CSFP: CreditRisk+ Portfolio Model
Description
The method returns the value of alpha.crp as numeric. These are different from the desired CDF levels alpha because the CDF is not continous.
crp.CSFP documentation built on May 1, 2019, 8:50 p.m.
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Description
The method returns the value of alpha.crp as numeric. These are different from the desired CDF levels alpha because the CDF is not continous.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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