vcov.esreg: Covariance Estimation

Description Usage Arguments

View source: R/esreg.R

Description

Estimate the variance-covariance matrix of the joint (VaR, ES) estimator

Usage

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## S3 method for class 'esreg'
vcov(object, method = "asymptotic", ...)

Arguments

object

An esreg object

method

For asymptotic use vcovA, for boot use vcovB

...

All possible values which can be passed to vcovA and vcovB


esreg documentation built on Nov. 16, 2019, 1:07 a.m.