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R/jGarchHistVaRLim.R
In jvnVaR: Value at Risk
jGarchHistVaRLim <-
function(s,L, U, alpha, h){
object <- jNonAdjHistVaR(jGarchHistRetLim(s,h,L,U),alpha)
return(object)
}
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jvnVaR documentation built on May 1, 2019, 8:29 p.m.
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jGarchHistVaRLim <-
function(s,L, U, alpha, h){
object <- jNonAdjHistVaR(jGarchHistRetLim(s,h,L,U),alpha)
return(object)
}
Try the jvnVaR package in your browser
Any scripts or data that you put into this service are public.
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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