R/jVaRLim.R

jVaRLim <-
function(Ret,L,U, alpha,type, h){
switch(type,
         model = jGarch11VaRLim(Ret,L,U, alpha,h),
         histl = jGarchHistVaRLim(Ret,L,U,alpha,h),
 simul = jMonteCarloVarLim (Ret,L,U, alpha)
  )
}

Try the jvnVaR package in your browser

Any scripts or data that you put into this service are public.

jvnVaR documentation built on May 1, 2019, 8:29 p.m.