VaR: Financial risk measures
In mclustAddons: Addons for the 'mclust' Package
VaR R Documentation
Financial risk measures
Description
Generic functions for computing Value-at-Risk (VaR) and Expected
Shortfall (ES).
Usage
VaR(object, ...)
ES(object, ...)
Arguments
object
An object of class specific for the method.
...
Further arguments passed to or from other methods.
mclustAddons documentation built on Sept. 20, 2024, 5:06 p.m.
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| VaR | R Documentation |
Financial risk measures
Description
Generic functions for computing Value-at-Risk (VaR) and Expected Shortfall (ES).
Usage
VaR(object, ...)
ES(object, ...)
Arguments
object |
An object of class specific for the method. |
... |
Further arguments passed to or from other methods. |
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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