# Computes risk measures through rolling scheme

### Description

Computes risk measures (StD, VaR, EL, ELD, ES, SDR, EVaR, DEVaR, ENT, DENT, ML) from empirical data using a rolling estimation window.

### Usage

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### Arguments

`x` |
a vector of observations. |

`N` |
an integer representing estimation window size. Very small values are not recommended. |

`alpha` |
a vector of probabilities for significance level. |

`beta` |
a positive risk aversion parameter. |

`p` |
a positive value for the power of deviation terms. |

### Value

An array with values for each risk measure at all probabilities of interest for every point of the rolling scheme.

### Examples

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