Description Usage Arguments Value See Also
S3 generic method to compute expected shortfall of a standalone risk.
1 2 | ## S3 method for class 'sstOutput'
standaloneExpectedShortfall(object, col.name, ...)
|
object |
S3 object of class sstOutput. |
col.name |
name of the column in |
... |
additional arguments passed to |
a numeric value, the expected shortfall.
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