standaloneExpectedShortfall.sstOutput: Compute expected shortfall for standalone risk by reference

Description Usage Arguments Value See Also

View source: R/sstOutput-base.R

Description

S3 generic method to compute expected shortfall of a standalone risk.

Usage

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## S3 method for class 'sstOutput'
standaloneExpectedShortfall(object, col.name, ...)

Arguments

object

S3 object of class sstOutput.

col.name

name of the column in object$simulations to get the expected shortfall from.

...

additional arguments passed to expectedShortfall.

Value

a numeric value, the expected shortfall.

See Also

getDrbc.


sstModel documentation built on May 4, 2018, 1:04 a.m.