valueAtRisk: Compute the Value-at-Risk
In sstModel: Swiss Solvency Test (SST) Standard Models
Description
Usage
Arguments
Value
Description
function to compute the alpha-Value-at-Risk of a vector.
Usage
1
valueAtRisk(x, alpha = 0.005)
Arguments
x
a numeric vector. The vector from which to compute the value-at-risk.
alpha
numeric value, the alpha-Value-at-Risk, must take values
between 0 and 1. Please note that we consider value-at-risk here to be equivalent
to the alpha-quantiles of x.
Value
a numeric value. The value-at-risk.
sstModel documentation built on May 2, 2019, 12:16 p.m.
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Description Usage Arguments Value
Description
function to compute the alpha-Value-at-Risk of a vector.
Usage
1 | valueAtRisk(x, alpha = 0.005)
|
Arguments
x |
a numeric vector. The vector from which to compute the value-at-risk. |
alpha |
numeric value, the alpha-Value-at-Risk, must take values
between 0 and 1. Please note that we consider value-at-risk here to be equivalent
to the alpha-quantiles of |
Value
a numeric value. The value-at-risk.
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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