valueAtRisk: Compute the Value-at-Risk

Description Usage Arguments Value

View source: R/helpers-sstModel-computation.R

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 4, 2018, 1:04 a.m.