BayerSe/esback: Expected Shortfall Backtesting
Version 0.1.1

Backtests forecasts of the expected shortfall risk measure.

Getting started

Package details

Maintainer
LicenseGPL-3
Version0.1.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("BayerSe/esback")
BayerSe/esback documentation built on Feb. 14, 2018, 11:43 p.m.