BayerSe/esback: Expected Shortfall Backtesting

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 Jan. 21, 2019, 1:21 p.m.