cvarmarginalmnts: cvarmarginalmnts
In aaron9011/temStaR-v0.814: Tempered Stable Distribution
Description
cvarmarginalmnts calculates
the CVaR of the n-th element
of the multivariate NTS distributed random variable.
Usage
1
cvarmarginalmnts(eta, n, st)
Arguments
eta
the significant level for CVaR. Real value between 0 and 1.
n
the n-th element to be calculated.
st
Structure of parameters for the n-dimensional NTS distribution.
aaron9011/temStaR-v0.814 documentation built on Dec. 24, 2021, 6:16 p.m.
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Description
cvarmarginalmnts calculates
the CVaR of the n-th element
of the multivariate NTS distributed random variable.
Usage
1 | cvarmarginalmnts(eta, n, st)
|
Arguments
eta |
the significant level for CVaR. Real value between 0 and 1. |
n |
the n-th element to be calculated. |
st |
Structure of parameters for the n-dimensional NTS distribution. |
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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