dCVaR_numint: dCVaR_numint

Description Usage

View source: R/CVaRMultiNTS.R

Description

The first derivative of CVaR for the beta parameter of the stdNTS. Developer's version.

Usage

1
dCVaR_numint(eta, alpha, theta, beta, N = 200, rho = 0.1)

aaron9011/temStaR-v0.814 documentation built on Dec. 24, 2021, 6:16 p.m.