mctVaRnts: mctVaRnts
In aaron9011/temStaR-v0.814: Tempered Stable Distribution

Calculate the marginal contribution to VaR for the multivariate NTS market model. Developer's version.

mctVaRnts(
  eta,
  n,
  w,
  covMtx,
  alpha,
  theta,
  betaArray,
  muArray,
  icdf = NULL,
  dicdf = NULL
)

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

aaron9011/temStaR-v0.814 index

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