dCVaR_numint: dCVaR_numint

View source: R/CVaRMultiNTS_old.R View source: R/CVaRMultiNTS.R

dCVaR_numintR Documentation

dCVaR_numint

Description

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

Usage

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

aaron9011/temStaR-v0.90 documentation built on June 1, 2025, 4:15 p.m.