dCVaRstdNTS_numint: dCVaRstdNTS_numint
In aaron9011/temStaR-v0.90: Tempered Stable Distribution
View source: R/CVaRMultiNTS_old.R
View source: R/CVaRMultiNTS.R
dCVaRstdNTS_numint R Documentation
dCVaRstdNTS_numint
Description
Calculate the marginal contribution to CVaR for the multivariate stdNTS Model.
Developer's version.
Usage
dCVaRstdNTS_numint(
eta,
alpha,
theta,
beta,
cv = NULL,
v = NULL,
N = 20,
rho = 1e-04
)
aaron9011/temStaR-v0.90 documentation built on June 1, 2025, 4:15 p.m.
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View source: R/CVaRMultiNTS_old.R View source: R/CVaRMultiNTS.R
| dCVaRstdNTS_numint | R Documentation |
dCVaRstdNTS_numint
Description
Calculate the marginal contribution to CVaR for the multivariate stdNTS Model. Developer's version.
Usage
dCVaRstdNTS_numint(
eta,
alpha,
theta,
beta,
cv = NULL,
v = NULL,
N = 20,
rho = 1e-04
)
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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