VaR.hist: Compute sample value-at-risk

In chenx26/EstimatorStandardError: Risk/Performance Measure Estimator Standard Error

Description

Compute sample value-at-risk

Usage

VaR.hist(data, ..., alpha = 0.05)

Arguments

data	Vector of data
alpha	Tail probability

Value

Sample VaR

Author(s)

Xin Chen, [e-mail]

Examples

VaR.hist(rnorm(10))

chenx26/EstimatorStandardError documentation built on May 13, 2019, 3:53 p.m.