ecjbosu/PerformanceAnalytics
Econometric tools for performance and risk analysis.

Package index
Search the ecjbosu/PerformanceAnalytics package
Functions
366
Source code
249
Man pages
138
Home
/
GitHub
/
ecjbosu/PerformanceAnalytics
/
VaR.Marginal: VaR.Marginal

VaR.Marginal: VaR.Marginal
In ecjbosu/PerformanceAnalytics: Econometric tools for performance and risk analysis.

Description Usage

View source: R/VaR.Marginal.R

Description

Marginal Value at Risk VaR.Marginal Calculates the VaR on the margin for a risk factor.

Usage

1
2
3
VaR.Marginal(R, p = 0.95, method = c("modified", "gaussian", "historical"),
  weights = NULL, mu = NULL, sigma = NULL, m3 = NULL, m4 = NULL,
  invert = TRUE, reasoncheck = FALSE, weightsFlag = TRUE)

ecjbosu/PerformanceAnalytics documentation built on March 24, 2020, 3:43 a.m.

Related to VaR.Marginal in ecjbosu/PerformanceAnalytics...

ecjbosu/PerformanceAnalytics index

R Package Documentation

rdrr.io home R language documentation Run R code online

Browse R Packages

CRAN packages Bioconductor packages R-Forge packages GitHub packages

We want your feedback!

Note that we can't provide technical support on individual packages. You should contact the package authors for that.
GitHub issue tracker
ian@mutexlabs.com
Personal blog

 
Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.

Close