TVaR_gamma: Tail Value-at-risk d'une loi gamma
In gabrielcrepeault/tvarPackage: Calculate Mean, Variance, Truncated Mean, VaR, TVaR, etc for different probability distributions
Description
Usage
Arguments
Details
Description
Tail Value-at-risk d'une loi gamma
Usage
1
TVaR_gamma(kappa, a, b)
Arguments
kappa
Niveau de confiance désiré
a
alpha
b
beta
Details
Cette formule nécessite la formule VaR_gamma (déjà installée avec le package tvarPackage)
gabrielcrepeault/tvarPackage documentation built on April 21, 2020, 3:25 p.m.
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Description Usage Arguments Details
Description
Tail Value-at-risk d'une loi gamma
Usage
1 | TVaR_gamma(kappa, a, b)
|
Arguments
kappa |
Niveau de confiance désiré |
a |
alpha |
b |
beta |
Details
Cette formule nécessite la formule VaR_gamma (déjà installée avec le package tvarPackage)
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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