R/V_beta.R

In gabrielcrepeault/tvarPackage: Calculate Mean, Variance, Truncated Mean, VaR, TVaR, etc for different probability distributions

Defines functions V_beta

Documented in V_beta

#' Variance d'une loi Beta
#' @param a alpha
#' @param b beta
#' @export
V_beta <- function(a, b)
{
    num <- a*b
    denom <- (a+b)^2 * (a+b+1)
    num / denom
}