R/VaR_norm.R

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

Defines functions VaR_norm

Documented in VaR_norm

#' Value-at-Risk d'une loi normale
#' @param mu mu
#' @param sig sigma
#' @param kappa pourcentage de confiance désiré
#' @export
VaR_norm <- function(kappa, mu = 0, sig = 1) qnorm(kappa, mu, sig)