CVAR.fc_kde: Calculate VaR and CVaR by trapezoidal integration.
In kdayday/forecasting: Probabilistic Solar Forecsting
Description
Usage
Arguments
Value
View source: R/prob_forecast.R
Description
Calculate VaR and CVaR by trapezoidal integration.
Usage
1
2
Arguments
x
fc_kde object
epsilon
Probability levels for lower/upper tail VaR/CVaR calculations, defaults to c(0.05, 0.95)
Value
list of var, cvar
kdayday/forecasting documentation built on Oct. 7, 2020, 7:16 p.m.
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Description Usage Arguments Value
View source: R/prob_forecast.R
Description
Calculate VaR and CVaR by trapezoidal integration.
Usage
1 2 |
Arguments
x |
fc_kde object |
epsilon |
Probability levels for lower/upper tail VaR/CVaR calculations, defaults to c(0.05, 0.95) |
Value
list of var, cvar
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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