varStats: Value at Risk Statistics
In mnquants/VaR: Portfolio Value at Risk
Description
Usage
Arguments
Value
Description
Value at Risk Statistics
Usage
1
varStats(calibrationVaR, testMin)
Arguments
calibrationVaR
Calibrated VaR
testMin
Minimum return
Value
Vector of Calibrated VaR and Minimum Return
mnquants/VaR documentation built on May 4, 2019, 6:37 p.m.
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Description Usage Arguments Value
Description
Value at Risk Statistics
Usage
1 | varStats(calibrationVaR, testMin)
|
Arguments
calibrationVaR |
Calibrated VaR |
testMin |
Minimum return |
Value
Vector of Calibrated VaR and Minimum Return
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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