VaR: Value at Risk

View source: R/get_port_vals.R

VaRR Documentation

Value at Risk

Description

Get the value at risk.

Usage

VaR(x, probs = 0.05)

Arguments

x

A numeric vector

probs

The probability cutoff to pass to the value at risk.


seananderson/metafolio documentation built on Feb. 13, 2024, 5:47 a.m.