stableVAR: Value at Risk for stable distribution
In shill1729/findistr: Common distributions used in finance
stableVAR R Documentation
Value at Risk for stable distribution
Description
Computes the inverse CDF at 1-p.
Usage
stableVAR(p, pars)
Arguments
p
level of confidence
pars
parameters of stable distribution, see libstable4u
Value
numeric
shill1729/findistr documentation built on May 20, 2024, 9:43 a.m.
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| stableVAR | R Documentation |
Value at Risk for stable distribution
Description
Computes the inverse CDF at 1-p.
Usage
stableVAR(p, pars)
Arguments
p |
level of confidence |
pars |
parameters of stable distribution, see libstable4u |
Value
numeric
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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