risk_fun: Risk functional
In veldanie/SuraInvestmentAnalytics: Investment Analytics
risk_fun R Documentation
Risk functional
Description
Risk function.
Usage
risk_fun(Sigma, type = "volatility", quant = 0.9)
Arguments
Sigma
covariance matrix
type
Type of risk measure. ('volatility','var', 'cvar')
quant
Quantile.
Value
Risk function
veldanie/SuraInvestmentAnalytics documentation built on April 14, 2024, 10:29 p.m.
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| risk_fun | R Documentation |
Risk functional
Description
Risk function.
Usage
risk_fun(Sigma, type = "volatility", quant = 0.9)
Arguments
Sigma |
covariance matrix |
type |
Type of risk measure. ('volatility','var', 'cvar') |
quant |
Quantile. |
Value
Risk function
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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