ygeunkim/ceshat: Nonparametric Estimation of Conditional Expected Shortfall
Nonparametric ways to estimate conditional value at risk (expected shortfall), and conditional expected shortfall.
Getting started
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Package details |
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| Author | person("Young-geun", "Kim", email = "dudrmshub@gmail.com", role = c("aut", "cre")) |
| Maintainer | Young-geun Kim <dudrms33@g.skku.edu> |
| License | MIT + file LICENSE |
| Version | 0.1.0 |
| URL | https://github.com/ygeunkim |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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