| Name : R-VaRES
| |
| Version : 1.0.2
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.5
| Date : 2024-06-14 10:58:12
|
| Group : Development/Libraries/Other
| Source RPM : R-VaRES-1.0.2-lp153.1.5.src.rpm
|
| Size : 0.81 MB
| |
| Packager : (none)
| |
| Summary : Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions
|
Description :
Computes Value at risk and expected shortfall, two most popular
measures of financial risk, for over one hundred parametric
distributions, including all commonly known distributions. Also
computed are the corresponding probability density function and
cumulative distribution function. See Chan, Nadarajah and Afuecheta
(2015) < doi:10.1080/03610918.2014.944658> for more details.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
