CRAN/E | jvnVaR

jvnVaR

Value at Risk

Installation

About

Many method to compute, predict and back-test VaR. For more detail, see the report: Value at Risk .

Key Metrics

Version	1.0
R	≥ 2.10.0
Published	2015-11-18 3226 days ago
Needs compilation?	no
License	GPL-3
CRAN checks	jvnVaR results

Downloads

Yesterday	2 0%
Last 7 days	39 +26%
Last 30 days	136 +9%
Last 90 days	420 +14%
Last 365 days	1.722 -17%

Maintainer

Maintainer

Hung Vu

[email protected]

Authors

Hung Vu

Material

Reference manual
Package source

macOS

r-release	arm64
r-oldrel	arm64
r-release	x86_64
r-oldrel	x86_64

Windows

r-devel	x86_64
r-release	x86_64
r-oldrel	x86_64

Depends

R	≥ 2.10.0
stats
utils