cvar (Q90792): Difference between revisions

@@ description / en / description / en @@
+Compute Expected Shortfall and Value at Risk for Continuous Distributions
@@ Property / programmed in @@
-R
@@ Property / programmed in: R / rank @@
-Normal rank
@@ Property / last update @@
+November 2022Timestamp +2022-11-03T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2022-11-03T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / last update: 3 November 2022 / rank @@
+Normal rank
@@ Property / software version identifier @@
+.5
@@ Property / software version identifier: 0.5 / rank @@
+Normal rank
@@ Property / software version identifier: 0.5 / qualifier @@
+publication date: 3 November 2022Timestamp +2022-11-03T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2022-11-03T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / author @@
+Georgi N. Boshnakov
@@ Property / author: Georgi N. Boshnakov / rank @@
+Normal rank
@@ Property / maintained by @@
+Georgi N. Boshnakov
@@ Property / maintained by: Georgi N. Boshnakov / rank @@
+Normal rank
@@ Property / copyright license @@
+GNU General Public License, version 2.0
@@ Property / copyright license: GNU General Public License, version 2.0 / rank @@
+Normal rank
@@ Property / copyright license @@
+GNU General Public License, version 3.0
@@ Property / copyright license: GNU General Public License, version 3.0 / rank @@
+Normal rank
+edition/version: expanded from: GPL (≥ 2) (English)
@@ Property / imports @@
+gbutils
@@ Property / imports: gbutils / rank @@
+Normal rank
@@ Property / imports @@
+Rdpack
@@ Property / imports: Rdpack / rank @@
+Normal rank
@@ Property / cites work @@
+Expected Shortfall: A Natural Coherent Alternative to Value at Risk
+Normal rank
@@ Property / CRAN project @@
+cvar
@@ Property / CRAN project: cvar / rank @@
+Normal rank
@@ Property / programmed in @@
+R
@@ Property / programmed in: R / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI software profile
@@ Property / MaRDI profile type: MaRDI software profile / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Software:90792