VaRES (Q29321): Difference between revisions

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description / endescription / en
 
Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions
Property / instance of
 
Property / instance of: R package / rank
 
Normal rank
Property / last update
 
22 April 2023
Timestamp+2023-04-22T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / last update: 22 April 2023 / rank
 
Normal rank
Property / software version identifier
 
1.0.2
Property / software version identifier: 1.0.2 / rank
 
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Property / software version identifier: 1.0.2 / qualifier
 
publication date: 22 April 2023
Timestamp+2023-04-22T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
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After0
Property / author
 
Property / author: Saralees Nadarajah / rank
 
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Property / author
 
Property / author: Stephen Chan / rank
 
Normal rank
Property / author
 
Property / author: Emmanuel Afuecheta / rank
 
Normal rank
Property / maintained by
 
Property / maintained by: Leo Belzile / rank
 
Normal rank
Property / copyright license
 
Property / copyright license: GNU General Public License, version 2.0 / rank
 
Normal rank
Property / copyright license
 
Property / copyright license: GNU General Public License, version 3.0 / rank
 
Normal rank
Property / copyright license: GNU General Public License, version 3.0 / qualifier
 
edition/version: expanded from: GPL (≥ 2) (English)
Property / cites work
 
Property / cites work: An R Package for Value at Risk and Expected Shortfall / rank
 
Normal rank
Property / CRAN project
 
Property / CRAN project: VaRES / rank
 
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Property / programmed in
 
Property / programmed in: R / rank
 
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Property / depends on software
 
Property / depends on software: R / rank
 
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Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI software profile / rank
 
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Property / source code repository
 
Property / source code repository: https://github.com/cran/VaRES / rank
 
Normal rank
Property / Software Heritage ID
 
Property / Software Heritage ID: swh:1:snp:f7685d92072b9646c47a62ed554dde0222e2ada9 / rank
 
Normal rank
Property / Software Heritage ID: swh:1:snp:f7685d92072b9646c47a62ed554dde0222e2ada9 / qualifier
 
Property / Software Heritage ID: swh:1:snp:f7685d92072b9646c47a62ed554dde0222e2ada9 / qualifier
 
point in time: 6 May 2023
Timestamp+2023-05-06T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
links / mardi / namelinks / mardi / name
 

Latest revision as of 19:20, 21 March 2024

Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions
Language Label Description Also known as
English
VaRES
Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions

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