VaRES (Q29321): Difference between revisions
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Created a new Item: #quickstatements; #temporary_batch_1641305579343 |
EloiFerrer (talk | contribs) Merged Item from Q129980 |
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| description / en | description / en | ||||||||||||||
Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions | |||||||||||||||
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| Property / instance of: R package / rank | |||||||||||||||
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| Property / programmed in | |||||||||||||||
| Property / programmed in: R / rank | |||||||||||||||
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| Property / last update | |||||||||||||||
22 April 2023
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| Property / last update: 22 April 2023 / rank | |||||||||||||||
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| 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
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| Property / author | |||||||||||||||
| Property / author: Saralees Nadarajah / rank | |||||||||||||||
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| Property / author | |||||||||||||||
| Property / author: Stephen Chan / rank | |||||||||||||||
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| Property / author: Emmanuel Afuecheta / rank | |||||||||||||||
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| Property / maintained by | |||||||||||||||
| Property / maintained by: Leo Belzile / rank | |||||||||||||||
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| Property / copyright license | |||||||||||||||
| Property / copyright license: GNU General Public License, version 2.0 / rank | |||||||||||||||
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| Property / copyright license | |||||||||||||||
| Property / copyright license: GNU General Public License, version 3.0 / rank | |||||||||||||||
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| Property / copyright license: GNU General Public License, version 3.0 / qualifier | |||||||||||||||
edition/version: expanded from: GPL (≥ 2) (English) | |||||||||||||||
| Property / depends on software | |||||||||||||||
| Property / depends on software: R / rank | |||||||||||||||
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| Property / depends on software: R / qualifier | |||||||||||||||
software version identifier: ≥ 2.15.0 | |||||||||||||||
| Property / cites work | |||||||||||||||
| Property / cites work: An R Package for Value at Risk and Expected Shortfall / rank | |||||||||||||||
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| Property / CRAN project | |||||||||||||||
| Property / CRAN project: VaRES / rank | |||||||||||||||
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| Property / Software Heritage ID | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:f7685d92072b9646c47a62ed554dde0222e2ada9 / rank | |||||||||||||||
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| Property / Software Heritage ID: swh:1:snp:f7685d92072b9646c47a62ed554dde0222e2ada9 / qualifier | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:f7685d92072b9646c47a62ed554dde0222e2ada9 / qualifier | |||||||||||||||
point in time: +2023-05-06T00:09:29Z
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Revision as of 12:23, 25 October 2023
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 |
Statements
22 April 2023
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expanded from: GPL (≥ 2) (English)
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+2023-05-06T00:09:29Z
0 references
