{"package":"cvar","ecosystem":"cran","exists":true,"latest_version":"0.6","repository":"https://github.com/GeoBosh/cvar","license":"GPL (>= 2)","description":"Compute Expected Shortfall and Value at Risk for Continuous Distributions. Compute expected shortfall (ES) and Value at Risk (VaR) from a quantile function, distribution function, random number generator, probability density function, or data.  ES is also known as Conditional Value at Risk (CVaR). Virtually any continuous distribution can be specified.  The functions are v","downloads_weekly":2936,"deprecated":false,"health":{"score":43},"_cache":"db_only_bot","_partial":true,"_response_ms":0,"_powered_by":"depscope.dev — bot fast path (DB-only)","recommendation":{"action":"review"}}