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depscope/cran/cvar

cvar

cranv0.6

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

License GPL (>= 2)0 versions1 maintainers2 deps2,936 weekly dl
GeoBosh/cvar
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10/25
maintenance
6/20
popularity
25/25
security
0/15
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2/15
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First published · 2025-12-17 06:59:55

Last updated · 2025-12-17T05:40:47+00:00

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