r-cran-cvar 0.5-2 source package in Ubuntu
Changelog
r-cran-cvar (0.5-2) unstable; urgency=medium * Rebuilding as source upload after inclusion in unstable -- Dirk Eddelbuettel <email address hidden> Wed, 16 Nov 2022 08:20:13 -0600
Upload details
- Uploaded by:
- Dirk Eddelbuettel
- Uploaded to:
- Sid
- Original maintainer:
- Dirk Eddelbuettel
- Architectures:
- all
- Section:
- misc
- Urgency:
- Medium Urgency
See full publishing history Publishing
| Series | Published | Component | Section | |
|---|---|---|---|---|
| Oracular | release | universe | misc | |
| Noble | release | universe | misc | |
| Mantic | release | universe | misc | |
| Lunar | release | universe | misc |
Downloads
| File | Size | SHA-256 Checksum |
|---|---|---|
| r-cran-cvar_0.5-2.dsc | 1.8 KiB | 98bc020bdbbe9ff30da2e20f437c73681fb2b1729938b58eed0e05a748bcff48 |
| r-cran-cvar_0.5.orig.tar.gz | 249.2 KiB | 7e721a68a321acbc74149d6ae9c6e3b0c1f896df9fa7786b8b40264e1db2db18 |
| r-cran-cvar_0.5-2.debian.tar.xz | 2.0 KiB | 9faa52da6779c2c8b5fc59a7a0d27908758c8d242a9fa259db4cb0f2022b9cf8 |
Available diffs
- diff from 0.5-1 to 0.5-2 (470 bytes)
No changes file available.
Binary packages built by this source
- r-cran-cvar: GNU R package to Computed Expected Shortfall and Value at Risk
Compute expected shortfall (ES) and Value at Risk (VaR) from a
quantile function, distribution function, random number generator or
probability density function. ES is also known as Conditional Value at
Risk (CVaR). Virtually any continuous distribution can be specified.
The functions are vectorized over the arguments. The computations are
done directly from the definitions, see e.g. Acerbi and Tasche (2002)
<doi:10.1111/1468- 0300.00091> . Some support for GARCH models is provided,
as well.
