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cran
circular:Circular Statistics
Circular Statistics, from "Topics in circular Statistics" (2001) S. Rao Jammalamadaka and A. SenGupta, World Scientific.
Maintained by Eduardo García-Portugués. Last updated 7 months ago.
7 stars 5.71 score 40 dependents
lbelzile
VaRES:Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions
Computes Value at risk and expected shortfall, two most popular measures of financial risk, for over one hundred parametric distributions, including all commonly known distributions. Also computed are the corresponding probability density function and cumulative distribution function. See Chan, Nadarajah and Afuecheta (2015) <doi:10.1080/03610918.2014.944658> for more details.
Maintained by Leo Belzile. Last updated 2 years ago.
1 stars 4.57 score 123 scripts 2 dependents