Compute Expected Shortfall and Value at Risk for Continuous Distributions

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Documentation for package ‘cvar’ version 0.1-1

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cvar-package Compute Conditional Value-at-Risk and Value-at-Risk
cvar Compute Conditional Value-at-Risk and Value-at-Risk
ES Compute expected shortfall (ES) of distributions
VaR Compute Value-at-Risk (VaR) of distributions
VaR.default Compute Value-at-Risk (VaR) of distributions
VaR_cdf Compute Value-at-Risk (VaR) of distributions
VaR_qf Compute Value-at-Risk (VaR) of distributions