The ceRtainty package computes the certainty equivalent values from a profit dataset and its respective risk premiums.
Install the package from github as usual:
{r eval = FALSE} library(devtools) install_github("ArielSotoCaro/ceRtainty")
library(ceRtainty)Use the certainty() function to compute the certainty equivalent values and premium() to compute the risk premium values. For more details, please refer to the package vignette.
MIT © Ariel Soto-Caro