varg {Risk} | R Documentation |
Computes value at risk for a given ditribution
varg(spec, alpha, ...)
spec |
a character string specifying the distribution (for example, "norm" corresponds to the standard normal) |
alpha |
the probabilities associated with values at risk |
... |
other parameters |
An object of the same length as alpha
, giving values at risk computed.
Stephen Chan, Saralees Nadarajah
S. Chan and S. Nadarajah, Risk: An R package for risk measures, submitted
varg("norm", 0.9)