VaR {mclustAddons} | R Documentation |
Financial risk measures
Description
Generic functions for computing Value-at-Risk (VaR) and Expected Shortfall (ES).
Usage
VaR(object, ...)
ES(object, ...)
Arguments
object |
An object of class specific for the method. |
... |
Further arguments passed to or from other methods. |
[Package mclustAddons version 0.9.1 Index]