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ceRtainty

The ceRtainty package computes the certainty equivalent values from a profit dataset and its respective risk premiums.

Installation

Install the package from github as usual:

{r eval = FALSE} library(devtools) install_github("ArielSotoCaro/ceRtainty")

Usage

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.

License

MIT © Ariel Soto-Caro

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.