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jvnVaR: Value at Risk

Many method to compute, predict and back-test VaR. For more detail, see the report: Value at Risk <researchgate.net>.

Version: 1.0
Depends: R (≥ 2.10.0), stats, utils
Published: 2015-11-18
DOI: 10.32614/CRAN.package.jvnVaR
Author: Hung Vu
Maintainer: Hung Vu <viet-hung.vu at jvn.edu.vn>
License: GPL-3
NeedsCompilation: no
CRAN checks: jvnVaR results

Documentation:

Reference manual: jvnVaR.pdf

Downloads:

Package source: jvnVaR_1.0.tar.gz
Windows binaries: r-devel: jvnVaR_1.0.zip, r-release: jvnVaR_1.0.zip, r-oldrel: jvnVaR_1.0.zip
macOS binaries: r-release (arm64): jvnVaR_1.0.tgz, r-oldrel (arm64): jvnVaR_1.0.tgz, r-release (x86_64): jvnVaR_1.0.tgz, r-oldrel (x86_64): jvnVaR_1.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=jvnVaR to link to this page.

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.