| varg {Risk} | R Documentation |
Value At Risk
Description
Computes value at risk for a given ditribution
Usage
varg(spec, alpha, ...)
Arguments
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 |
Value
An object of the same length as alpha, giving values at risk computed.
Author(s)
Stephen Chan, Saralees Nadarajah
References
S. Chan and S. Nadarajah, Risk: An R package for risk measures, submitted
Examples
varg("norm", 0.9)[Package Risk version 1.0 Index]