At-Risk
![[R logo]](../../../doc/html/Rlogo.svg)
![[Up]](../../../doc/html/left.jpg)
![[Top]](../../../doc/html/up.jpg)
Documentation for package ‘atRisk’ version 0.1.0
Help Pages
| data_euro | Historical data for the eurozone (GDP and Financial Conditions) from 2008:Q4 to 2022:Q3 |
| data_param_histo | Historical parameters (skew-t) for the US from 1973:Q1 to 2022:Q3 |
| data_US | Historical data for the US (GDP and Financial Conditions) from 1973:Q1 to 2022:Q3 |
| f_compile_quantile | Estimation of quantiles |
| f_distrib | Distribution |
| f_ES | Expected Shortfall |
| f_histo_RM | Historical parameters and Risk Measures |
| f_param_histo | Historical parameters |
| f_plot_distrib_2D | Plot of historical distributions in 2D |
| f_plot_distrib_3D | Plot of historical distributions in 3D |
| f_VaR | Value-at-Risk |