| VaR {metafolio} | R Documentation |
Value at Risk
Description
Get the value at risk.
Usage
VaR(x, probs = 0.05)
Arguments
x |
A numeric vector |
probs |
The probability cutoff to pass to the value at risk. |
[Package metafolio version 0.1.2 Index]
| VaR {metafolio} | R Documentation |
Get the value at risk.
VaR(x, probs = 0.05)
x |
A numeric vector |
probs |
The probability cutoff to pass to the value at risk. |