Package: VaRES
Type: Package
Title: Computes Value at Risk and Expected Shortfall for over 100
        Parametric Distributions
Version: 1.0.2
Date: 2023-04-20
Authors@R: c(person(given="Leo", family="Belzile", role = "cre", email = "belzilel@gmail.com", comment = c(ORCID = "0000-0002-9135-014X")), person(family="Nadarajah", given = "Saralees", role = "aut", email = "Saralees.Nadarajah@manchester.ac.uk"), person(given="Stephen", family="Chan", role= "aut"), person(given="Emmanuel", family="Afuecheta", role="aut", comment = c(ORCID = "0000-0002-9223-0799")))
Depends: R (>= 2.15.0)
Description: Computes Value at risk and expected shortfall, two most
        popular measures of financial risk, for over one hundred
        parametric distributions, including all commonly known
        distributions.  Also computed are the corresponding probability
        density function and cumulative distribution function. See
        Chan, Nadarajah and Afuecheta (2015)
        <doi:10.1080/03610918.2014.944658> for more details.
License: GPL (>= 2)
NeedsCompilation: no
BugReports: https://github.com/lbelzile/VaRES/issues/
Repository: https://lbelzile.r-universe.dev
Date/Publication: 2023-04-21 16:03:07 UTC
RemoteUrl: https://github.com/lbelzile/vares
RemoteRef: HEAD
RemoteSha: a7654b85cd810cc45492478bdd43fbb5a8d5ad57
Packaged: 2026-06-05 06:05:05 UTC; root
Author: Leo Belzile [cre] (ORCID: <https://orcid.org/0000-0002-9135-014X>),
  Saralees Nadarajah [aut],
  Stephen Chan [aut],
  Emmanuel Afuecheta [aut] (ORCID:
    <https://orcid.org/0000-0002-9223-0799>)
Maintainer: Leo Belzile <belzilel@gmail.com>