Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions
To install this R package, use
# remotes::install_github("lbelzile/VaRES")
install.packages("VaRES", repos = c('https://lbelzile.r-universe.dev', 'https://cloud.r-project.org'))
Questions about the package should be adressed to Saralees Nadarajah Saralees.Nadarajah@manchester.ac.uk