VaR {mclustAddons}R Documentation

Financial risk measures

Description

Generic functions for computing Value-at-Risk (VaR) and Expected Shortfall (ES).

Usage

VaR(object, ...)

ES(object, ...)

Arguments

object

An object of class specific for the method.

...

Further arguments passed to or from other methods.


[Package mclustAddons version 0.9.2 Index]