Compute Expected Shortfall and Value at Risk for Continuous Distributions

---

Documentation for package ‘cvar’ version 0.6

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

cvar-package	Compute Expected shortfall (ES) and Value-at-Risk (VaR)
cvar	Compute Expected shortfall (ES) and Value-at-Risk (VaR)
ES	Compute expected shortfall (ES)
ES.default	Compute expected shortfall (ES)
ES.matrix	Compute expected shortfall (ES)
ES.numeric	Compute expected shortfall (ES)
GarchModel	Specify a GARCH model
predict.garch1c1	Prediction for GARCH(1,1) time series
sim_garch1c1	Simulate GARCH(1,1) time series
VaR	Compute Value-at-Risk (VaR)
VaR.default	Compute Value-at-Risk (VaR)
VaR.matrix	Compute Value-at-Risk (VaR)
VaR.numeric	Compute Value-at-Risk (VaR)
VaR_cdf	Compute Value-at-Risk (VaR)
VaR_qf	Compute Value-at-Risk (VaR)