Ubuntu

r-cran-cvar binary package in Ubuntu Lunar ppc64el

  1. Lunar (23.04)
  2. ppc64el
  3. r-cran-cvar

 Compute expected shortfall (ES) and Value at Risk (VaR) from a
 quantile function, distribution function, random number generator or
 probability density function. ES is also known as Conditional Value at
 Risk (CVaR). Virtually any continuous distribution can be specified.
 The functions are vectorized over the arguments. The computations are
 done directly from the definitions, see e.g. Acerbi and Tasche (2002)
 <doi:10.1111/1468-0300.00091>. Some support for GARCH models is provided,
 as well.

Publishing history

Date Status Target Pocket Component Section Priority Phased updates Version
  2022-12-02 21:13:41 UTC Published Ubuntu Lunar ppc64el release universe gnu-r Optional 0.5-2
  • Published
  • Copied from ubuntu lunar-proposed amd64 in Primary Archive for Ubuntu
  Deleted Ubuntu Lunar ppc64el proposed universe gnu-r Optional 0.5-2
  • Removal requested .
  • Deleted by Ubuntu Archive Auto-Sync

    Moved to lunar

  • Published
  • Copied from ubuntu lunar-proposed amd64 in Primary Archive for Ubuntu
  2022-11-16 23:34:28 UTC Superseded Ubuntu Lunar ppc64el proposed universe gnu-r Optional 0.5-1
  • Removed from disk .
  • Removal requested .
  • Superseded by amd64 build of r-cran-cvar 0.5-2 in ubuntu lunar PROPOSED
  • Published
  • Copied from ubuntu lunar-proposed amd64 in Primary Archive for Ubuntu

Source package