Last data update: 2014.03.03

 R: Conditional Value at Risk
CVaRR Documentation

Conditional Value at Risk

Description

Get the conditional value at risk.

Usage

CVaR(x, probs = 0.05)

Arguments

x

A numeric vector

probs

The probability cutoff to pass to the CVaR function.

Results


Created & Maintained by Osamu Ogasawara (osamu.ogasawara@gmail.com) and IMSBIO