R: At-Risk

# At-Risk

## Documentation for package ‘atRisk’ version 0.2.0

- DESCRIPTION file.

## Help Pages

data_euro | Historical data for the eurozone (GDP and Financial Conditions) from 2008:Q4 to 2022:Q3
data_param_histo_US | Historical parameters (skew-t) for the US from 1973:Q1 to 2020:Q1
data_US | Historical data for the US (GDP and Financial Conditions) from 1973:Q1 to 2020:Q1
f_compile_quantile | Estimation of quantiles
f_distrib | Distribution
f_ES | Expected Shortfall
f_histo_RM | Historical parameters
f_nadaraya_watson_quantile | Estimation of quantiles using the Nadaraya-Watson estimator with a product kernel
f_plot_distrib_2D | Plot of historical distributions in 2D
f_plot_distrib_3D | Plot of historical distributions in 3D
f_VaR | Value-at-Risk