R: Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions

# Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions

## Documentation for package ‘VaRES’ version 1.0.2

- DESCRIPTION file

## Help Pages

D E P V

VaRES-package | Computes value at risk and expected shortfall for over 100 parametric distributions

## -- D --

daep | Asymmetric exponential power distribution
darcsine | Arcsine distribution
dast | Generalized asymmetric Student's t distribution
dasylaplace | Asymmetric Laplace distribution
dasypower | Asymmetric power distribution
dbeard | Beard distribution
dbetaburr | Beta Burr distribution
dbetaburr7 | Beta Burr XII distribution
dbetadist | Beta distribution
dbetaexp | Beta exponential distribution
dbetafrechet | Beta Frechet distribution
dbetagompertz | Beta Gompertz distribution
dbetagumbel | Beta Gumbel distribution
dbetagumbel2 | Beta Gumbel 2 distribution
dbetalognorm | Beta lognormal distribution
dbetalomax | Beta Lomax distribution
dbetanorm | Beta normal distribution
dbetapareto | Beta Pareto distribution
dbetaweibull | Beta Weibull distribution
dBS | Birnbaum-Saunders distribution
dburr | Burr distribution
dburr7 | Burr XII distribution
dCauchy | Cauchy distribution
dchen | Chen distribution
dclg | Compound Laplace gamma distribution
dcompbeta | Complementary beta distribution
ddagum | Dagum distribution
ddweibull | Double Weibull distribution
dexpexp | Exponentiated exponential distribution
dexpext | Exponential extension distribution
dexpgeo | Exponential geometric distribution
dexplog | Exponential logarithmic distribution
dexplogis | Exponentiated logistic distribution
dexponential | Exponential distribution
dexppois | Exponential Poisson distribution
dexppower | Exponential power distribution
dexpweibull | Exponentiated Weibull distribution
dF | F distribution
dfrechet | Frechet distribution
dGamma | Gamma distribution
dgenbeta | Generalized beta distribution
dgenbeta2 | Generalized beta II distribution
dgeninvbeta | Generalized inverse beta distribution
dgenlogis | Generalized logistic distribution
dgenlogis3 | Generalized logistic III distribution
dgenlogis4 | Generalized logistic IV distribution
dgenpareto | Generalized Pareto distribution
dgenpowerweibull | Generalized power Weibull distribution
dgenunif | Generalized uniform distribution
dgev | Generalized extreme value distribution
dgompertz | Gompertz distribution
dgumbel | Gumbel distribution
dgumbel2 | Gumbel II distribution
dhalfcauchy | Half Cauchy distribution
dhalflogis | Half logistic distribution
dhalfnorm | Half normal distribution
dhalfT | Half Student's t distribution
dHBlaplace | Holla-Bhattacharya Laplace distribution
dHlogis | Hosking logistic distribution
dinvbeta | Inverse beta distribution
dinvexpexp | Inverse exponentiated exponential distribution
dinvgamma | Inverse gamma distribution
dkum | Kumaraswamy distribution
dkumburr7 | Kumaraswamy Burr XII distribution
dkumexp | Kumaraswamy exponential distribution
dkumgamma | Kumaraswamy gamma distribution
dkumgumbel | Kumaraswamy Gumbel distribution
dkumhalfnorm | Kumaraswamy half normal distribution
dkumloglogis | Kumaraswamy log-logistic distribution
dkumnormal | Kumaraswamy normal distribution
dkumpareto | Kumaraswamy Pareto distribution
dkumweibull | Kumaraswamy Weibull distribution
dlaplace | Laplace distribution
dlfr | Linear failure rate distribution
dLNbeta | Libby-Novick beta distribution
dlogbeta | Log beta distribution
dlogcauchy | Log Cauchy distribution
dloggamma | Log gamma distribution
dlogisexp | Logistic exponential distribution
dlogisrayleigh | Logistic Rayleigh distribution
dlogistic | Logistic distribution
dloglaplace | Log Laplace distribution
dloglog | Loglog distribution
dloglogis | Log-logistic distribution
dlognorm | Lognormal distribution
dlomax | Lomax distribution
dMlaplace | McGill Laplace distribution
dmoexp | Marshall-Olkin exponential distribution
dmoweibull | Marshall-Olkin Weibull distribution
dMRbeta | McDonald-Richards beta distribution
dnakagami | Nakagami distribution
dnormal | Normal distribution
dpareto | Pareto distribution
dparetostable | Pareto positive stable distribution
dPCTAlaplace | Poiraud-Casanova-Thomas-Agnan Laplace distribution
dperks | Perks distribution
dpower1 | Power function I distribution
dpower2 | Power function II distribution
dquad | Quadratic distribution
drgamma | Reflected gamma distribution
dschabe | Schabe distribution
dsecant | Hyperbolic secant distribution
dstacygamma | Stacy distribution
dT | Student's t distribution
dTL2 | Topp-Leone distribution
dtriangular | Triangular distribution
dtsp | Two sided power distribution
duniform | Uniform distribution
dWeibull | Weibull distribution
dxie | Xie distribution

## -- E --

esaep | Asymmetric exponential power distribution
esarcsine | Arcsine distribution
esast | Generalized asymmetric Student's t distribution
esasylaplace | Asymmetric Laplace distribution
esasypower | Asymmetric power distribution
esbeard | Beard distribution
esbetaburr | Beta Burr distribution
esbetaburr7 | Beta Burr XII distribution
esbetadist | Beta distribution
esbetaexp | Beta exponential distribution
esbetafrechet | Beta Frechet distribution
esbetagompertz | Beta Gompertz distribution
esbetagumbel | Beta Gumbel distribution
esbetagumbel2 | Beta Gumbel 2 distribution
esbetalognorm | Beta lognormal distribution
esbetalomax | Beta Lomax distribution
esbetanorm | Beta normal distribution
esbetapareto | Beta Pareto distribution
esbetaweibull | Beta Weibull distribution
esBS | Birnbaum-Saunders distribution
esburr | Burr distribution
esburr7 | Burr XII distribution
esCauchy | Cauchy distribution
eschen | Chen distribution
esclg | Compound Laplace gamma distribution
escompbeta | Complementary beta distribution
esdagum | Dagum distribution
esdweibull | Double Weibull distribution
esexpexp | Exponentiated exponential distribution
esexpext | Exponential extension distribution
esexpgeo | Exponential geometric distribution
esexplog | Exponential logarithmic distribution
esexplogis | Exponentiated logistic distribution
esexponential | Exponential distribution
esexppois | Exponential Poisson distribution
esexppower | Exponential power distribution
esexpweibull | Exponentiated Weibull distribution
esF | F distribution
esFR | Freimer distribution
esfrechet | Frechet distribution
esGamma | Gamma distribution
esgenbeta | Generalized beta distribution
esgenbeta2 | Generalized beta II distribution
esgeninvbeta | Generalized inverse beta distribution
esgenlogis | Generalized logistic distribution
esgenlogis3 | Generalized logistic III distribution
esgenlogis4 | Generalized logistic IV distribution
esgenpareto | Generalized Pareto distribution
esgenpowerweibull | Generalized power Weibull distribution
esgenunif | Generalized uniform distribution
esgev | Generalized extreme value distribution
esgompertz | Gompertz distribution
esgumbel | Gumbel distribution
esgumbel2 | Gumbel II distribution
eshalfcauchy | Half Cauchy distribution
eshalflogis | Half logistic distribution
eshalfnorm | Half normal distribution
eshalfT | Half Student's t distribution
esHBlaplace | Holla-Bhattacharya Laplace distribution
esHL | Hankin-Lee distribution
esHlogis | Hosking logistic distribution
esinvbeta | Inverse beta distribution
esinvexpexp | Inverse exponentiated exponential distribution
esinvgamma | Inverse gamma distribution
eskum | Kumaraswamy distribution
eskumburr7 | Kumaraswamy Burr XII distribution
eskumexp | Kumaraswamy exponential distribution
eskumgamma | Kumaraswamy gamma distribution
eskumgumbel | Kumaraswamy Gumbel distribution
eskumhalfnorm | Kumaraswamy half normal distribution
eskumloglogis | Kumaraswamy log-logistic distribution
eskumnormal | Kumaraswamy normal distribution
eskumpareto | Kumaraswamy Pareto distribution
eskumweibull | Kumaraswamy Weibull distribution
eslaplace | Laplace distribution
eslfr | Linear failure rate distribution
esLNbeta | Libby-Novick beta distribution
eslogbeta | Log beta distribution
eslogcauchy | Log Cauchy distribution
esloggamma | Log gamma distribution
eslogisexp | Logistic exponential distribution
eslogisrayleigh | Logistic Rayleigh distribution
eslogistic | Logistic distribution
esloglaplace | Log Laplace distribution
esloglog | Loglog distribution
esloglogis | Log-logistic distribution
eslognorm | Lognormal distribution
eslomax | Lomax distribution
esMlaplace | McGill Laplace distribution
esmoexp | Marshall-Olkin exponential distribution
esmoweibull | Marshall-Olkin Weibull distribution
esMRbeta | McDonald-Richards beta distribution
esnakagami | Nakagami distribution
esnormal | Normal distribution
espareto | Pareto distribution
esparetostable | Pareto positive stable distribution
esPCTAlaplace | Poiraud-Casanova-Thomas-Agnan Laplace distribution
esperks | Perks distribution
espower1 | Power function I distribution
espower2 | Power function II distribution
esquad | Quadratic distribution
esrgamma | Reflected gamma distribution
esRS | Ramberg-Schmeiser distribution
esschabe | Schabe distribution
essecant | Hyperbolic secant distribution
esstacygamma | Stacy distribution
esT | Student's t distribution
esTL | Tukey-Lambda distribution
esTL2 | Topp-Leone distribution
estriangular | Triangular distribution
estsp | Two sided power distribution
esuniform | Uniform distribution
esWeibull | Weibull distribution
esxie | Xie distribution

## -- P --

paep | Asymmetric exponential power distribution
parcsine | Arcsine distribution
past | Generalized asymmetric Student's t distribution
pasylaplace | Asymmetric Laplace distribution
pasypower | Asymmetric power distribution
pbeard | Beard distribution
pbetaburr | Beta Burr distribution
pbetaburr7 | Beta Burr XII distribution
pbetadist | Beta distribution
pbetaexp | Beta exponential distribution
pbetafrechet | Beta Frechet distribution
pbetagompertz | Beta Gompertz distribution
pbetagumbel | Beta Gumbel distribution
pbetagumbel2 | Beta Gumbel 2 distribution
pbetalognorm | Beta lognormal distribution
pbetalomax | Beta Lomax distribution
pbetanorm | Beta normal distribution
pbetapareto | Beta Pareto distribution
pbetaweibull | Beta Weibull distribution
pBS | Birnbaum-Saunders distribution
pburr | Burr distribution
pburr7 | Burr XII distribution
pCauchy | Cauchy distribution
pchen | Chen distribution
pclg | Compound Laplace gamma distribution
pcompbeta | Complementary beta distribution
pdagum | Dagum distribution
pdweibull | Double Weibull distribution
pexpexp | Exponentiated exponential distribution
pexpext | Exponential extension distribution
pexpgeo | Exponential geometric distribution
pexplog | Exponential logarithmic distribution
pexplogis | Exponentiated logistic distribution
pexponential | Exponential distribution
pexppois | Exponential Poisson distribution
pexppower | Exponential power distribution
pexpweibull | Exponentiated Weibull distribution
pF | F distribution
pfrechet | Frechet distribution
pGamma | Gamma distribution
pgenbeta | Generalized beta distribution
pgenbeta2 | Generalized beta II distribution
pgeninvbeta | Generalized inverse beta distribution
pgenlogis | Generalized logistic distribution
pgenlogis3 | Generalized logistic III distribution
pgenlogis4 | Generalized logistic IV distribution
pgenpareto | Generalized Pareto distribution
pgenpowerweibull | Generalized power Weibull distribution
pgenunif | Generalized uniform distribution
pgev | Generalized extreme value distribution
pgompertz | Gompertz distribution
pgumbel | Gumbel distribution
pgumbel2 | Gumbel II distribution
phalfcauchy | Half Cauchy distribution
phalflogis | Half logistic distribution
phalfnorm | Half normal distribution
phalfT | Half Student's t distribution
pHBlaplace | Holla-Bhattacharya Laplace distribution
pHlogis | Hosking logistic distribution
pinvbeta | Inverse beta distribution
pinvexpexp | Inverse exponentiated exponential distribution
pinvgamma | Inverse gamma distribution
pkum | Kumaraswamy distribution
pkumburr7 | Kumaraswamy Burr XII distribution
pkumexp | Kumaraswamy exponential distribution
pkumgamma | Kumaraswamy gamma distribution
pkumgumbel | Kumaraswamy Gumbel distribution
pkumhalfnorm | Kumaraswamy half normal distribution
pkumloglogis | Kumaraswamy log-logistic distribution
pkumnormal | Kumaraswamy normal distribution
pkumpareto | Kumaraswamy Pareto distribution
pkumweibull | Kumaraswamy Weibull distribution
plaplace | Laplace distribution
plfr | Linear failure rate distribution
pLNbeta | Libby-Novick beta distribution
plogbeta | Log beta distribution
plogcauchy | Log Cauchy distribution
ploggamma | Log gamma distribution
plogisexp | Logistic exponential distribution
plogisrayleigh | Logistic Rayleigh distribution
plogistic | Logistic distribution
ploglaplace | Log Laplace distribution
ploglog | Loglog distribution
ploglogis | Log-logistic distribution
plognorm | Lognormal distribution
plomax | Lomax distribution
pMlaplace | McGill Laplace distribution
pmoexp | Marshall-Olkin exponential distribution
pmoweibull | Marshall-Olkin Weibull distribution
pMRbeta | McDonald-Richards beta distribution
pnakagami | Nakagami distribution
pnormal | Normal distribution
ppareto | Pareto distribution
pparetostable | Pareto positive stable distribution
pPCTAlaplace | Poiraud-Casanova-Thomas-Agnan Laplace distribution
pperks | Perks distribution
ppower1 | Power function I distribution
ppower2 | Power function II distribution
pquad | Quadratic distribution
prgamma | Reflected gamma distribution
pschabe | Schabe distribution
psecant | Hyperbolic secant distribution
pstacygamma | Stacy distribution
pT | Student's t distribution
pTL2 | Topp-Leone distribution
ptriangular | Triangular distribution
ptsp | Two sided power distribution
puniform | Uniform distribution
pWeibull | Weibull distribution
pxie | Xie distribution

## -- V --

varaep | Asymmetric exponential power distribution
vararcsine | Arcsine distribution
varast | Generalized asymmetric Student's t distribution
varasylaplace | Asymmetric Laplace distribution
varasypower | Asymmetric power distribution
varbeard | Beard distribution
varbetaburr | Beta Burr distribution
varbetaburr7 | Beta Burr XII distribution
varbetadist | Beta distribution
varbetaexp | Beta exponential distribution
varbetafrechet | Beta Frechet distribution
varbetagompertz | Beta Gompertz distribution
varbetagumbel | Beta Gumbel distribution
varbetagumbel2 | Beta Gumbel 2 distribution
varbetalognorm | Beta lognormal distribution
varbetalomax | Beta Lomax distribution
varbetanorm | Beta normal distribution
varbetapareto | Beta Pareto distribution
varbetaweibull | Beta Weibull distribution
varBS | Birnbaum-Saunders distribution
varburr | Burr distribution
varburr7 | Burr XII distribution
varCauchy | Cauchy distribution
varchen | Chen distribution
varclg | Compound Laplace gamma distribution
varcompbeta | Complementary beta distribution
vardagum | Dagum distribution
vardweibull | Double Weibull distribution
VaRES | Computes value at risk and expected shortfall for over 100 parametric distributions
varexpexp | Exponentiated exponential distribution
varexpext | Exponential extension distribution
varexpgeo | Exponential geometric distribution
varexplog | Exponential logarithmic distribution
varexplogis | Exponentiated logistic distribution
varexponential | Exponential distribution
varexppois | Exponential Poisson distribution
varexppower | Exponential power distribution
varexpweibull | Exponentiated Weibull distribution
varF | F distribution
varFR | Freimer distribution
varfrechet | Frechet distribution
varGamma | Gamma distribution
vargenbeta | Generalized beta distribution
vargenbeta2 | Generalized beta II distribution
vargeninvbeta | Generalized inverse beta distribution
vargenlogis | Generalized logistic distribution
vargenlogis3 | Generalized logistic III distribution
vargenlogis4 | Generalized logistic IV distribution
vargenpareto | Generalized Pareto distribution
vargenpowerweibull | Generalized power Weibull distribution
vargenunif | Generalized uniform distribution
vargev | Generalized extreme value distribution
vargompertz | Gompertz distribution
vargumbel | Gumbel distribution
vargumbel2 | Gumbel II distribution
varhalfcauchy | Half Cauchy distribution
varhalflogis | Half logistic distribution
varhalfnorm | Half normal distribution
varhalfT | Half Student's t distribution
varHBlaplace | Holla-Bhattacharya Laplace distribution
varHL | Hankin-Lee distribution
varHlogis | Hosking logistic distribution
varinvbeta | Inverse beta distribution
varinvexpexp | Inverse exponentiated exponential distribution
varinvgamma | Inverse gamma distribution
varkum | Kumaraswamy distribution
varkumburr7 | Kumaraswamy Burr XII distribution
varkumexp | Kumaraswamy exponential distribution
varkumgamma | Kumaraswamy gamma distribution
varkumgumbel | Kumaraswamy Gumbel distribution
varkumhalfnorm | Kumaraswamy half normal distribution
varkumloglogis | Kumaraswamy log-logistic distribution
varkumnormal | Kumaraswamy normal distribution
varkumpareto | Kumaraswamy Pareto distribution
varkumweibull | Kumaraswamy Weibull distribution
varlaplace | Laplace distribution
varlfr | Linear failure rate distribution
varLNbeta | Libby-Novick beta distribution
varlogbeta | Log beta distribution
varlogcauchy | Log Cauchy distribution
varloggamma | Log gamma distribution
varlogisexp | Logistic exponential distribution
varlogisrayleigh | Logistic Rayleigh distribution
varlogistic | Logistic distribution
varloglaplace | Log Laplace distribution
varloglog | Loglog distribution
varloglogis | Log-logistic distribution
varlognorm | Lognormal distribution
varlomax | Lomax distribution
varMlaplace | McGill Laplace distribution
varmoexp | Marshall-Olkin exponential distribution
varmoweibull | Marshall-Olkin Weibull distribution
varMRbeta | McDonald-Richards beta distribution
varnakagami | Nakagami distribution
varnormal | Normal distribution
varpareto | Pareto distribution
varparetostable | Pareto positive stable distribution
varPCTAlaplace | Poiraud-Casanova-Thomas-Agnan Laplace distribution
varperks | Perks distribution
varpower1 | Power function I distribution
varpower2 | Power function II distribution
varquad | Quadratic distribution
varrgamma | Reflected gamma distribution
varRS | Ramberg-Schmeiser distribution
varschabe | Schabe distribution
varsecant | Hyperbolic secant distribution
varstacygamma | Stacy distribution
varT | Student's t distribution
varTL | Tukey-Lambda distribution
varTL2 | Topp-Leone distribution
vartriangular | Triangular distribution
vartsp | Two sided power distribution
varuniform | Uniform distribution
varWeibull | Weibull distribution
varxie | Xie distribution