R: Compute Expected Shortfall and Value at Risk for Continuous Distributions

# 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
- Package README

## 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)