R Packages that start with:
A . B . C . D . E . F . G . H . I . J . K . L . M . N . O . P . Q . R . S . T . U . V . W . X . Y . Z .
Functions
- AdjustedNormalESHotspots()
- AdjustedNormalVaRHotspots()
- AdjustedVarianceCovarianceES()
- AdjustedVarianceCovarianceVaR()
- ADTestStat()
- AmericanPutESBinomial()
- AmericanPutESSim()
- AmericanPutPriceBinomial()
- AmericanPutVaRBinomial()
- BinomialBacktest()
- BlackScholesCallESSim()
- BlackScholesCallPrice()
- BlackScholesPutESSim()
- BlackScholesPutPrice()
- BlancoIhleBacktest()
- BootstrapES()
- BootstrapESConfInterval()
- BootstrapESFigure()
- BootstrapVaR()
- BootstrapVaRConfInterval()
- BootstrapVaRFigure()
- BoxCoxES()
- BoxCoxVaR()
- CdfOfSumUsingGaussianCopula()
- CdfOfSumUsingGumbelCopula()
- CdfOfSumUsingProductCopula()
- ChristoffersenBacktestForIndependence()
- ChristoffersenBacktestForUnconditionalCoverage()
- CornishFisherES()
- CornishFisherVaR()
- DBPensionVaR()
- DCPensionVaR()
- DefaultRiskyBondVaR()
- Dowd-package()
- FilterStrategyLogNormalVaR()
- FrechetES()
- FrechetESPlot2DCl()
- FrechetVaR()
- FrechetVaRPlot2DCl()
- GaussianCopulaVaR()
- GParetoES()
- GParetoMEFPlot()
- GParetoMultipleMEFPlot()
- GParetoVaR()
- GumbelCopulaVaR()
- GumbelES()
- GumbelESPlot2DCl()
- GumbelVaR()
- GumbelVaRPlot2DCl()
- HillEstimator()
- HillPlot()
- HillQuantileEstimator()
- HSES()
- HSESDFPerc()
- HSESFigure()
- HSESPlot2DCl()
- HSVaR()
- HSVaRDFPerc()
- HSVaRESPlot2DCl()
- HSVaRFigure()
- HSVaRPlot2DCl()
- InsuranceVaR()
- InsuranceVaRES()
- JarqueBeraBacktest()
- KernelESBoxKernel()
- KernelESEpanechinikovKernel()
- KernelESNormalKernel()
- KernelESTriangleKernel()
- KernelVaRBoxKernel()
- KernelVaREpanechinikovKernel()
- KernelVaRNormalKernel()
- KernelVaRTriangleKernel()
- KSTestStat()
- KuiperTestStat()
- LogNormalES()
- LogNormalESDFPerc()
- LogNormalESFigure()
- LogNormalESPlot2DCL()
- LogNormalESPlot2DHP()
- LogNormalESPlot3D()
- LogNormalVaR()
- LogNormalVaRDFPerc()
- LogNormalVaRETLPlot2DCL()
- LogNormalVaRFigure()
- LogNormalVaRPlot2DCL()
- LogNormalVaRPlot2DHP()
- LogNormalVaRPlot3D()
- LogtES()
- LogtESDFPerc()
- LogtESPlot2DCL()
- LogtESPlot2DHP()
- LogtESPlot3D()
- LogtVaR()
- LogtVaRDFPerc()
- LogtVaRPlot2DCL()
- LogtVaRPlot2DHP()
- LogtVaRPlot3D()
- LongBlackScholesCallVaR()
- LongBlackScholesPutVaR()
- LopezBacktest()
- MEFPlot()
- NormalES()
- NormalESConfidenceInterval()
- NormalESDFPerc()
- NormalESFigure()
- NormalESHotspots()
- NormalESPlot2DCL()
- NormalESPlot2DHP()
- NormalESPlot3D()
- NormalQQPlot()
- NormalQuantileStandardError()
- NormalSpectralRiskMeasure()
- NormalVaR()
- NormalVaRConfidenceInterval()
- NormalVaRDFPerc()
- NormalVaRFigure()
- NormalVaRHotspots()
- NormalVaRPlot2DCL()
- NormalVaRPlot2DHP()
- NormalVaRPlot3D()
- PCAES()
- PCAESPlot()
- PCAPrelim()
- PCAVaR()
- PCAVaRPlot()
- PickandsEstimator()
- PickandsPlot()
- ProductCopulaVaR()
- ShortBlackScholesCallVaR()
- ShortBlackScholesPutVaR()
- StopLossLogNormalVaR()
- tES()
- tESDFPerc()
- tESFigure()
- tESPlot2DCL()
- tESPlot2DHP()
- tESPlot3D()
- TQQPlot()
- tQuantileStandardError()
- tVaR()
- tVaRDFPerc()
- tVaRESPlot2DCL()
- tVaRFigure()
- tVaRPlot2DCL()
- tVaRPlot2DHP()
- tVaRPlot3D()
- VarianceCovarianceES()
- VarianceCovarianceVaR()
R Codes
- AdjustedNormalESHotspots.R
- AdjustedNormalVaRHotspots.R
- AdjustedVarianceCovarianceES.R
- AdjustedVarianceCovarianceVaR.R
- ADTestStat.R
- AmericanPutESBinomial.R
- AmericanPutESSim.R
- AmericanPutPriceBinomial.R
- AmericanPutVaRBinomial.R
- BinomialBacktest.R
- BlackScholesCallESSim.R
- BlackScholesCallPrice.R
- BlackScholesPutESSim.R
- BlackScholesPutPrice.R
- BlancoIhleBacktest.R
- BootstrapES.R
- BootstrapESConfInterval.R
- BootstrapESFigure.R
- BootstrapVaR.R
- BootstrapVaRConfInterval.R
- BootstrapVaRFigure.R
- BoxCoxES.R
- BoxCoxVaR.R
- CdfOfSumUsingGaussianCopula.R
- CdfOfSumUsingGumbelCopula.R
- CdfOfSumUsingProductCopula.R
- ChristoffersenBacktestForIndependence.R
- ChristoffersenBacktestForUnconditionalCoverage.R
- CornishFisherES.R
- CornishFisherVaR.R
- DBPensionVaR.R
- DCPensionVaR.R
- DefaultRiskyBondVaR.R
- FilterStrategyLogNormalVaR.R
- FrechetES.R
- FrechetESPlot2DCl.R
- FrechetVaR.R
- FrechetVaRPlot2DCl.R
- GaussianCopulaVaR.R
- GParetoES.R
- GParetoMEFPlot.R
- GParetoMultipleMEFPlot.R
- GParetoVaR.R
- GumbelCopulaVaR.R
- GumbelES.R
- GumbelESPlot2DCl.R
- GumbelVaR.R
- GumbelVaRPlot2DCl.R
- HillEstimator.R
- HillPlot.R
- HillQuantileEstimator.R
- HSES.R
- HSESDFPerc.R
- HSESFigure.R
- HSESPlot2DCl.R
- HSVaR.R
- HSVaRDFPerc.R
- HSVaRESPlot2DCl.R
- HSVaRFigure.R
- HSVaRPlot2DCl.R
- InsuranceVaR.R
- InsuranceVaRES.R
- JarqueBeraBacktest.R
- KernelESBoxKernel.R
- KernelESEpanechinikovKernel.R
- KernelESNormalKernel.R
- KernelESTriangleKernel.R
- KernelVaRBoxKernel.R
- KernelVaREpanechinikovKernel.R
- KernelVaRNormalKernel.R
- KernelVaRTriangleKernel.R
- KSTestStat.R
- KuiperTestStat.R
- LogNormalES.R
- LogNormalESDFPerc.R
- LogNormalESFigure.R
- LogNormalESPlot2DCL.R
- LogNormalESPlot2DHP.R
- LogNormalESPlot3D.R
- LogNormalVaR.R
- LogNormalVaRDFPerc.R
- LogNormalVaRETLPlot2DCL.R
- LogNormalVaRFigure.R
- LogNormalVaRPlot2DCL.R
- LogNormalVaRPlot2DHP.R
- LogNormalVaRPlot3D.R
- LogtES.R
- LogtESDFPerc.R
- LogtESPlot2DCL.R
- LogtESPlot2DHP.R
- LogtESPlot3D.R
- LogtVaR.R
- LogtVaRDFPerc.R
- LogtVaRPlot2DCL.R
- LogtVaRPlot2DHP.R
- LogtVaRPlot3D.R
- LongBlackScholesCallVaR.R
- LongBlackScholesPutVaR.R
- LopezBacktest.R
- MEFPlot.R
- NormalES.R
- NormalESConfidenceInterval.R
- NormalESDFPerc.R
- NormalESFigure.R
- NormalESHotspots.R
- NormalESPlot2DCL.R
- NormalESPlot2DHP.R
- NormalESPlot3D.R
- NormalQQPlot.R
- NormalQuantileStandardError.R
- NormalSpectralRiskMeasure.R
- NormalVaR.R
- NormalVaRConfidenceInterval.R
- NormalVaRDFPerc.R
- NormalVaRFigure.R
- NormalVaRHotspots.R
- NormalVaRPlot2DCL.R
- NormalVaRPlot2DHP.R
- NormalVaRPlot3D.R
- PCAES.R
- PCAESPlot.R
- PCAPrelim.R
- PCAVaR.R
- PCAVaRPlot.R
- PickandsEstimator.R
- PickandsPlot.R
- ProductCopulaVaR.R
- ShortBlackScholesCallVaR.R
- ShortBlackScholesPutVaR.R
- StopLossLogNormalVaR.R
- tES.R
- tESDFPerc.R
- tESFigure.R
- tESPlot2DCL.R
- tESPlot2DHP.R
- tESPlot3D.R
- TQQPlot.R
- tQuantileStandardError.R
- tVaR.R
- tVaRDFPerc.R
- tVaRESPlot2DCL.R
- tVaRFigure.R
- tVaRPlot2DCL.R
- tVaRPlot2DHP.R
- tVaRPlot3D.R
- VarianceCovarianceES.R
- VarianceCovarianceVaR.R
Selected R package: Dowd
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