CRAN

jvnVaR 1.0

Value at Risk

Released Nov 18, 2015 by Hung Vu

Many method to compute, predict and back-test VaR. For more detail, see the report: Value at Risk .

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>jvnVaR</artifactId>
    <version>1.0-b31</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:jvnVaR')

Test Results

This package was last tested against Renjin 0.9.2644 on Jun 2, 2018.

• dataSelected-examples
• dateList-examples
• jMCPri-examples
• jMCPriLim-examples
• jPrice-examples
• jReturn-examples
• jStockList-examples
• jTestVaR-examples
• jVaR-examples
• jVaRLim-examples
• stockList-examples

Source

View GitHub Mirror

Release History

• 1.0