Artifact r-cran-cvar_0.5-2_all

deb_control_files:
- control
- md5sums
deb_fields:
  Architecture: all
  Depends: r-api-4.0, r-cran-gbutils, r-cran-rdpack (>= 0.8)
  Description: |-
    GNU R package to Computed Expected Shortfall and Value at Risk
     Compute expected shortfall (ES) and Value at Risk (VaR) from a
     quantile function, distribution function, random number generator or
     probability density function.  ES is also known as Conditional Value at
     Risk (CVaR). Virtually any continuous distribution can be specified.
     The functions are vectorized over the arguments. The computations are
     done directly from the definitions, see e.g. Acerbi and Tasche (2002)
     <doi:10.1111/1468-0300.00091>. Some support for GARCH models is provided,
     as well.
  Homepage: https://cran.r-project.org/package=cvar
  Installed-Size: '310'
  Maintainer: Dirk Eddelbuettel <edd@debian.org>
  Package: r-cran-cvar
  Priority: optional
  Section: gnu-r
  Suggests: r-cran-testthat, r-cran-fgarch, r-cran-performanceanalytics
  Version: 0.5-2
srcpkg_name: r-cran-cvar
srcpkg_version: 0.5-2