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Stephen Chan

1 package 13 years on CRAN On CRAN since Aug 2013 (12 years)
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VaRES
291

Recent Activity

VaRES new v1.0.2 Mar 10, 2026

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

VaRES updated v1.0.2 Apr 21, 2023

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

VaRES updated v1.0.1 Jun 22, 2022

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

VaRES new v1.0 Aug 26, 2013

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

Co-authored Packages

1 package

Package Version
VaRES 1.0.2