R Observatory: Metrics for VaR version 0.2

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

This package was removed from CRAN on 2004-02-13. Its history is shown below.

Details below reflect version 0.2, its last release before removal.

VaR

0.2

Value at Risk estimation

0packages depend

–downloads / year

–test coverage

–checks pass

Overview

About

Maintained by Talgat Daniyarov1 releasesCRAN page ↗

A set of methods for calculation of Value at Risk (VaR)

Install

R (source archive)

url <- "https://cran.r-project.org/src/contrib/Archive/VaR/VaR_0.2.tar.gz"
pkgFile <- "VaR_0.2.tar.gz"
download.file(url, pkgFile)
install.packages(pkgFile, type = "source", repos = NULL)

This package is no longer on CRAN, so install.packages() cannot fetch it by name. This downloads the last archived source (0.2) and builds it locally. Install its dependencies first, and note that building from source needs the usual compiler toolchain.

Health

CRAN checks

CRAN check results are not tracked yet.

Code health

None

Tests · ratio 0.00

not tracked

Coverage

0

Dependencies · direct

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: not tracked
Return-value docs: not tracked
References docs: 25%

Downloads

VaR Releases R versions

Daily download trend is not available in this view yet.

Compare downloads with other packages →

Dependencies

Declared dependencies

0 external dependencies (excludes base and recommended)

Depends (1)

R >= 1.4.1

Imports (0)

none

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

–indirect (not tracked)

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (1)

Other (1)

Talgat Daniyarov

Contributor

Package Timeline

1 release. R releases are shown for context.

R
R 1.9.0 released · 2004-04-12
0.2
2004-02-13
0.2archived
2004-02-13
R
R 1.8.0 released · 2003-10-08

Package metadata

Total releases: 1
License: GPL (version 2 or higher)
Minimum R: ≥ 1.4.1
Bundled data: 687 KB / 2 files
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("VaR")

Format

Daniyarov, T. (n.d.). VaR: Value at Risk estimation (Version 0.2) [Computer software]. Retrieved August 14, 2026, from https://CRAN.R-project.org/package=VaR

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for VaR version 0.2 [Data set]. HJJB, LLC. Data release v2026-08-13. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-13, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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