VaRES
Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions
v1.0.2
·
Apr 21, 2023
·
GPL (>= 2)
Description
Computes Value at risk and expected shortfall, two most popular measures of financial risk, for over one hundred parametric distributions, including all commonly known distributions. Also computed are the corresponding probability density function and cumulative distribution function. See Chan, Nadarajah and Afuecheta (2015) <doi:10.1080/03610918.2014.944658> for more details.
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | NOTE |
| r-devel-linux-x86_64-fedora-gcc | NOTE |
| r-devel-macos-arm64 | NOTE |
| r-devel-windows-x86_64 | NOTE |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | NOTE |
| r-release-linux-x86_64 | NOTE |
| r-release-macos-arm64 | NOTE |
| r-release-macos-x86_64 | NOTE |
| r-release-windows-x86_64 | NOTE |
Check details (14 non-OK)
NOTE
r-devel-linux-x86_64-debian-clang
Rd files
checkRd: (-1) betaburr.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Burr distribution due to Parana\'{i}ba et al. (2011) given by
| ^
checkRd: (-1) betafrechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Fr\'{e}chet distribution due to Barreto-Souza et al. (2011) given by
| ^
checkRd: (-1) frechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Fr\'{e}chet distribution due to Fr\'{e}chet (1927) given by
| ^
checkRd: (-1) frechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Fr\'{e}chet distribution due to Fr\'{e}chet (1927) given by
| ^
checkRd: (-1) kumburr7.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Kumaraswamy Burr XII distribution due to Parana\'{i}ba et al. (2013) given by
| ^
NOTE
r-devel-linux-x86_64-debian-gcc
Rd files
checkRd: (-1) betaburr.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Burr distribution due to Parana\'{i}ba et al. (2011) given by
| ^
checkRd: (-1) betafrechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Fr\'{e}chet distribution due to Barreto-Souza et al. (2011) given by
| ^
checkRd: (-1) frechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Fr\'{e}chet distribution due to Fr\'{e}chet (1927) given by
| ^
checkRd: (-1) frechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Fr\'{e}chet distribution due to Fr\'{e}chet (1927) given by
| ^
checkRd: (-1) kumburr7.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Kumaraswamy Burr XII distribution due to Parana\'{i}ba et al. (2013) given by
| ^
NOTE
r-devel-linux-x86_64-fedora-clang
Rd files
checkRd: (-1) betaburr.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Burr distribution due to Parana\'{i}ba et al. (2011) given by
| ^
checkRd: (-1) betafrechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Fr\'{e}chet distribution due to Barreto-Souza et al. (2011) given by
| ^
checkRd: (-1) frechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Fr\'{e}chet distribution due to Fr\'{e}chet (1927) given by
| ^
checkRd: (-1) frechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Fr\'{e}chet distribution due to Fr\'{e}chet (1927) given by
| ^
checkRd: (-1) kumburr7.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Kumaraswamy Burr XII distribution due to Parana\'{i}ba et al. (2013) given by
| ^
NOTE
r-devel-linux-x86_64-fedora-gcc
Rd files
checkRd: (-1) betaburr.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Burr distribution due to Parana\'{i}ba et al. (2011) given by
| ^
checkRd: (-1) betafrechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Fr\'{e}chet distribution due to Barreto-Souza et al. (2011) given by
| ^
checkRd: (-1) frechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Fr\'{e}chet distribution due to Fr\'{e}chet (1927) given by
| ^
checkRd: (-1) frechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Fr\'{e}chet distribution due to Fr\'{e}chet (1927) given by
| ^
checkRd: (-1) kumburr7.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Kumaraswamy Burr XII distribution due to Parana\'{i}ba et al. (2013) given by
| ^
NOTE
r-devel-macos-arm64
Rd files
checkRd: (-1) betaburr.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Burr distribution due to Parana\'{i}ba et al. (2011) given by
| ^
checkRd: (-1) betafrechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Fr\'{e}chet distribution due to Barreto-Souza et al. (2011) given by
| ^
checkRd: (-1) frechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Fr\'{e}chet distribution due to Fr\'{e}chet (1927) given by
| ^
checkRd: (-1) frechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Fr\'{e}chet distribution due to Fr\'{e}chet (1927) given by
| ^
checkRd: (-1) kumburr7.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Kumaraswamy Burr XII distribution due to Parana\'{i}ba et al. (2013) given by
| ^
NOTE
r-devel-windows-x86_64
Rd files
checkRd: (-1) betaburr.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Burr distribution due to Parana\'{i}ba et al. (2011) given by
| ^
checkRd: (-1) betafrechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Fr\'{e}chet distribution due to Barreto-Souza et al. (2011) given by
| ^
checkRd: (-1) frechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Fr\'{e}chet distribution due to Fr\'{e}chet (1927) given by
| ^
checkRd: (-1) frechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Fr\'{e}chet distribution due to Fr\'{e}chet (1927) given by
| ^
checkRd: (-1) kumburr7.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Kumaraswamy Burr XII distribution due to Parana\'{i}ba et al. (2013) given by
| ^
NOTE
r-oldrel-macos-arm64
Rd files
checkRd: (-1) betaburr.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Burr distribution due to Parana\'{i}ba et al. (2011) given by
| ^
checkRd: (-1) betafrechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Fr\'{e}chet distribution due to Barreto-Souza et al. (2011) given by
| ^
checkRd: (-1) frechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Fr\'{e}chet distribution due to Fr\'{e}chet (1927) given by
| ^
checkRd: (-1) frechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Fr\'{e}chet distribution due to Fr\'{e}chet (1927) given by
| ^
checkRd: (-1) kumburr7.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Kumaraswamy Burr XII distribution due to Parana\'{i}ba et al. (2013) given by
| ^
NOTE
r-oldrel-macos-x86_64
Rd files
checkRd: (-1) betaburr.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Burr distribution due to Parana\'{i}ba et al. (2011) given by
| ^
checkRd: (-1) betafrechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Fr\'{e}chet distribution due to Barreto-Souza et al. (2011) given by
| ^
checkRd: (-1) frechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Fr\'{e}chet distribution due to Fr\'{e}chet (1927) given by
| ^
checkRd: (-1) frechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Fr\'{e}chet distribution due to Fr\'{e}chet (1927) given by
| ^
checkRd: (-1) kumburr7.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Kumaraswamy Burr XII distribution due to Parana\'{i}ba et al. (2013) given by
| ^
NOTE
r-oldrel-windows-x86_64
Rd files
checkRd: (-1) betaburr.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Burr distribution due to Parana\'{i}ba et al. (2011) given by
| ^
checkRd: (-1) betafrechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Fr\'{e}chet distribution due to Barreto-Souza et al. (2011) given by
| ^
checkRd: (-1) frechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Fr\'{e}chet distribution due to Fr\'{e}chet (1927) given by
| ^
checkRd: (-1) frechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Fr\'{e}chet distribution due to Fr\'{e}chet (1927) given by
| ^
checkRd: (-1) kumburr7.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Kumaraswamy Burr XII distribution due to Parana\'{i}ba et al. (2013) given by
| ^
NOTE
r-patched-linux-x86_64
Rd files
checkRd: (-1) betaburr.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Burr distribution due to Parana\'{i}ba et al. (2011) given by
| ^
checkRd: (-1) betafrechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Fr\'{e}chet distribution due to Barreto-Souza et al. (2011) given by
| ^
checkRd: (-1) frechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Fr\'{e}chet distribution due to Fr\'{e}chet (1927) given by
| ^
checkRd: (-1) frechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Fr\'{e}chet distribution due to Fr\'{e}chet (1927) given by
| ^
checkRd: (-1) kumburr7.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Kumaraswamy Burr XII distribution due to Parana\'{i}ba et al. (2013) given by
| ^
NOTE
r-release-linux-x86_64
Rd files
checkRd: (-1) betaburr.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Burr distribution due to Parana\'{i}ba et al. (2011) given by
| ^
checkRd: (-1) betafrechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Fr\'{e}chet distribution due to Barreto-Souza et al. (2011) given by
| ^
checkRd: (-1) frechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Fr\'{e}chet distribution due to Fr\'{e}chet (1927) given by
| ^
checkRd: (-1) frechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Fr\'{e}chet distribution due to Fr\'{e}chet (1927) given by
| ^
checkRd: (-1) kumburr7.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Kumaraswamy Burr XII distribution due to Parana\'{i}ba et al. (2013) given by
| ^
NOTE
r-release-macos-arm64
Rd files
checkRd: (-1) betaburr.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Burr distribution due to Parana\'{i}ba et al. (2011) given by
| ^
checkRd: (-1) betafrechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Fr\'{e}chet distribution due to Barreto-Souza et al. (2011) given by
| ^
checkRd: (-1) frechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Fr\'{e}chet distribution due to Fr\'{e}chet (1927) given by
| ^
checkRd: (-1) frechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Fr\'{e}chet distribution due to Fr\'{e}chet (1927) given by
| ^
checkRd: (-1) kumburr7.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Kumaraswamy Burr XII distribution due to Parana\'{i}ba et al. (2013) given by
| ^
NOTE
r-release-macos-x86_64
Rd files
checkRd: (-1) betaburr.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Burr distribution due to Parana\'{i}ba et al. (2011) given by
| ^
checkRd: (-1) betafrechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Fr\'{e}chet distribution due to Barreto-Souza et al. (2011) given by
| ^
checkRd: (-1) frechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Fr\'{e}chet distribution due to Fr\'{e}chet (1927) given by
| ^
checkRd: (-1) frechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Fr\'{e}chet distribution due to Fr\'{e}chet (1927) given by
| ^
checkRd: (-1) kumburr7.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Kumaraswamy Burr XII distribution due to Parana\'{i}ba et al. (2013) given by
| ^
NOTE
r-release-windows-x86_64
Rd files
checkRd: (-1) betaburr.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Burr distribution due to Parana\'{i}ba et al. (2011) given by
| ^
checkRd: (-1) betafrechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Fr\'{e}chet distribution due to Barreto-Souza et al. (2011) given by
| ^
checkRd: (-1) frechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Fr\'{e}chet distribution due to Fr\'{e}chet (1927) given by
| ^
checkRd: (-1) frechet.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Fr\'{e}chet distribution due to Fr\'{e}chet (1927) given by
| ^
checkRd: (-1) kumburr7.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the Kumaraswamy Burr XII distribution due to Parana\'{i}ba et al. (2013) given by
| ^
Check History
NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE
r-devel-linux-x86_64-debian-clang
Rd files
checkRd: (-1) betaburr.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Burr distribution due to Parana\'{i}ba et al. (2011) given by
|
...[truncated]...
and expected shortfall for the Kumaraswamy Burr XII distribution due to Parana\'{i}ba et al. (2013) given by
| ^
NOTE
r-devel-linux-x86_64-debian-gcc
Rd files
checkRd: (-1) betaburr.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Burr distribution due to Parana\'{i}ba et al. (2011) given by
|
...[truncated]...
and expected shortfall for the Kumaraswamy Burr XII distribution due to Parana\'{i}ba et al. (2013) given by
| ^
NOTE
r-devel-linux-x86_64-fedora-clang
Rd files
checkRd: (-1) betaburr.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Burr distribution due to Parana\'{i}ba et al. (2011) given by
|
...[truncated]...
and expected shortfall for the Kumaraswamy Burr XII distribution due to Parana\'{i}ba et al. (2013) given by
| ^
NOTE
r-devel-linux-x86_64-fedora-gcc
Rd files
checkRd: (-1) betaburr.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Burr distribution due to Parana\'{i}ba et al. (2011) given by
|
...[truncated]...
and expected shortfall for the Kumaraswamy Burr XII distribution due to Parana\'{i}ba et al. (2013) given by
| ^
NOTE
r-devel-macos-arm64
Rd files
checkRd: (-1) betaburr.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Burr distribution due to Parana\'{i}ba et al. (2011) given by
|
...[truncated]...
and expected shortfall for the Kumaraswamy Burr XII distribution due to Parana\'{i}ba et al. (2013) given by
| ^
NOTE
r-devel-windows-x86_64
Rd files
checkRd: (-1) betaburr.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Burr distribution due to Parana\'{i}ba et al. (2011) given by
|
...[truncated]...
and expected shortfall for the Kumaraswamy Burr XII distribution due to Parana\'{i}ba et al. (2013) given by
| ^
NOTE
r-patched-linux-x86_64
Rd files
checkRd: (-1) betaburr.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Burr distribution due to Parana\'{i}ba et al. (2011) given by
|
...[truncated]...
and expected shortfall for the Kumaraswamy Burr XII distribution due to Parana\'{i}ba et al. (2013) given by
| ^
NOTE
r-release-linux-x86_64
Rd files
checkRd: (-1) betaburr.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Burr distribution due to Parana\'{i}ba et al. (2011) given by
|
...[truncated]...
and expected shortfall for the Kumaraswamy Burr XII distribution due to Parana\'{i}ba et al. (2013) given by
| ^
NOTE
r-release-macos-arm64
Rd files
checkRd: (-1) betaburr.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Burr distribution due to Parana\'{i}ba et al. (2011) given by
|
...[truncated]...
and expected shortfall for the Kumaraswamy Burr XII distribution due to Parana\'{i}ba et al. (2013) given by
| ^
NOTE
r-release-macos-x86_64
Rd files
checkRd: (-1) betaburr.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Burr distribution due to Parana\'{i}ba et al. (2011) given by
|
...[truncated]...
and expected shortfall for the Kumaraswamy Burr XII distribution due to Parana\'{i}ba et al. (2013) given by
| ^
NOTE
r-release-windows-x86_64
Rd files
checkRd: (-1) betaburr.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Burr distribution due to Parana\'{i}ba et al. (2011) given by
|
...[truncated]...
and expected shortfall for the Kumaraswamy Burr XII distribution due to Parana\'{i}ba et al. (2013) given by
| ^
NOTE
r-oldrel-macos-arm64
Rd files
checkRd: (-1) betaburr.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Burr distribution due to Parana\'{i}ba et al. (2011) given by
|
...[truncated]...
and expected shortfall for the Kumaraswamy Burr XII distribution due to Parana\'{i}ba et al. (2013) given by
| ^
NOTE
r-oldrel-macos-x86_64
Rd files
checkRd: (-1) betaburr.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Burr distribution due to Parana\'{i}ba et al. (2011) given by
|
...[truncated]...
and expected shortfall for the Kumaraswamy Burr XII distribution due to Parana\'{i}ba et al. (2013) given by
| ^
NOTE
r-oldrel-windows-x86_64
Rd files
checkRd: (-1) betaburr.Rd:7: Lost braces
7 | \description{Computes the pdf, cdf, value at risk and expected shortfall for the beta Burr distribution due to Parana\'{i}ba et al. (2011) given by
|
...[truncated]...
and expected shortfall for the Kumaraswamy Burr XII distribution due to Parana\'{i}ba et al. (2013) given by
| ^