VaRES1.0.2 package

Asymmetric exponential power distribution

Arcsine distribution

Generalized asymmetric Student's t distribution

Asymmetric Laplace distribution

Asymmetric power distribution

Beard distribution

Beta Burr distribution

Beta Burr XII distribution

Beta distribution

Beta exponential distribution

Beta Frechet distribution

Beta Gompertz distribution

Beta Gumbel distribution

Beta Gumbel 2 distribution

Beta lognormal distribution

Beta Lomax distribution

Beta normal distribution

Beta Pareto distribution

Beta Weibull distribution

Birnbaum-Saunders distribution

Burr distribution

Burr XII distribution

Cauchy distribution

Chen distribution

Compound Laplace gamma distribution

Complementary beta distribution

Dagum distribution

Double Weibull distribution

Exponentiated exponential distribution

Exponential extension distribution

Exponential geometric distribution

Exponential logarithmic distribution

Exponentiated logistic distribution

Exponential distribution

Exponential Poisson distribution

Exponential power distribution

Exponentiated Weibull distribution

F distribution

Freimer distribution

Frechet distribution

Gamma distribution

Generalized beta distribution

Generalized beta II distribution

Generalized inverse beta distribution

Generalized logistic distribution

Generalized logistic III distribution

Generalized logistic IV distribution

Generalized Pareto distribution

Generalized power Weibull distribution

Generalized uniform distribution

Generalized extreme value distribution

Gompertz distribution

Gumbel distribution

Gumbel II distribution

Half Cauchy distribution

Half logistic distribution

Half normal distribution

Half Student's t distribution

Holla-Bhattacharya Laplace distribution

Hankin-Lee distribution

Hosking logistic distribution

Inverse beta distribution

Inverse exponentiated exponential distribution

Inverse gamma distribution

Kumaraswamy distribution

Kumaraswamy Burr XII distribution

Kumaraswamy exponential distribution

Kumaraswamy gamma distribution

Kumaraswamy Gumbel distribution

Kumaraswamy half normal distribution

Kumaraswamy log-logistic distribution

Kumaraswamy normal distribution

Kumaraswamy Pareto distribution

Kumaraswamy Weibull distribution

Laplace distribution

Linear failure rate distribution

Libby-Novick beta distribution

Log beta distribution

Log Cauchy distribution

Log gamma distribution

Logistic exponential distribution

Logistic Rayleigh distribution

Logistic distribution

Log Laplace distribution

Loglog distribution

Log-logistic distribution

Lognormal distribution

Lomax distribution

McGill Laplace distribution

Marshall-Olkin exponential distribution

Marshall-Olkin Weibull distribution

McDonald-Richards beta distribution

Nakagami distribution

Normal distribution

Pareto distribution

Pareto positive stable distribution

Poiraud-Casanova-Thomas-Agnan Laplace distribution

Perks distribution

Power function I distribution

Power function II distribution

Quadratic distribution

Reflected gamma distribution

Ramberg-Schmeiser distribution

Schabe distribution

Hyperbolic secant distribution

Stacy distribution

Student's t distribution

Tukey-Lambda distribution

Topp-Leone distribution

Triangular distribution

Two sided power distribution

Uniform distribution

Computes value at risk and expected shortfall for over 100 parametric ...

Weibull distribution

Xie distribution