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cvar
ES
ES function
Compute expected shortfall (ES) of distributions
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cvar package
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Maintainer: Georgi N. Boshnakov
License: GPL (>= 2)
Last published: 2022-11-03
Useful links
https://github.com/GeoBosh/cvar/issues
https://geobosh.github.io/cvar/
https://github.com/GeoBosh/cvar