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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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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 9, 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
       |                                                                                                                        ^
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 B
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 B
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 B
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 B
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 B
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 B
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 B
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 B
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 B
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 B
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 B
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 B
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 B
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 B

Reverse Dependencies (3)

Dependency Network

Dependencies Reverse dependencies GenHMM1d dprop shannon VaRES

Version History

new 1.0.2 Mar 10, 2026