| Port details |
- R-cran-cvar Compute Expected Shortfall and Value at Risk for Continuous Distributions
- 0.5_1 math
 =2      0.5_1Version of this port present on the latest quarterly branch. - There is no maintainer for this port.
- Any concerns regarding this port should be directed to the FreeBSD Ports mailing list via ports@FreeBSD.org
- Port Added: 2022-12-07 05:12:40
- Last Update: 2024-09-14 22:42:09
- Commit Hash: dec8112
- People watching this port, also watch:: jdictionary, py311-Automat, py311-python-gdsii, py39-PyOpenGL, p5-Sane
- License: GPLv2+
- WWW:
- https://geobosh.github.io/cvar/
- Description:
- Compute expected shortfall (ES) and Value at Risk (VaR) from a quantile
function, distribution function, random number generator or probability density
function. ES is also known as Conditional Value at Risk (CVaR). Virtually any
continuous distribution can be specified. The functions are vectorized over the
arguments. The computations are done directly from the definitions, see e.g.
Acerbi and Tasche (2002) <doi:10.1111/1468-0300.00091>. Some support for GARCH
models is provided, as well.
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- Manual pages:
- FreshPorts has no man page information for this port.
- pkg-plist: as obtained via:
make generate-plist - Dependency lines:
-
- R-cran-cvar>0:math/R-cran-cvar
- To install the port:
- cd /usr/ports/math/R-cran-cvar/ && make install clean
- To add the package, run one of these commands:
- pkg install math/R-cran-cvar
- pkg install R-cran-cvar
NOTE: If this package has multiple flavors (see below), then use one of them instead of the name specified above.- PKGNAME: R-cran-cvar
- Flavors: there is no flavor information for this port.
- distinfo:
- TIMESTAMP = 1670370144
SHA256 (cvar_0.5.tar.gz) = 7e721a68a321acbc74149d6ae9c6e3b0c1f896df9fa7786b8b40264e1db2db18
SIZE (cvar_0.5.tar.gz) = 255174
Packages (timestamps in pop-ups are UTC):
- Dependencies
- NOTE: FreshPorts displays only information on required and default dependencies. Optional dependencies are not covered.
- Build dependencies:
-
- R : math/R
- Test dependencies:
-
- R-cran-testthat>0 : devel/R-cran-testthat
- R-cran-PerformanceAnalytics>0 : finance/R-cran-PerformanceAnalytics
- R-cran-fGarch>0 : finance/R-cran-fGarch
- Runtime dependencies:
-
- R-cran-Rdpack>=0.8 : devel/R-cran-Rdpack
- R-cran-gbutils>0 : math/R-cran-gbutils
- R : math/R
- This port is required by:
- for Run
-
- finance/R-cran-fGarch
Configuration Options:- No options to configure
- Options name:
- math_R-cran-cvar
- USES:
- cran:auto-plist
- FreshPorts was unable to extract/find any pkg message
- Master Sites:
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