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Port details
R-cran-cvar Compute Expected Shortfall and Value at Risk for Continuous Distributions
0.6.1 math Σ=0 search for ports that depend on this port Find issues related to this port Report an issue related to this port View this port on Repology. pkg-fallout 0.6.1Version of this port present on the latest quarterly branch.
Maintainer: eduardo@FreeBSD.org search for ports maintained by this maintainer
Port Added: 2022-12-07 05:12:40
Last Update: 2026-08-23 14:45:53
Commit Hash: 3f10424
License: GPLv2+
WWW:
https://cran.r-project.org/package=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.
Homepage    cgit ¦ Codeberg ¦ GitHub ¦ GitLab ¦ SVNWeb - no subversion history for this port
Manual pages: #
FreshPorts has no man page information for this port.
pkg-plist: as obtained via: make generate-plist #
Expand this list (3 items)
Collapse this list.
  1. /usr/local/share/licenses/R-cran-cvar-0.6.1/catalog.mk
  2. /usr/local/share/licenses/R-cran-cvar-0.6.1/LICENSE
  3. /usr/local/share/licenses/R-cran-cvar-0.6.1/GPLv2+
Collapse this list.
USE_RC_SUBR (Service Scripts)
  • no SUBR information found for this port
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 = 1787492299 SHA256 (cvar_0.6.1.tar.gz) = 1bdd5f89c14f6d269238371337fdd18933d68b282c6ab083d560bfc614ca764f SIZE (cvar_0.6.1.tar.gz) = 131813
Packages (timestamps in pop-ups are UTC): #
R-cran-cvar
ABIaarch64amd64armv6armv7i386
FreeBSD:14:latest0.6.10.6.1-0.5_10.6.1
FreeBSD:14:quarterly0.6.10.6.1-0.5_10.6.1
FreeBSD:15:latest0.6.10.6.1n/a0.5_1n/a
FreeBSD:15:quarterly0.6.10.6.1n/a-n/a
FreeBSD:16:latest0.6.10.6.1n/a-n/a
Dependencies #
NOTE: FreshPorts displays only information on required and default dependencies. Optional dependencies are not covered.
Build dependencies: #
  1. R : math/R
Test dependencies: #
  1. R-cran-fGarch>0 : finance/R-cran-fGarch
  2. R-cran-PerformanceAnalytics>0 : finance/R-cran-PerformanceAnalytics
  3. R-cran-testthat>0 : devel/R-cran-testthat
Runtime dependencies: #
  1. R-cran-gbutils>0 : math/R-cran-gbutils
  2. R-cran-Rdpack>=0.8 : devel/R-cran-Rdpack
  3. R : math/R
This port is required by: #
for Run #
  1. finance/R-cran-fGarch
Configuration Options: #
No options to configure
Options name: #
math_R-cran-cvar
USES: #
cran:auto-plist
pkg-message: #
FreshPorts was unable to extract/find any pkg message
Master Sites: #
Expand this list (14 items)
Collapse this list.
  1. http://cran.utstat.utoronto.ca/src/contrib/
  2. http://cran.utstat.utoronto.ca/src/contrib/Archive/cvar/
  3. https://cloud.r-project.org/src/contrib/
  4. https://cloud.r-project.org/src/contrib/Archive/cvar/
  5. https://cran.csiro.au/src/contrib/
  6. https://cran.csiro.au/src/contrib/Archive/cvar/
  7. https://cran.ma.imperial.ac.uk/src/contrib/
  8. https://cran.ma.imperial.ac.uk/src/contrib/Archive/cvar/
  9. https://mirror.las.iastate.edu/CRAN/src/contrib/
  10. https://mirror.las.iastate.edu/CRAN/src/contrib/Archive/cvar/
  11. https://mirrors.tuna.tsinghua.edu.cn/CRAN/src/contrib/
  12. https://mirrors.tuna.tsinghua.edu.cn/CRAN/src/contrib/Archive/cvar/
  13. https://stat.ethz.ch/CRAN/src/contrib/
  14. https://stat.ethz.ch/CRAN/src/contrib/Archive/cvar/
Collapse this list.

Number of commits found: 7 #

Commit History - (may be incomplete: for full details, see links to repositories near top of page)
CommitCreditsLog message
0.6.1
23 Aug 2026 14:45:53
commit hash: 3f104241dadd4158a7781cd9a5034d6024170059commit hash: 3f104241dadd4158a7781cd9a5034d6024170059commit hash: 3f104241dadd4158a7781cd9a5034d6024170059commit hash: 3f104241dadd4158a7781cd9a5034d6024170059 files touched by this commit		 Nuno Teixeira (eduardo) search for other commits by this committer 
math/R-cran-cvar: Update to 0.6.1

ChangeLog: https://cran.r-project.org/web/packages/cvar/news/news.html
0.6
18 Dec 2025 21:57:15
commit hash: 3861c0f17badf3a684e560126a206a674b5a715fcommit hash: 3861c0f17badf3a684e560126a206a674b5a715fcommit hash: 3861c0f17badf3a684e560126a206a674b5a715fcommit hash: 3861c0f17badf3a684e560126a206a674b5a715f files touched by this commit		 Nuno Teixeira (eduardo) search for other commits by this committer 
math/R-cran-cvar: Update to 0.6

- Take maintainership
- Switch WWW url to CRAN
- Pet portfmt

ChangeLog: https://cloud.r-project.org/web/packages/cvar/news/news.html
0.5_1
30 Sep 2025 07:10:55
commit hash: d0a737fa905e1eec6ccf7c7fbbdc3df78b21471acommit hash: d0a737fa905e1eec6ccf7c7fbbdc3df78b21471acommit hash: d0a737fa905e1eec6ccf7c7fbbdc3df78b21471acommit hash: d0a737fa905e1eec6ccf7c7fbbdc3df78b21471a files touched by this commit		 Yuri Victorovich (yuri) search for other commits by this committer 
Revert "math/*: Improve and expand pkg-descr"

This reverts commit 5f90970e571a0fbd9caee91a04409f5c8ab1f9fe.
0.5_1
30 Sep 2025 04:04:32
commit hash: 5f90970e571a0fbd9caee91a04409f5c8ab1f9fecommit hash: 5f90970e571a0fbd9caee91a04409f5c8ab1f9fecommit hash: 5f90970e571a0fbd9caee91a04409f5c8ab1f9fecommit hash: 5f90970e571a0fbd9caee91a04409f5c8ab1f9fe files touched by this commit		 Yuri Victorovich (yuri) search for other commits by this committer 
math/*: Improve and expand pkg-descr

All ports maintained by ports@FreeBSD.org

Content generated by Gemini AI.
0.5_1
14 Sep 2024 22:42:09
commit hash: dec8112221645b064a0b2f73734dca92afe38873commit hash: dec8112221645b064a0b2f73734dca92afe38873commit hash: dec8112221645b064a0b2f73734dca92afe38873commit hash: dec8112221645b064a0b2f73734dca92afe38873 files touched by this commit		 Guangyuan Yang (ygy) search for other commits by this committer 
math/R-cran-cvar: drop maintainership
0.5_1
23 Apr 2023 09:09:58
commit hash: 8d3e020ed032a8db00208994d0db646de7dc6f5bcommit hash: 8d3e020ed032a8db00208994d0db646de7dc6f5bcommit hash: 8d3e020ed032a8db00208994d0db646de7dc6f5bcommit hash: 8d3e020ed032a8db00208994d0db646de7dc6f5b files touched by this commit		 Gerald Pfeifer (gerald) search for other commits by this committer 
*: Bump PORTREVISIONs for math/mpc update to 1.3.1
0.5
07 Dec 2022 05:08:01
commit hash: e8f3664765880a9d9ba039746715f2d4db46d5cfcommit hash: e8f3664765880a9d9ba039746715f2d4db46d5cfcommit hash: e8f3664765880a9d9ba039746715f2d4db46d5cfcommit hash: e8f3664765880a9d9ba039746715f2d4db46d5cf files touched by this commit		 Guangyuan Yang (ygy) search for other commits by this committer 
math/R-cran-cvar: New port

Compute Expected Shortfall and Value at Risk for Continuous Distributions

Number of commits found: 7

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