Port details
R-cran-cvar Compute Expected Shortfall and Value at Risk for Continuous Distributions
0.6.1 math Σ 0.6.1Version of this port present on the latest quarterly branch. Maintainer: eduardo@FreeBSD.org Port Added: 2022-12-07 05:12:40Last Update: 2026-08-23 14:45:53Commit 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. Manual pages: # FreshPorts has no man page information for this port.
pkg-plist: as obtained via: make generate-plist # 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 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): #
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-fGarch>0 : finance/R-cran-fGarch R-cran-PerformanceAnalytics>0 : finance/R-cran-PerformanceAnalytics R-cran-testthat>0 : devel/R-cran-testthat
Runtime dependencies: #
R-cran-gbutils>0 : math/R-cran-gbutils R-cran-Rdpack>=0.8 : devel/R-cran-Rdpack 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: #
Number of commits found: 7 #
Commit History - (may be incomplete: for full details, see links to repositories near top of page) Commit Credits Log message 0.6.1 Nuno Teixeira (eduardo) math/R-cran-cvar: Update to 0.6.1
ChangeLog: https://cran.r-project.org/web/packages/cvar/news/news.html 0.6 Nuno Teixeira (eduardo) 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 Yuri Victorovich (yuri) Revert "math/*: Improve and expand pkg-descr"
This reverts commit 5f90970e571a0fbd9caee91a04409f5c8ab1f9fe. 0.5_1 Yuri Victorovich (yuri) math/*: Improve and expand pkg-descr
All ports maintained by ports@FreeBSD.org
Content generated by Gemini AI. 0.5_1 Guangyuan Yang (ygy) math/R-cran-cvar: drop maintainership 0.5_1 Gerald Pfeifer (gerald) *: Bump PORTREVISIONs for math/mpc update to 1.3.1 0.5 Guangyuan Yang (ygy) math/R-cran-cvar: New port
Compute Expected Shortfall and Value at Risk for Continuous Distributions
Number of commits found: 7
