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Some support for GARCH models is\nprovided, as well.", "URL": "https://geobosh.github.io/cvar/ (doc),\nhttps://github.com/GeoBosh/cvar (devel)", "BugReports": "https://github.com/GeoBosh/cvar/issues", "RdMacros": "Rdpack", "License": "GPL (>=2)", "Collate": "VaR.R cvar-package.R garch.R", "RoxygenNote": "7.2.0", "Repository": "https://geobosh.r-universe.dev", "Date/Publication": "2022-11-09 21:52:26 UTC", "RemoteUrl": "https://github.com/geobosh/cvar", "RemoteRef": "HEAD", "RemoteSha": "207fd77ccc804123cd31126b2ce6d79402611754", "NeedsCompilation": "no", "Packaged": { "Date": "2026-06-06 05:58:57 UTC", "User": "root" }, "Author": "Georgi N. Boshnakov [aut, cre]", "Maintainer": "Georgi N. 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Boshnakov", "email": "georgi.boshnakov@manchester.ac.uk" }, "_registered": true, "_dependencies": [ { "package": "gbutils", "role": "Imports" }, { "package": "Rdpack", "version": ">= 0.8", "role": "Imports" }, { "package": "testthat", "role": "Suggests" }, { "package": "fGarch", "role": "Suggests" }, { "package": "PerformanceAnalytics", "role": "Suggests" } ], "_owner": "geobosh", "_selfowned": true, "_usedby": 56, "_updates": [], "_tags": [], "_topics": [ "expected-shortfall", "locations-scale-transformations", "quantile", "quantile-functions", "risk", "value-at-risk" ], "_stars": 6, "_contributors": [ { "user": "geobosh", "count": 22, "uuid": 22681858 } ], "_userbio": { "uuid": 22681858, "type": "user", "name": "Georgi N. 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