{ "_id": "6a106a22acfb0bcc41ca9e4c", "Package": "cvar", "Type": "Package", "Title": "Compute Expected Shortfall and Value at Risk for Continuous\nDistributions", "Version": "0.5.9000", "Authors@R": "person(given = c(\"Georgi\", \"N.\"), family = \"Boshnakov\",\nrole = c(\"aut\", \"cre\"),\nemail = \"georgi.boshnakov@manchester.ac.uk\")", "Description": "Compute expected shortfall (ES) and Value at Risk (VaR)\nfrom a quantile function, distribution function, random number\ngenerator or probability density function. ES is also known as\nConditional Value at Risk (CVaR). Virtually any continuous\ndistribution can be specified. The functions are vectorized\nover the arguments. The computations are done directly from the\ndefinitions, see e.g. Acerbi and Tasche (2002)\n. 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": "2026-05-07 11:58:41 UTC", "User": "root" }, "Author": "Georgi N. Boshnakov [aut, cre]", "Maintainer": "Georgi N. Boshnakov ", "MD5sum": "d23e568776f6fe20d859982cfa4f7625", "_user": "geobosh", "_type": "src", "_file": "cvar_0.5.9000.tar.gz", "_fileid": "8d584f45ec359308b0129c473022c434049ee1806609c8469df28701abc7e05c", "_filesize": 582868, "_sha256": "8d584f45ec359308b0129c473022c434049ee1806609c8469df28701abc7e05c", "_created": "2026-05-07T11:58:41.000Z", "_published": "2026-05-22T14:37:22.906Z", "_distro": "noble", "_jobs": [ { "job": 77401590964, "time": 120, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "6854496456" }, { "job": 77401591222, "time": 114, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "6854494442" }, { "job": 77401590919, "time": 111, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "6854491688" }, { "job": 77401591010, "time": 102, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "6854488755" }, { "job": 77401589504, "time": 178, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "6854456027" }, { "job": 77401589752, "time": 94, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7163144761" }, { "job": 77401591223, "time": 84, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "6854483274" }, { "job": 77401591191, "time": 80, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "6854481904" }, { "job": 77401590879, "time": 71, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "6854479659" } ], "_buildurl": "https://github.com/r-universe/geobosh/actions/runs/25494235147", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/geobosh/cvar", "_commit": { "id": "207fd77ccc804123cd31126b2ce6d79402611754", "author": "Georgi Boshnakov ", "committer": "Georgi Boshnakov ", "message": "update README.md\n", "time": 1668030746 }, "_maintainer": { "name": "Georgi N. 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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