This is the Debian GNU/Linux r-cran-cvar. The cvar package computes expected shortfall and conditional value at risk for continuous distributions. The cvar package was written by Georgi N. Boshnakov. This package was created by Dirk Eddelbuettel . The sources were downloaded from the main CRAN site https://cran.r-project.org/src/contrib/ and are also available from all CRAN mirrors as e.g. https://cran.us.r-project.org/src/contrib/ The package was renamed from its upstream name 'cvar' to 'r-cran-cvar' to fit the pattern of CRAN (and non-CRAN) packages for R. Files: * Copyright: 2018-2022 Georgi N. Boshnakov License: GPL-2+ Files: debian/* Copyright: 2022 Dirk Eddelbuettel License: GPL-2+ On a Debian GNU/Linux system, the GPL license (version 2) is included in the file /usr/share/common-licenses/GPL-2. For reference, the upstream DESCRIPTION file is included below: Package: cvar Type: Package Title: Compute Expected Shortfall and Value at Risk for Continuous Distributions Version: 0.5 Authors@R: person(given = c("Georgi", "N."), family = "Boshnakov", role = c("aut", "cre"), email = "georgi.boshnakov@manchester.ac.uk") 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) . Some support for GARCH models is provided, as well. URL: https://geobosh.github.io/cvar/ (doc), https://github.com/GeoBosh/cvar (devel) BugReports: https://github.com/GeoBosh/cvar/issues Imports: gbutils, Rdpack (>= 0.8) RdMacros: Rdpack License: GPL (>= 2) Collate: VaR.R cvar-package.R garch.R RoxygenNote: 7.2.0 Suggests: testthat, fGarch, PerformanceAnalytics NeedsCompilation: no Packaged: 2022-11-03 09:30:19 UTC; georgi Author: Georgi N. Boshnakov [aut, cre] Maintainer: Georgi N. Boshnakov Repository: CRAN Date/Publication: 2022-11-03 10:00:06 UTC