1. Search!
rseek.org is an R-centric search site that you should always try. A
quick search there turned up the PerformanceAnalytics package. There
may be others, too.
2. Search the cran task views. There are finance and econometrics task
views that should be relevant.
3. Post on a more appropria
Dear all,
As I am working on Value at Risk, I am looking for an appropriate package to
calculate Value at Risk using different methods beyond the historical method.
In doing so, I have found the package jvnVaR which provides several methods to
calculate VaR. Nevertheless, I am interested in calc
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