• CAViaR

  • Referenced in 135 articles [sw04424]
  • CAViaR: Conditional autoregressive value at risk by regression quantiles. Value at risk ... risk used by financial institutions. Interpreting the VaR as the quantile of future portfolio values ... current information, the conditional autoregressive value at risk (CAViaR) model specifies the evolution...
  • StFinMetrics

  • Referenced in 33 articles [sw29976]
  • change-point detection; modelling extreme values and risk measures. The book contains many examples...
  • GAS

  • Referenced in 4 articles [sw17726]
  • Value-at-Risk Prediction in R with the GAS Package. GAS models have been recently ... managers can use GAS models for Value-at-Risk (VaR) prediction using the novel...
  • VaR

  • Referenced in 5 articles [sw08263]
  • methods for calculation of Value at Risk...
  • VaRES

  • Referenced in 2 articles [sw17463]
  • VaRES: An R package for value at risk and expected shortfall. Value at risk...
  • pseudosurv

  • Referenced in 8 articles [sw29281]
  • pseudoci” provide pseudo-values for the cumulative incidence function for competing risks data...
  • VG_codes

  • Referenced in 2 articles [sw23808]
  • found rather limited applications in finance and risk management. One of the reasons is that ... closed form and is unbounded for small values of the shape parameter. Moreover, we study ... squared-error, for both parameter and value-at-risk estimation. The performance of the routines...
  • QPsimplex

  • Referenced in 2 articles [sw31751]
  • polyhedron. Such problems arise in parametric value-at-risk minimization, portfolio optimization, and robust optimization...
  • Zelig

  • Referenced in 9 articles [sw17526]
  • relative risk ratios, average treatment effects, first differences and predicted and expected values) to interpret...
  • evt0

  • Referenced in 1 article [sw21094]
  • Compute high quantile or value-at-risk (VaR) based on above EVI estimates...
  • Riscue

  • Referenced in 1 article [sw27548]
  • Hazard analysis; Reliability analysis; Financial risks; Insurance; Total Value Chain Analysis; Oil reservoir and production...
  • EVIM

  • Referenced in 9 articles [sw00255]
  • EVIM: a software package for extremel value analysis in MATLAB. From the practitioners’ point ... such questions are essential for sound risk management of financial exposures. It turns out that ... questions within the framework of the extreme value theory. This paper provides a step...
  • climextRemes

  • Referenced in 1 article [sw16300]
  • probabilities for contrasts of covariate values. Functions for estimating risk ratios for event attribution analyses...
  • RISKOptimizer

  • Referenced in 0 articles [sw31656]
  • Carlo simulation technology of @RISK, Palisade’s risk analysis add-in, with the latest solving ... Excel spreadsheet models that contain uncertain values. Take ... optimization problem and replace uncertain values with @RISK probability distribution functions that represent a range...
  • BRAT

  • Referenced in 1 article [sw14515]
  • assist in the interpretation of benefit and risk findings during the medicine development, submission ... enable users to generate value trees, key benefit-risk summary tables and forest plots...
  • EValue

  • Referenced in 1 article [sw34331]
  • reports E-values, defined as the minimum strength of association on the risk ratio scale ... compute E-values for the relevant outcome types. Outcome types include risk ratios, odds ratio ... analysis metrics across a range of bias values. (See Mathur & VanderWeele, 2019 []...
  • EnviroStat

  • Referenced in 22 articles [sw11048]
  • Environmental processes, Space-time modeling, Design and risk assessment, Implementation. The first part is devoted ... help of software, more specifically R codes, values at ungauged sites are estimated and potential...
  • obliqueRSF

  • Referenced in 1 article [sw31325]
  • ORSF’s predicted risk function has high prognostic value in comparison to random survival forests ... highlight characteristics of its ten-year predicted risk function for atherosclerotic cardiovascular disease events (ASCVD...
  • FatTailsR

  • Referenced in 0 articles [sw15469]
  • high accuracy distribution parameters, quantiles, value-at-risk and expected shortfall. Include power hyperbolas...
  • tmle

  • Referenced in 7 articles [sw18463]
  • treatment, for continuous or binary outcomes. Relative risk and odds ratio estimates are also reported ... treatment assignment or baseline covariate values. Effect estimation stratified by a binary mediating variable...