On Fri, 16 Dec 2011, jfca283 wrote:
Hi
I need to perform some analysis about risk management portfolio. There is a
reference to a VaR package, however, i can't find it. It was deprecated? Or
it's inside now of another package? Thanks.
Using the package=... syntax of the official CRAN package URLs either
points you to the active package or to the archive (in case the package
has been removed from the active repository). In case of the VaR package
http://CRAN.R-project.org/package=VaR
the latter is the case. I'm not sure though whether its functionality has
been incorporated into some other package. Depending on what you are
looking for, checking out the Finance task view
http://CRAN.R-project.org/view=Finance
may be helpful.
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