Hello, Maybe from here ? http://www.ie.boun.edu.tr/~hormannw/BounQuantitiveFinance/Thesis/SilaHALULU.pdf
HTH Pascal On Fri, May 2, 2014 at 11:11 AM, prachi jain <preciousprachi...@gmail.com> wrote: > Hey, I am trying to find some of the following functions in R packages: > > MLEt > > pt3 > > cormatrix2vector > > ParameterEst > > tCopula > > riskBT > > I have checked every package from this link: > http://cran.r-project.org/web/packages/available_packages_by_name.html but > is unable to find the above functions. These functions belong to a code for > calculating Value-at-risk and expected shortfall using copula function and > backtesting the model. > > Could you please help me find these functions by naming the packages they > belong to. Its really urgent for me so please reply asap. > > If required i can send the entire code for better understanding. > > If this is not the right place to mail a query, please do let me know where > can I send my query, its really urgent for me. > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Pascal Oettli Project Scientist JAMSTEC Yokohama, Japan ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
