On 1/8/09, Maithili Shiva <maithili_sh...@yahoo.com> wrote: > Is there any fucntion in R that will help me calculate Value at Risk (VaR) > using Monte carlo Simulation , Historic simulation and Variance - Covariance > Simulation. > There are some "un-published" Crystal Ball functions for R [1], which may help in running the Monte Carlo simulations. Regards, Liviu
[1] http://www.bartell.org/mcs/ ______________________________________________ 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.
