f
histcondvar(): number | array | matrix
x: numarraymatrix,
p?: number,
amount?: number,
dim?: 0 | 1
2 overloads
Historical Conditional Value-At-Risk (CVaR).
Usage
import * as mod from "quants/histcondvar.ts";
Historical Conditional Value-At-Risk (CVaR).
import * as mod from "quants/histcondvar.ts";