• Ubique
  • quants/histvar.ts

Functions

f
histvar(
x: numarraymatrix,
p?: number,
amount?: number,
period?: number,
dim?: 0 | 1
): number | array | matrix
2 overloads

Historical Value-At-Risk.

Usage

import * as mod from "quants/histvar.ts";

Symbols

  • f
    default
  • f
    default
  • f
    default
  • f
    default
  • f
    default
view all 394 symbols

Document Navigation

  • Functions
    • histvar