[R] VaR package, where is it?

[Achim Zeileis]

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.

> --
> View this message in context: http://r.789695.n4.nabble.com/VaR-package-where-is-it-tp4206869p4206869.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> R-help at 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.
>