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add methods from archived VaR package #139

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braverock opened this issue Feb 1, 2020 · 0 comments
Open

add methods from archived VaR package #139

braverock opened this issue Feb 1, 2020 · 0 comments
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enhancement help wanted

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@braverock
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Now-archived package VaR had methods for Monte-Carlo VaR, Pareto Var, and lognormal Var, as well as a VaR backtest. We should port/replicate this functionality in PerformanceAnalytics.
@braverock braverock changed the title add mithods from archived VaR package add methods from archived VaR package Feb 1, 2020
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