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The ceRtainty package computes the certainty equivalent
values from a profit dataset and its respective risk premiums.
Install the package from github as usual:
{r eval = FALSE} library(devtools) install_github("ArielSotoCaro/ceRtainty")
library(ceRtainty)Use the certainty() function to compute the certainty
equivalent values and premium() to compute the risk premium
values. For more details, please refer to the package vignette.
MIT © Ariel Soto-Caro
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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