UNPKG

riskjs

Version:

Risk lib for JS based on calvin456/VaR C++ code

github.com/vigor-ish/riskjs

vigor-ish/riskjs

2 folders, 55 files

	Filename	Content Type	Size
	../
	parameters/	–	766 B
	variates/	–	792 B
	count.hpp	application/octet-stream	2.01 kB
	covariance.hpp	application/octet-stream	7.14 kB
	density.hpp	application/octet-stream	10 kB
	error_of.hpp	application/octet-stream	2.59 kB
	error_of_mean.hpp	application/octet-stream	2.19 kB
	extended_p_square.hpp	application/octet-stream	11.6 kB
	extended_p_square_quantile.hpp	application/octet-stream	12.5 kB
	kurtosis.hpp	application/octet-stream	3.86 kB
	max.hpp	application/octet-stream	2.29 kB
	mean.hpp	application/octet-stream	9.33 kB
	median.hpp	application/octet-stream	10.2 kB
	min.hpp	application/octet-stream	2.29 kB
	moment.hpp	application/octet-stream	3.44 kB
	p_square_cumul_dist.hpp	application/octet-stream	10.4 kB
	p_square_cumulative_distribution.hpp	application/octet-stream	955 B
	p_square_quantile.hpp	application/octet-stream	10.1 kB
	peaks_over_threshold.hpp	application/octet-stream	17.5 kB
	pot_quantile.hpp	application/octet-stream	7.34 kB
	pot_tail_mean.hpp	application/octet-stream	7.8 kB
	rolling_count.hpp	application/octet-stream	2.57 kB
	rolling_mean.hpp	application/octet-stream	6.75 kB
	rolling_moment.hpp	application/octet-stream	3.74 kB
	rolling_sum.hpp	application/octet-stream	2.87 kB
	rolling_variance.hpp	application/octet-stream	9.49 kB
	rolling_window.hpp	application/octet-stream	7.25 kB
	skewness.hpp	application/octet-stream	3.69 kB
	stats.hpp	application/octet-stream	972 B
	sum.hpp	application/octet-stream	3.88 kB
	sum_kahan.hpp	application/octet-stream	5.09 kB
	tail.hpp	application/octet-stream	11 kB
	tail_mean.hpp	application/octet-stream	9.16 kB
	tail_quantile.hpp	application/octet-stream	5.54 kB
	tail_variate.hpp	application/octet-stream	4.5 kB
	tail_variate_means.hpp	application/octet-stream	10.5 kB
	times2_iterator.hpp	application/octet-stream	1.97 kB
	variance.hpp	application/octet-stream	7.52 kB
	weighted_covariance.hpp	application/octet-stream	5.24 kB
	weighted_density.hpp	application/octet-stream	9.52 kB
	weighted_extended_p_square.hpp	application/octet-stream	12.8 kB
	weighted_kurtosis.hpp	application/octet-stream	4.15 kB
	weighted_mean.hpp	application/octet-stream	6.64 kB
	weighted_median.hpp	application/octet-stream	8.67 kB
	weighted_moment.hpp	application/octet-stream	3.38 kB
	weighted_p_square_cumul_dist.hpp	application/octet-stream	11.1 kB
	weighted_p_square_cumulative_distribution.hpp	application/octet-stream	1.01 kB
	weighted_p_square_quantile.hpp	application/octet-stream	11.1 kB
	weighted_peaks_over_threshold.hpp	application/octet-stream	12.4 kB
	weighted_skewness.hpp	application/octet-stream	3.84 kB
	weighted_sum.hpp	application/octet-stream	3.64 kB
	weighted_sum_kahan.hpp	application/octet-stream	4.56 kB
	weighted_tail_mean.hpp	application/octet-stream	5.79 kB
	weighted_tail_quantile.hpp	application/octet-stream	5.13 kB
	weighted_tail_variate_means.hpp	application/octet-stream	10.1 kB
	weighted_variance.hpp	application/octet-stream	6.77 kB
	with_error.hpp	application/octet-stream	1.28 kB