How to Install and Uninstall r-cran-cvar Package on Kali Linux
Last updated: March 04,2025
1. Install "r-cran-cvar" package
Learn how to install r-cran-cvar on Kali Linux
$
sudo apt update
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$
sudo apt install
r-cran-cvar
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2. Uninstall "r-cran-cvar" package
Learn how to uninstall r-cran-cvar on Kali Linux:
$
sudo apt remove
r-cran-cvar
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$
sudo apt autoclean && sudo apt autoremove
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3. Information about the r-cran-cvar package on Kali Linux
Package: r-cran-cvar
Version: 0.5-2
Installed-Size: 309
Maintainer: Dirk Eddelbuettel
Architecture: all
Depends: r-base-core (>= 4.2.2.20221110-1), r-api-4.0, r-cran-gbutils, r-cran-rdpack (>= 0.8)
Suggests: r-cran-testthat, r-cran-fgarch, r-cran-performanceanalytics
Size: 257640
SHA256: 1f3e91bfc938d048abe4e9eece9d786f380e530fcfd305628b2af831668ad070
SHA1: 5ada6b6d837b83cfc0b666b134c9e103bce3e419
MD5sum: 01cdb695b974c8a423eb4fa6720ae48f
Description: GNU R package to Computed Expected Shortfall and Value at Risk
Compute expected shortfall (ES) and Value at Risk (VaR) from a
quantile function, distribution function, random number generator or
probability density function. ES is also known as Conditional Value at
Risk (CVaR). Virtually any continuous distribution can be specified.
The functions are vectorized over the arguments. The computations are
done directly from the definitions, see e.g. Acerbi and Tasche (2002)
. Some support for GARCH models is provided,
as well.
Description-md5:
Homepage: https://cran.r-project.org/package=cvar
Section: gnu-r
Priority: optional
Filename: pool/main/r/r-cran-cvar/r-cran-cvar_0.5-2_all.deb
Version: 0.5-2
Installed-Size: 309
Maintainer: Dirk Eddelbuettel
Architecture: all
Depends: r-base-core (>= 4.2.2.20221110-1), r-api-4.0, r-cran-gbutils, r-cran-rdpack (>= 0.8)
Suggests: r-cran-testthat, r-cran-fgarch, r-cran-performanceanalytics
Size: 257640
SHA256: 1f3e91bfc938d048abe4e9eece9d786f380e530fcfd305628b2af831668ad070
SHA1: 5ada6b6d837b83cfc0b666b134c9e103bce3e419
MD5sum: 01cdb695b974c8a423eb4fa6720ae48f
Description: GNU R package to Computed Expected Shortfall and Value at Risk
Compute expected shortfall (ES) and Value at Risk (VaR) from a
quantile function, distribution function, random number generator or
probability density function. ES is also known as Conditional Value at
Risk (CVaR). Virtually any continuous distribution can be specified.
The functions are vectorized over the arguments. The computations are
done directly from the definitions, see e.g. Acerbi and Tasche (2002)
as well.
Description-md5:
Homepage: https://cran.r-project.org/package=cvar
Section: gnu-r
Priority: optional
Filename: pool/main/r/r-cran-cvar/r-cran-cvar_0.5-2_all.deb