ceRtainty – R package
The ceRtainty package computes the certainty equivalent values from a profit dataset and its respective risk premiums.
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Installation
Install the package from github as usual:
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library(devtools)2
install.package(ceRtainty)3
# install_github("ArielSotoCaro/ceRtainty")Usage
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.
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library(ceRtainty)