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(2012)\n, elementary risk measure\ndue to Ahmadi-Javid (2012) ,\nomega due to Shadwick and Keating (2002), sortino ratio due to\nRollinger and Hoffman (2013), kappa due to Kaplan and Knowles\n(2004), Wang (1998)'s risk\nmeasures, Stone (1973)'s risk measures,\nLuce (1980)'s risk measures, Sarin\n(1987)'s risk measures, Bronshtein and\nKurelenkova (2009)'s risk measures.", "License": "GPL (>= 2)", "Packaged": { "Date": "2026-06-07 06:32:12 UTC", "User": "root" }, "NeedsCompilation": "no", "Repository": "https://mbbsssn2.r-universe.dev", "Date/Publication": "2017-06-08 14:19:54 UTC", "RemoteUrl": "https://github.com/cran/Risk", "RemoteRef": "HEAD", "RemoteSha": "f05e2ce1dfa5954b4dcac547514b51a02f70232e", "MD5sum": "cfc693bea32e7069beedde1af1bfb66e", "_user": "mbbsssn2", "_type": "src", "_file": "Risk_1.0.tar.gz", "_fileid": "33102013c7ddd9ff280820dc5d83d3ffda92ac08338a1322e2d8f85645bcefa5", "_filesize": 147264, "_sha256": "33102013c7ddd9ff280820dc5d83d3ffda92ac08338a1322e2d8f85645bcefa5", "_created": "2026-06-07T06:32:12.000Z", "_published": "2026-06-07T06:35:34.073Z", "_distro": "noble", "_jobs": [ { "job": 79937679601, "time": 92, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7461490063" }, { "job": 79937679589, "time": 94, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7461490226" }, { "job": 79937679584, "time": 147, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7461493007" }, { "job": 79937679586, "time": 172, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7461494820" }, { "job": 79937548988, "time": 124, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7461478119" }, { "job": 79937679583, "time": 78, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7461488166" }, { "job": 79937679631, "time": 55, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7461485113" }, { "job": 79937679617, "time": 55, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7461485149" }, { "job": 79937679638, "time": 86, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7461489171" } ], "_buildurl": "https://github.com/r-universe/mbbsssn2/actions/runs/27084968487", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/cran/Risk", "_commit": { "id": "f05e2ce1dfa5954b4dcac547514b51a02f70232e", "author": "Saralees Nadarajah ", "committer": "cran-robot ", "message": "version 1.0\n", "time": 1496931594 }, "_maintainer": { "name": "Saralees Nadarajah", "email": "mbbsssn2@manchester.ac.uk", "login": "mbbsssn2", "description": "", "uuid": 60736589 }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.0.1", "role": "Depends" } ], "_owner": "cran", "_selfowned": true, "_usedby": 0, "_updates": [], "_tags": [], "_stars": 0, "_contributors": [ { "user": "mbbsssn2", "count": 1, "uuid": 60736589 } ], "_userbio": { "uuid": 60736589, "type": "user", "name": "mbbsssn2" }, "_downloads": { "count": 162, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/Risk" }, "_mentions": 114, "_searchresults": 30, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/Risk.html", "manual.pdf" ], "_realowner": "mbbsssn2", "_cranurl": false, "_releases": [ { "version": "1.0", "date": "2017-06-08" } ], "_exports": [ "BKg1", "BKg2", "BKg3", "BKg4", "bvar", "epsg", "esg", "expect", "expp", "expvar", "kappag", "luceg1", "luceg2", "luceg3", "luceg4", "omegag", "saring1", "saring2", "saring3", "sortinog", "stoneg1", "stoneg2", "tcm", "varg", "wangg1", "wangg2" ], "_help": [ { "page": "Risk-package", "title": "Computes 26 Financial Risk Measures for Any Continuous Distribution", "topics": [ "Risk-package", "Risk" ] }, { "page": "BKg1", "title": "Bronshtein And Kurelenkova (2009)'s First Risk Measure", "topics": [ "BKg1" ] }, { "page": "BKg2", "title": "Bronshtein And Kurelenkova (2009)'s Second Risk Measure", "topics": [ "BKg2" ] }, { "page": "BKg3", "title": "Bronshtein And Kurelenkova (2009)'s Third Risk Measure", "topics": [ "BKg3" ] }, { "page": "BKg4", "title": "Bronshtein And Kurelenkova (2009)'s Fourth Risk Measure", "topics": [ "BKg4" ] }, { "page": "bvar", "title": "Beyond Value At Risk Due To Longin (2001)", "topics": [ "bvar" ] }, { "page": "epsg", "title": "Expected Proportional Shortfall Due To Belzunce et al. 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