ceRtainty

The ceRtainty package computes the certainty equivalent values from a profit dataset and its respective risk premiums.

Installation

Install the released version from CRAN:

install.packages("ceRtainty")

Or the development version from GitHub:

# install.packages("remotes")
# remotes::install_github("ArielSotoCaro/ceRtainty")
install.packages("ceRtainty", repos = c('https://arielsotocaro.r-universe.dev', 'https://cloud.r-project.org'))

Usage

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.

License

MIT © Ariel Soto-Caro