Hello,
Maybe from here ?
http://www.ie.boun.edu.tr/~hormannw/BounQuantitiveFinance/Thesis/SilaHALULU.pdf
HTH
Pascal
On Fri, May 2, 2014 at 11:11 AM, prachi jain
<preciousprachi229 at gmail.com> wrote:> Hey, I am trying to find some of the following functions in R packages:
>
> MLEt
>
> pt3
>
> cormatrix2vector
>
> ParameterEst
>
> tCopula
>
> riskBT
>
> I have checked every package from this link:
> http://cran.r-project.org/web/packages/available_packages_by_name.html but
> is unable to find the above functions. These functions belong to a code for
> calculating Value-at-risk and expected shortfall using copula function and
> backtesting the model.
>
> Could you please help me find these functions by naming the packages they
> belong to. Its really urgent for me so please reply asap.
>
> If required i can send the entire code for better understanding.
>
> If this is not the right place to mail a query, please do let me know where
> can I send my query, its really urgent for me.
>
> [[alternative HTML version deleted]]
>
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--
Pascal Oettli
Project Scientist
JAMSTEC
Yokohama, Japan