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cf_dist_utils-0.10.0
cf_dist_utils 0.10.0
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phillyfan1138
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fang_oost ^0.15.1
normal
num-complex ^0.2
normal
rayon ^1.0.1
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roots ^0.0.5
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serde ^1
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serde_derive ^1
normal
approx ^0.2.0
dev
criterion ^0.3
dev
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61.54%
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x86_64-unknown-linux-gnu
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All
cf_
dist_
utils
0.10.0
Crate Items
Structs
Functions
List of all items
Structs
RiskMetric
ValueAtRiskError
Functions
get_cdf
get_cdf_discrete_cf
get_expectation_discrete_cf
get_expected_shortfall_and_value_at_risk
get_expected_shortfall_and_value_at_risk_discrete_cf
get_pdf
get_variance_discrete_cf