A set of methods for calculation of Value at Risk (VaR)

Computes Value at Risk and Expected Shortfall for over 100
Parametric Distributions
Saralees Nadarajah, Stephen Chan and Emmanuel Afuecheta
Computes Value at risk and expected shortfall, two most popular measures of financial risk, for over one hundred parametric distributions,  including all commonly known distributions.  Also computed are the corresponding probability density function and cumulative distribution function.

Computes value at risk and expected shortfall for over 100
parametric distributions

Access the 'City of Vancouver' Open Data API
Wrapper around the 'City of Vancouver' Open Data API <https://opendata.vancouver.ca/api/v2/console> to simplify and standardize access to 'City of Vancouver' open data.
Functionality to list the data catalogue and access data and geographic records.
dplyr, httr, rlang, urltools, readr, digest, sf, tibble, purrr
knitr, rmarkdown, ggplot2, lwgeom, tidyr

Easily create list-like structures with constant, read-only
variables. Combines the flexibility of lists with read-only fields.
Supports defensive programming by throwing errors on field assignment,
helping mitigate the introduction of logical runtime bugs.

Variance Estimation using Difference-Based Methods
Wenlin Dai <wenlin.dai@kaust.edu.sa>, Tiejun Tong <tongt@hkbu.edu.sa>.
Generating functions for both optimal and ordinary difference sequences, and the difference-based estimation functions.

Functions for estimate the changes of effective population
size with coalescent approach.

c(person(given = "Onur",
family = "Boyar",
role = c("aut", "cre"),
email = "boyaronur@gmail.com"),
person(given = "Wolfgang",
family = "Hörmann",
role = c("aut"),
email = "hormannw@boun.edu.tr")
)
In order to make it easy to use variance reduction algorithms for any simulation, this framework can help you.
We propose user friendly and easy to extend framework. Antithetic Variates, Inner Control Variates,
Outer Control Variates and Importance Sampling algorithms are available in the framework. User can
write its own simulation function and use the Variance Reduction techniques in this package to
obtain more efficient simulations. An implementation of Asian Option simulation is already
available within the package. See Kemal Dinçer Dingeç & Wolfgang Hörmann (2012) <doi:10.1016/j.ejor.2012.03.046>.
Onur Boyar [aut, cre],
Wolfgang Hörmann [aut]