The goal of BUSI4428 is to simplify access to packages needed for moduole BUSI4428 and also to provide some useful functions.
You can install the development version of BUSI4428 from GitHub with:
# install.packages("devtools")
devtools::install_github("liztwb/BUSI4428")This is a basic example which shows you how to solve a common problem:
library(BUSI4428)
#> Registered S3 method overwritten by 'quantmod':
#> method from
#> as.zoo.data.frame zoo
HS_aw(rnorm(1000))
#> VaR95 ES95
#> 1644.400 2010.819