PORTNAME= cvar
DISTVERSION= 0.6
CATEGORIES= math
DISTNAME= ${PORTNAME}_${DISTVERSION}
MAINTAINER= [email protected]
COMMENT= Compute Expected Shortfall and Value at Risk for Continuous Distributions
WWW= https://cran.r-project.org/package=cvar
LICENSE= GPLv2+
RUN_DEPENDS= R-cran-gbutils>0:math/R-cran-gbutils \
R-cran-Rdpack>=0.8:devel/R-cran-Rdpack
TEST_DEPENDS= R-cran-fGarch>0:finance/R-cran-fGarch \
R-cran-PerformanceAnalytics>0:finance/R-cran-PerformanceAnalytics \
R-cran-testthat>0:devel/R-cran-testthat
USES= cran:auto-plist
.include <bsd.port.mk>
