# NOT RUN {
data(edhec)
# first do normal ES calc
ES(edhec, p=.95, method="historical")
# now use Gaussian
ES(edhec, p=.95, method="gaussian")
# now use modified Cornish Fisher calc to take non-normal distribution into account
ES(edhec, p=.95, method="modified")
# now use p=.99
ES(edhec, p=.99)
# or the equivalent alpha=.01
ES(edhec, p=.01)
# now with outliers squished
ES(edhec, clean="boudt")
# add Component ES for the equal weighted portfolio
ES(edhec, clean="boudt", portfolio_method="component")
# }
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