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tbeason / AsymmetricRisk.jl

A Julia package for computing asymmetric risk measures on univariate and bivariate data.
MIT License
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ex cor and betas #2

Closed tbeason closed 4 years ago

tbeason commented 4 years ago

adds initial exceedance correlations and downside/upside betas

codecov[bot] commented 4 years ago

Codecov Report

Merging #2 into master will decrease coverage by 0.11%. The diff coverage is 0%.

Impacted file tree graph

@@            Coverage Diff            @@
##           master      #2      +/-   ##
=========================================
- Coverage    0.81%   0.69%   -0.12%     
=========================================
  Files           3       3              
  Lines         123     144      +21     
=========================================
  Hits            1       1              
- Misses        122     143      +21
Impacted Files Coverage Δ
src/AsymmetricRisk.jl 100% <ø> (ø) :arrow_up:
src/univariate.jl 0% <0%> (ø) :arrow_up:
src/bivariate.jl 0% <0%> (ø) :arrow_up:

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