Compute the Value at Risk from simulated values

Compute the Value at Risk from simulated values

solarScenario_VaR(scenario, alpha = 0.05)

Arguments

alpha

Confidence level for the VaR

scenarios

An object of the class solarScenario

Note

Version 1.0.0.

Examples

# solarModel
model <- solarModel$new(spec)
model$fit()
#> No outliers!
# Scenarios
scenario <- solarScenario(model, "2016-01-01", "2017-01-01", nsim = 10, by = "1 month")
#> Error in solarScenario(model, "2016-01-01", "2017-01-01", nsim = 10, by = "1 month"): could not find function "solarScenario"
# VaR
solarScenario_VaR(scenario, 0.05)
#> Error: object 'scenario' not found