2025-02-15 01:05:20 +00:00

5 lines
156 B
JavaScript

import { ValueAtRisk } from "@sarsoo/finlib";
console.log(ValueAtRisk.varcovar([1, 2, 3, 4], 0.1));
console.log(ValueAtRisk.varcovar([1, 2, 3, 4], 0.05));