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Add Conditional Value at Risk (CVAR) metric#100

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abdelrahman-ayad wants to merge 8 commits intomainfrom
aa/CVAR
Open

Add Conditional Value at Risk (CVAR) metric#100
abdelrahman-ayad wants to merge 8 commits intomainfrom
aa/CVAR

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  • Calculate CVAR and normalized CVAR (NCVAR) for ShortfallSamples

@abdelrahman-ayad abdelrahman-ayad self-assigned this Feb 2, 2026
@abdelrahman-ayad abdelrahman-ayad added the enhancement New feature or request label Feb 2, 2026
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codecov-commenter commented Feb 2, 2026

Codecov Report

❌ Patch coverage is 91.66667% with 5 lines in your changes missing coverage. Please review.
✅ Project coverage is 83.35%. Comparing base (fbde94e) to head (3547a87).

Files with missing lines Patch % Lines
PRASCore.jl/src/Results/Results.jl 0.00% 5 Missing ⚠️
Additional details and impacted files
@@            Coverage Diff             @@
##             main     #100      +/-   ##
==========================================
+ Coverage   83.13%   83.35%   +0.21%     
==========================================
  Files          45       45              
  Lines        2325     2385      +60     
==========================================
+ Hits         1933     1988      +55     
- Misses        392      397       +5     

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