From e8f3664765880a9d9ba039746715f2d4db46d5cf Mon Sep 17 00:00:00 2001
From: Guangyuan Yang <ygy@FreeBSD.org>
Date: Wed, 7 Dec 2022 00:08:01 -0500
Subject: [PATCH] math/R-cran-cvar: New port

Compute Expected Shortfall and Value at Risk for Continuous Distributions
---
 math/Makefile              |  1 +
 math/R-cran-cvar/Makefile  | 20 ++++++++++++++++++++
 math/R-cran-cvar/distinfo  |  3 +++
 math/R-cran-cvar/pkg-descr |  7 +++++++
 4 files changed, 31 insertions(+)
 create mode 100644 math/R-cran-cvar/Makefile
 create mode 100644 math/R-cran-cvar/distinfo
 create mode 100644 math/R-cran-cvar/pkg-descr

diff --git a/math/Makefile b/math/Makefile
index 954c1edbc1cc..3a143ba3bffa 100644
--- a/math/Makefile
+++ b/math/Makefile
@@ -49,6 +49,7 @@
     SUBDIR += R-cran-combinat
     SUBDIR += R-cran-conf.design
     SUBDIR += R-cran-conquer
+    SUBDIR += R-cran-cvar
     SUBDIR += R-cran-date
     SUBDIR += R-cran-ddalpha
     SUBDIR += R-cran-deldir
diff --git a/math/R-cran-cvar/Makefile b/math/R-cran-cvar/Makefile
new file mode 100644
index 000000000000..d7cb9f3880e9
--- /dev/null
+++ b/math/R-cran-cvar/Makefile
@@ -0,0 +1,20 @@
+PORTNAME=	cvar
+DISTVERSION=	0.5
+CATEGORIES=	math
+DISTNAME=	${PORTNAME}_${DISTVERSION}
+
+MAINTAINER=	ygy@FreeBSD.org
+COMMENT=	Compute Expected Shortfall and Value at Risk for Continuous Distributions
+WWW=		https://geobosh.github.io/cvar/
+
+LICENSE=	GPLv2+
+
+RUN_DEPENDS=	R-cran-Rdpack>=0.8:devel/R-cran-Rdpack \
+		R-cran-gbutils>0:math/R-cran-gbutils
+TEST_DEPENDS=	R-cran-testthat>0:devel/R-cran-testthat \
+		R-cran-PerformanceAnalytics>0:finance/R-cran-PerformanceAnalytics \
+		R-cran-fGarch>0:finance/R-cran-fGarch
+
+USES=		cran:auto-plist
+
+.include <bsd.port.mk>
diff --git a/math/R-cran-cvar/distinfo b/math/R-cran-cvar/distinfo
new file mode 100644
index 000000000000..f8ef13f5b0fc
--- /dev/null
+++ b/math/R-cran-cvar/distinfo
@@ -0,0 +1,3 @@
+TIMESTAMP = 1670370144
+SHA256 (cvar_0.5.tar.gz) = 7e721a68a321acbc74149d6ae9c6e3b0c1f896df9fa7786b8b40264e1db2db18
+SIZE (cvar_0.5.tar.gz) = 255174
diff --git a/math/R-cran-cvar/pkg-descr b/math/R-cran-cvar/pkg-descr
new file mode 100644
index 000000000000..ca1bec8d7a68
--- /dev/null
+++ b/math/R-cran-cvar/pkg-descr
@@ -0,0 +1,7 @@
+Compute expected shortfall (ES) and Value at Risk (VaR) from a quantile
+function, distribution function, random number generator or probability density
+function. ES is also known as Conditional Value at Risk (CVaR). Virtually any
+continuous distribution can be specified. The functions are vectorized over the
+arguments. The computations are done directly from the definitions, see e.g.
+Acerbi and Tasche (2002) <doi:10.1111/1468-0300.00091>. Some support for GARCH
+models is provided, as well.