{
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"config": {
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},
"data": {
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"stop": 6,
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}
},
"transform": [
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"calculate": "densityStudentT(datum.Value, 3)",
"as": "Density"
},
{
"calculate": "quantileStudentT(0.90, 3)",
"as": "VaR"
},
{
"calculate": "calculateCVaR(0.90, 3)",
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}
],
"layer": [
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"mark": {
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"color": "blue"
},
"encoding": {
"x": {
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"title": "Value",
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"y": {
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}
},
{
"transform": [
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"filter": "datum.Value >= datum.VaR"
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],
"mark": {
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{
"mark": {
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"color": "green"
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"encoding": {
"x": {
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},
{
"mark": {
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"encoding": {
"text": {
"value": "VaR"
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"x": {
"field": "VaR",
"type": "quantitative"
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"size": {
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},
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"mark": {
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"x": {
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],
"title": "Probability Density Function (PDF) with VaR and CVaR for Student's t-Distribution"
}