Nothing
tests/testthat/testJarqueBeraBacktest.R
In Dowd: Functions Ported from 'MMR2' Toolbox Offered in Kevin Dowd's Book Measuring Market Risk
test_that("JarqueBera Backtest.",{
# Success
expect_equal(0.6940, JarqueBeraBacktest(-0.0758, 2.8888, 500), tolerance=0.01)
expect_equal(1, JarqueBeraBacktest(0, 3, 100), tolerance=0.01)
})
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Dowd documentation built on May 2, 2019, 10:16 a.m.
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test_that("JarqueBera Backtest.",{
# Success
expect_equal(0.6940, JarqueBeraBacktest(-0.0758, 2.8888, 500), tolerance=0.01)
expect_equal(1, JarqueBeraBacktest(0, 3, 100), tolerance=0.01)
})
Try the Dowd package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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