API for ExactVaRTest
Exact Finite-Sample Value-at-Risk Back-Testing
| Global functions | |
|---|---|
| ExactVaRTest | Man page |
| ExactVaRTest-package | Man page |
| backtest_all | Man page Source code |
| backtest_lr | Man page Source code |
| fb_lrcc_R | Source code |
| fb_lrcc_fastcpp | Source code |
| fb_lrind_R | Source code |
| fb_lrind_fastcpp | Source code |
| lr_cc_dist | Man page Source code |
| lr_cc_stat | Man page Source code |
| lr_ind_dist | Man page Source code |
| lr_ind_stat | Man page Source code |
| lr_uc_dist | Man page Source code |
| lr_uc_stat | Man page Source code |
| print.ExactVaRBacktest | Man page Source code |
| print.ExactVaRBacktestAll | Man page Source code |
| pval_lr_cc | Man page Source code |
| pval_lr_ind | Man page Source code |
| pval_lr_uc | Man page Source code |
| safe_log | Source code |
