lr_uc_dist: Exact LR_uc distribution (closed‑form binomial)
In ExactVaRTest: Exact Finite-Sample Value-at-Risk Back-Testing
lr_uc_dist R Documentation
Exact LR_uc distribution (closed‑form binomial)
Description
Exact LR_uc distribution (closed‑form binomial)
Usage
lr_uc_dist(n, alpha = 0.05)
Arguments
n
Integer sample size (n \ge 1).
alpha
Exception probability \alpha \in (0,1).
Value
A named list with elements LR and prob of equal length,
where LR is the support of the LR statistic and prob are the
corresponding probabilities in [0,1] that sum to 1.
Examples
lr_uc_dist(8, 0.01)
ExactVaRTest documentation built on Aug. 23, 2025, 1:11 a.m.
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| lr_uc_dist | R Documentation |
Exact LR_uc distribution (closed‑form binomial)
Description
Exact LR_uc distribution (closed‑form binomial)
Usage
lr_uc_dist(n, alpha = 0.05)
Arguments
n |
Integer sample size ( |
alpha |
Exception probability |
Value
A named list with elements LR and prob of equal length,
where LR is the support of the LR statistic and prob are the
corresponding probabilities in [0,1] that sum to 1.
Examples
lr_uc_dist(8, 0.01)
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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