lr_uc_stat: Christoffersen LR_uc statistic
In ExactVaRTest: Exact Finite-Sample Value-at-Risk Back-Testing
lr_uc_stat R Documentation
Christoffersen LR_uc statistic
Description
Christoffersen LR_uc statistic
Usage
lr_uc_stat(x, alpha = 0.05)
Arguments
x
0/1 exception series.
alpha
Exception probability.
Value
Numeric LR_uc statistic.
ExactVaRTest documentation built on Aug. 23, 2025, 1:11 a.m.
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| lr_uc_stat | R Documentation |
Christoffersen LR_uc statistic
Description
Christoffersen LR_uc statistic
Usage
lr_uc_stat(x, alpha = 0.05)
Arguments
x |
0/1 exception series. |
alpha |
Exception probability. |
Value
Numeric LR_uc statistic.
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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