pval_lr_cc: Exact p-value for LR_cc
In ExactVaRTest: Exact Finite-Sample Value-at-Risk Back-Testing
pval_lr_cc R Documentation
Exact p-value for LR_cc
Description
Exact p-value for LR_cc
Usage
pval_lr_cc(lr_obs, n, alpha = 0.05, prune_threshold = 1e-15)
Arguments
lr_obs
Observed LR_cc statistic.
n
Sample size.
alpha
Exception probability.
prune_threshold
State-pruning threshold for DP engine.
Value
Numeric exact p-value in [0,1]; may be NA_real_ if the
finite-sample distribution is unavailable.
ExactVaRTest documentation built on Aug. 23, 2025, 1:11 a.m.
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| pval_lr_cc | R Documentation |
Exact p-value for LR_cc
Description
Exact p-value for LR_cc
Usage
pval_lr_cc(lr_obs, n, alpha = 0.05, prune_threshold = 1e-15)
Arguments
lr_obs |
Observed LR_cc statistic. |
n |
Sample size. |
alpha |
Exception probability. |
prune_threshold |
State-pruning threshold for DP engine. |
Value
Numeric exact p-value in [0,1]; may be NA_real_ if the
finite-sample distribution is unavailable.
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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