pval_lr_uc: Exact p-value for LR_uc
In ExactVaRTest: Exact Finite-Sample Value-at-Risk Back-Testing
pval_lr_uc R Documentation
Exact p-value for LR_uc
Description
Exact p-value for LR_uc
Usage
pval_lr_uc(lr_obs, n, alpha = 0.05)
Arguments
lr_obs
Observed LR_uc statistic.
n
Sample size.
alpha
Exception probability.
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.
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.
| pval_lr_uc | R Documentation |
Exact p-value for LR_uc
Description
Exact p-value for LR_uc
Usage
pval_lr_uc(lr_obs, n, alpha = 0.05)
Arguments
lr_obs |
Observed LR_uc statistic. |
n |
Sample size. |
alpha |
Exception probability. |
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.