View source: R/utility_functions.R
parameter_definition | R Documentation |
Defines commonly used parameters.
parameter_definition(r, q, e, s, alpha, B)
r |
A vector of returns. |
q |
A vector of Value-at-Risk forecasts. |
e |
A vector of Expected Shortfall forecasts. |
s |
A vector of volatility forecasts. |
alpha |
Scalar probability level in (0, 1). |
B |
Number of bootstrap samples. Set to 0 to disable bootstrapping. |
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