test_jb: Christoffersen Conditional Backtesting Approach
In 1danjordan/mmr: Measuring Market Risk
Description
Jarque Bera Backtest
Usage
1
test_jb()
Arguments
n
the number of observations
skew
the sample skewness
kurt
the sample kurtosis
1danjordan/mmr documentation built on June 1, 2019, 6:04 p.m.
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Description
Jarque Bera Backtest
Usage
1 | test_jb()
|
Arguments
n |
the number of observations |
skew |
the sample skewness |
kurt |
the sample kurtosis |
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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