R/esback-package.R

In BayerSe/esback: Expected Shortfall Backtesting

#' esback: A package for backtesting expected shortfall forecasts
#'
#' The esback package contains functions for backtesting expected shortfall forecasts.
#'
#' @section Available backtest functions:
#' * \link[=er_backtest]{Exceedance Residuals Backtest (McNeil & Frey, 2000)}
#' * \link[=cc_backtest]{Conditional Calibration Backtest (Nolde & Ziegel, 2017)}
#' * \link[=esr_backtest]{Expeced Shortfall Regression Backtests (Bayer & Dimitriadis, 2018)}
#'
#' @docType package
#' @name esback
#' @md
"_PACKAGE"