API for Dowd
Functions Ported from 'MMR2' Toolbox Offered in Kevin Dowd's Book Measuring Market Risk
| Global functions | |
|---|---|
| ADTestStat | Man page |
| AdjustedNormalESHotspots | Man page |
| AdjustedNormalVaRHotspots | Man page |
| AdjustedVarianceCovarianceES | Man page |
| AdjustedVarianceCovarianceVaR | Man page |
| AmericanPutESBinomial | Man page |
| AmericanPutESSim | Man page |
| AmericanPutPriceBinomial | Man page |
| AmericanPutVaRBinomial | Man page |
| BinomialBacktest | Man page |
| BlackScholesCallESSim | Man page |
| BlackScholesCallPrice | Man page |
| BlackScholesPutESSim | Man page |
| BlackScholesPutPrice | Man page |
| BlancoIhleBacktest | Man page |
| BootstrapES | Man page |
| BootstrapESConfInterval | Man page |
| BootstrapESFigure | Man page |
| BootstrapVaR | Man page |
| BootstrapVaRConfInterval | Man page |
| BootstrapVaRFigure | Man page |
| BoxCoxES | Man page |
| BoxCoxVaR | Man page |
| CdfOfSumUsingGaussianCopula | Man page |
| CdfOfSumUsingGumbelCopula | Man page |
| CdfOfSumUsingProductCopula | Man page |
| ChristoffersenBacktestForIndependence | Man page |
| ChristoffersenBacktestForUnconditionalCoverage | Man page |
| CornishFisherES | Man page |
| CornishFisherVaR | Man page |
| DBPensionVaR | Man page |
| DCPensionVaR | Man page |
| DefaultRiskyBondVaR | Man page |
| Dowd-package | Man page |
| FilterStrategyLogNormalVaR | Man page |
| FrechetES | Man page |
| FrechetESPlot2DCl | Man page |
| FrechetVaR | Man page |
| FrechetVaRPlot2DCl | Man page |
| GParetoES | Man page |
| GParetoMEFPlot | Man page |
| GParetoMultipleMEFPlot | Man page |
| GParetoVaR | Man page |
| GaussianCopulaVaR | Man page |
| GumbelCopulaVaR | Man page |
| GumbelES | Man page |
| GumbelESPlot2DCl | Man page |
| GumbelVaR | Man page |
| GumbelVaRPlot2DCl | Man page |
| HSES | Man page |
| HSESDFPerc | Man page |
| HSESFigure | Man page |
| HSESPlot2DCl | Man page |
| HSVaR | Man page |
| HSVaRDFPerc | Man page |
| HSVaRESPlot2DCl | Man page |
| HSVaRFigure | Man page |
| HSVaRPlot2DCl | Man page |
| HillEstimator | Man page |
| HillPlot | Man page |
| HillQuantileEstimator | Man page |
| InsuranceVaR | Man page |
| InsuranceVaRES | Man page |
| JarqueBeraBacktest | Man page |
| KSTestStat | Man page |
| KernelESBoxKernel | Man page |
| KernelESEpanechinikovKernel | Man page |
| KernelESNormalKernel | Man page |
| KernelESTriangleKernel | Man page |
| KernelVaRBoxKernel | Man page |
| KernelVaREpanechinikovKernel | Man page |
| KernelVaRNormalKernel | Man page |
| KernelVaRTriangleKernel | Man page |
| KuiperTestStat | Man page |
| LogNormalES | Man page |
| LogNormalESDFPerc | Man page |
| LogNormalESFigure | Man page |
| LogNormalESPlot2DCL | Man page |
| LogNormalESPlot2DHP | Man page |
| LogNormalESPlot3D | Man page |
| LogNormalVaR | Man page |
| LogNormalVaRDFPerc | Man page |
| LogNormalVaRETLPlot2DCL | Man page |
| LogNormalVaRFigure | Man page |
| LogNormalVaRPlot2DCL | Man page |
| LogNormalVaRPlot2DHP | Man page |
| LogNormalVaRPlot3D | Man page |
| LogtES | Man page |
| LogtESDFPerc | Man page |
| LogtESPlot2DCL | Man page |
| LogtESPlot2DHP | Man page |
| LogtESPlot3D | Man page |
| LogtVaR | Man page |
| LogtVaRDFPerc | Man page |
| LogtVaRPlot2DCL | Man page |
| LogtVaRPlot2DHP | Man page |
| LogtVaRPlot3D | Man page |
| LongBlackScholesCallVaR | Man page |
| LongBlackScholesPutVaR | Man page |
| LopezBacktest | Man page |
| MEFPlot | Man page |
| NormalES | Man page |
| NormalESConfidenceInterval | Man page |
| NormalESDFPerc | Man page |
| NormalESFigure | Man page |
| NormalESHotspots | Man page |
| NormalESPlot2DCL | Man page |
| NormalESPlot2DHP | Man page |
| NormalESPlot3D | Man page |
| NormalQQPlot | Man page |
| NormalQuantileStandardError | Man page |
| NormalSpectralRiskMeasure | Man page |
| NormalVaR | Man page |
| NormalVaRConfidenceInterval | Man page |
| NormalVaRDFPerc | Man page |
| NormalVaRFigure | Man page |
| NormalVaRHotspots | Man page |
| NormalVaRPlot2DCL | Man page |
| NormalVaRPlot2DHP | Man page |
| NormalVaRPlot3D | Man page |
| PCAES | Man page |
| PCAESPlot | Man page |
| PCAPrelim | Man page |
| PCAVaR | Man page |
| PCAVaRPlot | Man page |
| PickandsEstimator | Man page |
| PickandsPlot | Man page |
| ProductCopulaVaR | Man page |
| ShortBlackScholesCallVaR | Man page |
| ShortBlackScholesPutVaR | Man page |
| StopLossLogNormalVaR | Man page |
| TQQPlot | Man page |
| VarianceCovarianceES | Man page |
| VarianceCovarianceVaR | Man page |
| tES | Man page |
| tESDFPerc | Man page |
| tESFigure | Man page |
| tESPlot2DCL | Man page |
| tESPlot2DHP | Man page |
| tESPlot3D | Man page |
| tQuantileStandardError | Man page |
| tVaR | Man page |
| tVaRDFPerc | Man page |
| tVaRESPlot2DCL | Man page |
| tVaRFigure | Man page |
| tVaRPlot2DCL | Man page |
| tVaRPlot2DHP | Man page |
| tVaRPlot3D | Man page |
