getVaRViolations: VaR Violations Extract VaR Violations from a VaR Backtest
In GARPFRM: Global Association of Risk Professionals: Financial Risk Manager
Description
Usage
Arguments
Value
Author(s)
See Also
Description
VaR Violations
Extract VaR Violations from a VaR Backtest
Usage
1
getVaRViolations(object, ...)
Arguments
object
an object created by backtestVaR.
...
not currently used
#'
Value
xts object of VaR violations
Author(s)
Ross Bennett
See Also
GARPFRM documentation built on May 2, 2019, 5:45 p.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.
Description Usage Arguments Value Author(s) See Also
Description
VaR Violations Extract VaR Violations from a VaR Backtest
Usage
1 | getVaRViolations(object, ...)
|
Arguments
object |
an object created by |
... |
not currently used #' |
Value
xts object of VaR violations
Author(s)
Ross Bennett
See Also
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.