R: Exact Finite-Sample Value-at-Risk Back-Testing

# Exact Finite-Sample Value-at-Risk Back-Testing

## Documentation for package ‘ExactVaRTest’ version 0.1.3

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

ExactVaRTest-package | ExactVaRTest – Exact Finite-Sample VaR Back-Testing
backtest_all | Exact UC/IND/CC back‑tests in one call
backtest_lr | Exact finite‑sample back‑test for a VaR exception series
ExactVaRTest | ExactVaRTest – Exact Finite-Sample VaR Back-Testing
lr_cc_dist | Exact LR_cc (and LR_uc) distribution (auto‑select engine)
lr_cc_stat | Christoffersen LR_cc statistic
lr_ind_dist | Exact LR_ind distribution (auto‑select engine)
lr_ind_stat | Christoffersen LR_ind statistic
lr_uc_dist | Exact LR_uc distribution (closed‑form binomial)
lr_uc_stat | Christoffersen LR_uc statistic
print.ExactVaRBacktest | Print method for ExactVaRBacktest
print.ExactVaRBacktestAll | Print method for ExactVaRBacktestAll
pval_lr_cc | Exact p-value for LR_cc
pval_lr_ind | Exact p-value for LR_ind
pval_lr_uc | Exact p-value for LR_uc