Uses of Record Class
com.quantfinlib.risk.VarBacktest.VarBacktestResult

Packages that use VarBacktest.VarBacktestResult

Package	Description
com.quantfinlib.risk	Risk measurement, decomposition, limits and model validation.

Uses of VarBacktest.VarBacktestResult in com.quantfinlib.risk

Methods in com.quantfinlib.risk that return VarBacktest.VarBacktestResult

Modifier and Type	Method	Description
static VarBacktest.VarBacktestResult	VarBacktest.test(double[] returns, double[] varForecasts, double confidence)	Backtests a VaR forecast series.
static VarBacktest.VarBacktestResult	VarBacktest.test(double[] returns, double constantVar, double confidence)	Backtests a constant VaR (positive loss fraction) against realized returns.