R package citation, R package reverse dependencies, R package scholars, install an r package from GitHub hy is package acceptance pending why is package undeliverable amazon why is package on hold dhl tour packages why in r package r and r package full form why is r free why r is bad which r package to install which r package has which r package which r package version which r package readxl which r package ggplot which r package fread which r package license where is package.json where is package-lock.json where is package.swift where is package explorer in eclipse where is package where is package manager unity where is package installer android where is package manager console in visual studio who r package which r package to install which r package version who is package who is package deal who is package design r and r package full form r and r package meaning what r package has what package r what is package in java what is package what is package-lock.json what is package in python what is package.json what is package installer do r package can't install r packages r can't find package r can't load package can't load xlsx package r can't install psych package r can't install sf package r Write if else in NONMEM pk pd
ExactVaRTest
View on CRAN: Click
here
Download and install ExactVaRTest package within the R console
Install from CRAN:
install.packages("ExactVaRTest")
Install from Github:
library("remotes")
install_github("cran/ExactVaRTest") Install by package version:
library("remotes")
install_version("ExactVaRTest", "0.1.3") Attach the package and use:
library("ExactVaRTest")
Maintained by
Yujian Chen
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-08-22
Latest Update: 2025-08-22
Description:
Provides fast dynamic-programming algorithms in 'C++'/'Rcpp' (with pure 'R' fallbacks) for the exact finite-sample distributions and p-values of Christoffersen (1998) independence (IND) and conditional-coverage (CC) VaR backtests. For completeness, it also provides the exact unconditional-coverage (UC) test following Kupiec (1995) via a closed-form binomial enumeration. See Christoffersen (1998) <doi:10.2307/2527341> and Kupiec (1995) <doi:10.3905/jod.1995.407942>.
How to cite:
Yujian Chen (2025). ExactVaRTest: Exact Finite-Sample Value-at-Risk Back-Testing. R package version 0.1.3, https://cran.r-project.org/web/packages/ExactVaRTest. Accessed 24 Oct. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited ExactVaRTest R package
View ExactVaRTest citation profile
Other R packages that ExactVaRTest depends,
imports, suggests or enhances
Complete documentation for ExactVaRTest
Functions, R codes and Examples using
the ExactVaRTest R package
Full ExactVaRTest package
functions and examples
Downloads during the last 30 days
Today's Hot Picks in Authors and Packages
r3PG
Provides a flexible and easy-to-use interface for the Physiological Processes Predicting Growth (3-P ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Volodymyr Trotsiuk (view profile)
visdat
Create preliminary exploratory data visualisations of an entire dataset to identify problems or une ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Nicholas Tierney (view profile)
funprog
High-order functions for data manipulation : sort or group data, given one
or more auxiliary func ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Pierre-Yves Berrard (view profile)
RcmdrPlugin.depthTools
We provide an Rcmdr plug-in based on the depthTools
package, which implements different robust stat ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Aurora Torrente (view profile)
quickcode
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)
extlasso
Estimates coefficients of extended LASSO penalized linear regression and generalized linear models. ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: B N Mandal (view profile)
29,218
R Packages
247,686
Dependencies
77,281
Author Associations
29,081
Publication Badges
