runtests
Run all expected shortfall backtests (ES) for
esbacktestbysim
object
Description
runs all the tests for the TestResults
= runtests(ebts
)esbacktestbysim
object.
runtests
reports only the final test result. For test
details, such as p-values, run the individual tests:
adds an optional name-value pair argument for TestResults
= runtests(ebts
,Name,Value
)TestLevel
.
Examples
Input Arguments
Name-Value Arguments
Output Arguments
Version History
Introduced in R2017b
See Also
summary
| conditional
| unconditional
| quantile
| simulate
| minBiasRelative
| minBiasAbsolute
| esbacktestbysim
| esbacktestbyde