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KupiecTest

rustyqlib::risk::backtest

Struct KupiecTest 

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pub struct KupiecTest {
    pub exceptions: usize,
    pub observations: usize,
    pub expected: f64,
    pub lr_statistic: f64,
    pub rejected: bool,
}
Expand description

Result of a Kupiec POF likelihood-ratio test.

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§exceptions: usize

Observed VaR exceptions.

§observations: usize§expected: f64

Exceptions implied by the VaR level.

§lr_statistic: f64

Likelihood-ratio statistic (chi-squared with 1 dof under H0).

§rejected: bool

True when the model is rejected at the 95% test level (LR > 3.841).

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impl Clone for KupiecTest

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fn clone(&self) -> KupiecTest

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Copy for KupiecTest

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impl Debug for KupiecTest

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> Pointable for T

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const ALIGN: usize

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type Init = T

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unsafe fn init(init: <T as Pointable>::Init) -> usize

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unsafe fn deref<'a>(ptr: usize) -> &'a T

Dereferences the given pointer. Read more
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unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

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unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more
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type Owned = T

The resulting type after obtaining ownership.
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fn clone_into(&self, target: &mut T)

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impl<T, U> TryFrom<U> for T
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type Error = Infallible

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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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impl<T, U> TryInto<U> for T
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type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

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fn vzip(self) -> V