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runtests
Run all expected shortfall (ES) backtests for esbacktest
object
Description
runs all the tests for the TestResults
= runtests(ebt
)esbacktest
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(ebt
,Name,Value
)TestLevel
.
Examples
Input Arguments
Output Arguments
Version History
Introduced in R2017b