Main Content
summary
Report on failures and severity for basic expected shortfall (ES) using simulations
Syntax
Description
Examples
Input Arguments
Output Arguments
Version History
Introduced in R2017b
See Also
runtests
| conditional
| unconditional
| quantile
| simulate
| minBiasRelative
| minBiasAbsolute
| esbacktestbysim
| esbacktestbyde