Search found 3 matches
- Sun Jul 25, 2010 1:37 pm
- Forum: Programming
- Topic: Likelihood Ratio Test
- Replies: 0
- Views: 3227
Likelihood Ratio Test
Hi, as I have to use LR Test (unconditional coverage) by Kupiec (1995), but unfortunately do have no experience with log likelihood estimation, please could anybody write a code or give some hints for a program for this LR Test: LR= 2{log[(f^x)*((1-f)^(T-x))]-log[(alpha^x)*((1-alpha)^(T-x))]} ~ chi²...
- Sat Jul 24, 2010 3:54 pm
- Forum: Programming
- Topic: IF statement problem
- Replies: 2
- Views: 4474
Re: IF statement problem
Thanks a lot!
- Sat Jul 24, 2010 2:10 pm
- Forum: Programming
- Topic: IF statement problem
- Replies: 2
- Views: 4474
IF statement problem
Hi, would you please help me to find a cause for the following error: else statement unterminated at "if y(!i)<0 then" in the following code. This is actually a program for a value-at-risk (risk metrics) computation for long and short trading positions, thus a need for the if statement: sm...