Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: VaR
See also: VaRest VaRopt VaRdiagplot VaRdiagtable VaRgrdiag

Macro: VaRauxdiagcat
Description: subroutine for VaRdiagtable.

Usage: out0 = VaRauxdiagcat(a,b,sig,real,g)
Input:
a scalar, lower limit for the interval.
b scalar, upper limit for the interval.
sig nx1 vector of predicted standard deviations (assume normality)
real nx1 vector of realizations.
g scalar, number of grid points.
Output:
out0 g x 3 matrix, the "contingency table", 1st column contains relative frequencies of predicted probabilities. 2nd and 3rd column contain relative frequencies of predicted probabilities conditioned on the result (whether the observations fall inside or outside the specified interval)

Library: VaR
See also: VaRest VaRopt VaRdiagplot VaRdiagtable VaRgrdiag

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Zdenek Hlavka, 2000/07/13
(C) MD*TECH Method and Data Technologies, 17.8.2000