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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "ExactVaRTest" in publications use:'
type: software
license: GPL-3.0-or-later
title: 'ExactVaRTest: Exact Finite-Sample Value-at-Risk Back-Testing'
version: 0.1.3
doi: 10.32614/CRAN.package.ExactVaRTest
abstract: Provides fast dynamic-programming algorithms in 'C++'/'Rcpp' (with pure
  'R' fallbacks) for the exact finite-sample distributions and p-values of Christoffersen
  (1998) independence (IND) and conditional-coverage (CC) VaR backtests. For completeness,
  it also provides the exact unconditional-coverage (UC) test following Kupiec (1995)
  via a closed-form binomial enumeration. See Christoffersen (1998) <https://doi.org/10.2307/2527341>
  and Kupiec (1995) <https://doi.org/10.3905/jod.1995.407942>.
authors:
- family-names: Chen
  given-names: Yujian
  email: yjc4996@gmail.com
repository: https://yujianchen219.r-universe.dev
repository-code: https://github.com/YujianCHEN219/ExactVaRTest
commit: c49a9200263f90a6f28fba9282b9a68c3e43ad73
url: https://github.com/YujianCHEN219/ExactVaRTest
date-released: '2025-08-25'
contact:
- family-names: Chen
  given-names: Yujian
  email: yjc4996@gmail.com