var_tests v1.0

This library var_tests consists of:

• Binomial test
• Traffic light test
• Kupiec’s POF test
• Christoffersen’s test
• Dynamic Quantile test

Documentation:

• https://github.com/yatshunlee/CAViaR-Project/blob/main/doc/vartest.md

caviar v0.1-alpha

It supported:

• four CAViaR specifications in the paper: CAViaR by Engle and Manganelli in 2004, but "a different optimization method".
• frequentist approach by Chen et al. (2012) in the paper: Forecasting Value-at-Risk using nonlinear regression quantiles and the
  intra-day range
• the original DQ test approach referred to the code in Manganelli's website

It is set as an alpha version since the solution is never giving a satisfied solution. It only has a better solution. So, please use with caution.