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Conditional expected shortfall (ES) backtest

`TestResults = conditional(ebts)`

`[TestResults,SimTestStatistic] = conditional(ebts,Name,Value)`

runs the conditional ES backtest of Acerbi-Szekely (2014). The conditional test
has two underlying tests, a preliminary Value-at-Risk (VaR) backtest that is
specified using the name-value pair argument `TestResults`

= conditional(`ebts`

)`VaRTest`

, and
the standalone conditional ES backtest. A `'reject'`

result on
either underlying test produces a `'reject'`

result on the
conditional test.

`[`

adds optional name-value pair arguments for `TestResults`

,`SimTestStatistic`

] = conditional(`ebts`

,`Name,Value`

)`TestLevel`

and
`VaRTest`

.

[1] Acerbi, C. and Szekely, B. *Backtesting Expected
Shortfall.* MSCI Inc. December, 2014.

`bin`

| `cc`

| `cci`

| `esbacktestbysim`

| `pof`

| `quantile`

| `runtests`

| `simulate`

| `summary`

| `tbf`

| `tbfi`

| `tl`

| `tuff`

| `unconditional`

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