Exact Finite-Sample Value-at-Risk Back-Testing R package ExactVaRTest version 0.1.3 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) <doi:10.2307/2527341> and Kupiec (1995) <doi:10.3905/jod.1995.407942>. Software Depends: R (>= 3.5.0) Imports: Rcpp, stats LinkingTo: Rcpp Suggests: bench, dplyr, tidyr, purrr, ggplot2, xts, quantmod, knitr, rmarkdown, testthat (>= 3.0.0) Yujian Chen <yjc4996@gmail.com> Comprehensive R Archive Network (CRAN) Yujian Chen [aut, cre] GPL (>= 3) 2025-08-22 application/tgz https://CRAN.R-project.org/package=ExactVaRTest doi:10.32614/CRAN.package.ExactVaRTest en-US