import type { array, matrix } from "../types";
/**
 * Historical Conditional Value-At-Risk (CVaR).
 *
 * Univariate historical simulation for Conditional Value-At-Risk.
 * Also known as Expected Shortfall (ES) or Expected Tail Loss (ETL).
 * The CVaR is the expected loss exceeding the VaR.
 *
 * @param x array or matrix of values
 * @param p confidence level in the range [0,1] (def: 0.95)
 * @param amount amount (def: 1)
 * @param dim dimension 0: row, 1: column (def: 0)
 * @return Historical Conditional Value-At-Risk
 *
 * @example Historical conditional VaR for single asset
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * const x = [0.003, 0.026, 0.015, -0.009, 0.014, 0.024, 0.015, 0.066, -0.014, 0.039];
 * assertEquals(histcondvar(x, 0.95), 0.014);
 *
 * ```
 *
 * @example Historical conditional VaR with custom amount
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * const x = [0.003, 0.026, 0.015, -0.009, 0.014, 0.024, 0.015, 0.066, -0.014, 0.039];
 *
 * assertEquals(histcondvar(x, 0.99, 100000), 1400);
 *
 * ```
 *
 * @example Historical conditional VaR for matrix (row-wise)
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * const x = [0.003, 0.026, 0.015, -0.009, 0.014, 0.024, 0.015, 0.066, -0.014, 0.039];
 *
 * const y = [-0.005, 0.081, 0.04, -0.037, -0.061, 0.058, -0.049, -0.021, 0.062, 0.058];
 * const matrix = [x, y];
 * assertEquals(histcondvar(matrix, 0.95, 1, 0), [0.014, 0.061]);
 * ```
 */
export default function histcondvar(x: array, p?: number, amount?: number, dim?: 0 | 1): number;
/**
 * Historical Conditional Value-At-Risk (CVaR).
 *
 * Univariate historical simulation for Conditional Value-At-Risk.
 * Also known as Expected Shortfall (ES) or Expected Tail Loss (ETL).
 * The CVaR is the expected loss exceeding the VaR.
 *
 * @param x array or matrix of values
 * @param p confidence level in the range [0,1] (def: 0.95)
 * @param amount amount (def: 1)
 * @param dim dimension 0: row, 1: column (def: 0)
 * @return Historical Conditional Value-At-Risk
 *
 * @example Historical conditional VaR for single asset
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * const x = [0.003, 0.026, 0.015, -0.009, 0.014, 0.024, 0.015, 0.066, -0.014, 0.039];
 * assertEquals(histcondvar(x, 0.95), 0.014);
 *
 * ```
 *
 * @example Historical conditional VaR with custom amount
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * const x = [0.003, 0.026, 0.015, -0.009, 0.014, 0.024, 0.015, 0.066, -0.014, 0.039];
 *
 * assertEquals(histcondvar(x, 0.99, 100000), 1400);
 *
 * ```
 *
 * @example Historical conditional VaR for matrix (row-wise)
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * const x = [0.003, 0.026, 0.015, -0.009, 0.014, 0.024, 0.015, 0.066, -0.014, 0.039];
 *
 * const y = [-0.005, 0.081, 0.04, -0.037, -0.061, 0.058, -0.049, -0.021, 0.062, 0.058];
 * const matrix = [x, y];
 * assertEquals(histcondvar(matrix, 0.95, 1, 0), [0.014, 0.061]);
 * ```
 */
export default function histcondvar(x: matrix, p?: number, amount?: number, dim?: 0 | 1): array | matrix;
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