import type { array, matrix } from "../types";
/**
 * Historical Value-At-Risk.
 *
 * Univariate historical simulation. Single asset
 *
 * @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 period time horizon (def: 1)
 * @param dim dimension 0: row, 1: column (def: 0)
 * @return The calculated Historical Value-At-Risk
 *
 * @example Daily VaR at 95% confidence level
 * ```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(histvar(x, 0.95), 0.013999999999999999);
 *
 * ```
 *
 * @example 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(histvar(x, 0.99, 100000), 1400);
 *
 * ```
 *
 * @example VaR with different confidence level
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * assertEquals(histvar([0.1, -0.2, 0.05, -0.1], 0.75), 0.15);
 * ```
 */
export default function histvar(x: array, p?: number, amount?: number, period?: number, dim?: 0 | 1): number;
/**
 * Historical Value-At-Risk.
 *
 * Univariate historical simulation. Single asset
 *
 * @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 period time horizon (def: 1)
 * @param dim dimension 0: row, 1: column (def: 0)
 * @return The calculated Historical Value-At-Risk
 *
 * @example Daily VaR at 95% confidence level
 * ```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(histvar(x, 0.95), 0.013999999999999999);
 *
 * ```
 *
 * @example 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(histvar(x, 0.99, 100000), 1400);
 *
 * ```
 *
 * @example VaR with different confidence level
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * assertEquals(histvar([0.1, -0.2, 0.05, -0.1], 0.75), 0.15);
 * ```
 */
export default function histvar(x: matrix, p?: number, amount?: number, period?: number, dim?: 0 | 1): array | matrix;
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