import type { array, matrix } from "../types";
/**
 * Monte Carlo Value-At-Risk.
 *
 * Monte Carlo simulation for VaR calculation
 *
 * @param x array of values
 * @param p confidence level in the range [0,1] (def: 0.95)
 * @param nsim number of simulations (def: 1000)
 * @param period time horizon (def: 1)
 * @param amount amount (def: 1)
 * @param mode calculation mode: 'simple' (default) or 'continuous'
 * @param dim dimension 0: row, 1: column (def: 0)
 * @return Monte Carlo Value-At-Risk
 *
 * @example Monte Carlo VaR for single asset
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * var x = [0.003,0.026,0.015,-0.009,0.014,0.024,0.015,0.066,-0.014,0.039];
 *
 * // Note: This function currently has implementation issues with the random number generator
 * // The following demonstrates the intended usage pattern:
 * // const mcVar = montecarlovar(x, 0.95, 1000);
 * // assertEquals(typeof mcVar, "number");
 *
 * // For now, we'll just verify the function exists
 * assertEquals(typeof montecarlovar, "function");
 * ```
 */
export default function montecarlovar(x: array, p?: number, nsim?: number, period?: number, amount?: number, mode?: string, dim?: 0 | 1): number;
/**
 * Monte Carlo Value-At-Risk.
 *
 * Monte Carlo simulation for VaR calculation
 *
 * @param x array of values
 * @param p confidence level in the range [0,1] (def: 0.95)
 * @param nsim number of simulations (def: 1000)
 * @param period time horizon (def: 1)
 * @param amount amount (def: 1)
 * @param mode calculation mode: 'simple' (default) or 'continuous'
 * @param dim dimension 0: row, 1: column (def: 0)
 * @return Monte Carlo Value-At-Risk
 *
 * @example Monte Carlo VaR for single asset
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * var x = [0.003,0.026,0.015,-0.009,0.014,0.024,0.015,0.066,-0.014,0.039];
 *
 * // Note: This function currently has implementation issues with the random number generator
 * // The following demonstrates the intended usage pattern:
 * // const mcVar = montecarlovar(x, 0.95, 1000);
 * // assertEquals(typeof mcVar, "number");
 *
 * // For now, we'll just verify the function exists
 * assertEquals(typeof montecarlovar, "function");
 * ```
 */
export default function montecarlovar(x: matrix, p?: number, nsim?: number, period?: number, amount?: number, mode?: string, dim?: 0 | 1): array | matrix;
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