import type { array, matrix } from "../types";
/**
 * Parametric Value-At-Risk.
 *
 * Parametric Value-At-Risk assuming returns are normally distributed.
 * It can work with numbers, arrays, row vectors, and column vectors.
 *
 * @param mu mean value (def: 0)
 * @param sigma standard deviation (def: 1)
 * @param p VaR confidence level in range [0,1] (def: 0.95)
 * @param amount portfolio/asset amount (def: 1)
 * @param period time horizon (def: 1)
 * @return Parametric Value-At-Risk
 *
 * @example VaR with default parameters
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * assertEquals(paramvar(0, 1), 1.6448536127562643);
 *
 * ```
 *
 * @example VaR with arrays
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * assertEquals(paramvar([0, 0, 0], [1, 2, 3]), [1.6448536127562643, 3.2897072255125286, 4.934560838268792]);
 *
 * ```
 *
 * @example Parametric VaR for a single asset
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * assertEquals(paramvar(0.0179, 0.023230487630602065), 0.020310751505285517);
 * ```
 */
export default function paramvar(mu: number, sigma: number, p?: number, amount?: number, period?: number): number;
/**
 * Parametric Value-At-Risk.
 *
 * Parametric Value-At-Risk assuming returns are normally distributed.
 * It can work with numbers, arrays, row vectors, and column vectors.
 *
 * @param mu mean value (def: 0)
 * @param sigma standard deviation (def: 1)
 * @param p VaR confidence level in range [0,1] (def: 0.95)
 * @param amount portfolio/asset amount (def: 1)
 * @param period time horizon (def: 1)
 * @return Parametric Value-At-Risk
 *
 * @example VaR with default parameters
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * assertEquals(paramvar(0, 1), 1.6448536127562643);
 *
 * ```
 *
 * @example VaR with arrays
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * assertEquals(paramvar([0, 0, 0], [1, 2, 3]), [1.6448536127562643, 3.2897072255125286, 4.934560838268792]);
 *
 * ```
 *
 * @example Parametric VaR for a single asset
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * assertEquals(paramvar(0.0179, 0.023230487630602065), 0.020310751505285517);
 * ```
 */
export default function paramvar(mu: array, sigma: array, p?: number, amount?: number, period?: number): array;
/**
 * Parametric Value-At-Risk.
 *
 * Parametric Value-At-Risk assuming returns are normally distributed.
 * It can work with numbers, arrays, row vectors, and column vectors.
 *
 * @param mu mean value (def: 0)
 * @param sigma standard deviation (def: 1)
 * @param p VaR confidence level in range [0,1] (def: 0.95)
 * @param amount portfolio/asset amount (def: 1)
 * @param period time horizon (def: 1)
 * @return Parametric Value-At-Risk
 *
 * @example VaR with default parameters
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * assertEquals(paramvar(0, 1), 1.6448536127562643);
 *
 * ```
 *
 * @example VaR with arrays
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * assertEquals(paramvar([0, 0, 0], [1, 2, 3]), [1.6448536127562643, 3.2897072255125286, 4.934560838268792]);
 *
 * ```
 *
 * @example Parametric VaR for a single asset
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * assertEquals(paramvar(0.0179, 0.023230487630602065), 0.020310751505285517);
 * ```
 */
export default function paramvar(mu: matrix, sigma: matrix, p?: number, amount?: number, period?: number): array | matrix;
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