| Usage: |
out0 = VaRauxdiagcat(a,b,sig,real,g)
|
| Input: |
| a | scalar, lower limit for the interval.
|
| b | scalar, upper limit for the interval.
|
| sig | nx1 vector of predicted standard deviations
(assume normality)
|
| real | nx1 vector of realizations.
|
| g | scalar, number of grid points.
|
| Output: |
| out0 | g x 3 matrix, the "contingency table",
1st column contains relative frequencies
of predicted probabilities.
2nd and 3rd column contain relative
frequencies of predicted probabilities
conditioned on the result (whether the observations
fall inside or outside the specified interval) |