[R-SIG-Finance] Backtesting (Kupiec) and Measure Stock's Portoflio using EVT

[Eko andryanto Prakasa]

hai all,
i'm a beginner in using R and just start to use it......
i have measured VaR and i want to do backtesting using Kupiec test......
is there any package for measure backtesting?
and how is the procedure to measure portfolio stock risk using EVT? is there any package to measure it?
 
thanks for the attention .......
 
 
Eko A P