Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: finance
See also: empme gpme

Macro: gp1me
Description: gp1me evaluates the mean excess function of the Pareto (GP1) distribution with shape parameter alpha for all elements of a vector.

Usage: r = gp1me(alpha, t)
Input:
alpha scalar, shape parameter
t vector
Output:
r vector

Example:
library("finance")
gp1me(1.5,3)
Result:
Contents of r
[1,]        6 

Library: finance
See also: empme gpme

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Michael Thomas 990503
(C) MD*TECH Method and Data Technologies, 17.8.2000