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: gpme gp1me

Quantlet: empme
Description: empme evalatues the empirical mean excess function of the data set x at the points t

Usage: r = empme (x, t)
Input:
x vector, data set
t vector
Output:
r vector

Example:

library("finance")

x=sort(randx("gp",100,1))

r=empme(x,x[1:99])

r

Result:

vector with empirical mean excess function


Library: finance
See also: gpme gp1me

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, 21.9.2000