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 gp1me

Macro: gpme
Description: gpme evaluates the mean excess function of the GP distribution with shape parameter gamma for all elements of a vector.

Usage: r = gpme(gamma, t)
Input:
gamma scalar, shape parameter
t vector
Output:
r vector

Example:
library("finance")
gpme(0.5,3)
Result:
5

Library: finance
See also: empme 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, 28.6.1999