| Library: | finance |
| See also: | gpme gp1me |
| Macro: | 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 | |
library("finance")
x=sort(randx("gp",100,1))
r=empme(x,x[1:99])
r
vector with empirical mean excess function
| Library: | finance |
| See also: | gpme gp1me |