Description Usage Arguments Author(s) Source Examples

View source: R/PV_pre_mood_pm.R

Compute the present expected value of
an *n*-payment annuity, with payments of 1 unit each made at the
beginning of every year (annuity-due), valued at the rate *X*,
with the method of Mood *et al.* using some positive moments of the distribution.

1 | ```
PV_pre_mood_pm(data,years)
``` |

`data` |
A vector of interest rates. |

`years` |
The number of years of the income. Default is 10 years. |

Salvador Cruz Rambaud, Fabrizio Maturo, Ana María Sánchez Pérez

Cruz Rambaud, S.; Maturo, F. and Sánchez Pérez A. M. (2017): “Expected present and final value
of an annuity when some non-central moments of the capitalization factor are unknown: Theory and an
application using R”. In Š. Hošková-Mayerová, *et al.* (Eds.), *Mathematical-Statistical Models
and Qualitative Theories for Economic and Social Sciences* (pp. 233-248). Springer, Cham.
doi:10.1007/978-3-319-54819-7_16.

1 2 3 4 5 6 7 8 9 10 11 12 13 14 | ```
#example 1
data=c(0.298,0.255,0.212,0.180,0.165,0.163,0.167,0.161,0.154,
0.128,0.079,0.059,0.042,-0.008,-0.012,-0.002)
PV_pre_mood_pm(data)
# example 2
data<-rnorm(n=30,m=0.3,sd=0.01)
PV_pre_mood_pm(data)
# example 3
data = c(1.77,1.85,1.85,1.84,1.84,1.83,1.85,1.85,1.88,1.85,1.80,1.84,1.91,1.85,1.84,1.85,
1.86,1.85,1.88,1.86)
data=data/100
PV_pre_mood_pm(data)
``` |

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