norm_mom: Fit the data to a normal curve and compute the moments of the...

In AnnuityRIR: Annuity Random Interest Rates

Description

Fit the data to a normal curve and compute the moments of the normal distribution according to the definition (as integral).

Usage

norm_mom(data,order)

Arguments

data	A vector X of interest rates.
order	The order of moment that should be computed.

Author(s)

Salvador Cruz Rambaud, Fabrizio Maturo, Ana María Sánchez Pérez

Source

Cruz Rambaud, S.; Maturo, F. and Sánchez Pérez A. M. (2015): “Approach of the value of an annuity when non-central moments of the capitalization factor are known: an R application with interest rates following normal and beta distributions”. Ratio Mathematica, 28(1), pp. 15-30. doi: 10.23755/rm.v28i1.25.

Examples

#example 1
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
norm_mom(data,5)

AnnuityRIR documentation built on May 1, 2019, 8:22 p.m.