# triangular_moments_dis_U: Compute the negative moments of the fitted triangular... In AnnuityRIR: Annuity Random Interest Rates

## Description

Compute the negative moments of the fitted triangular distribution of the random variable "capitalization factor" U according to the definition (as integral).

## Usage

 `1` ```triangular_moments_dis_U(data,order) ```

## Arguments

 `data` A vector of interest rates as percentage. `order` The order of moment of the triangular distribution

## Author(s)

Salvador Cruz Rambaud, Fabrizio Maturo, Ana María Sánchez Pérez

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15``` ```# 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) triangular_moments_dis_U(data,1) triangular_moments_dis_U(data,2) triangular_moments_dis_U(data,3) triangular_moments_dis_U(data,4) # example 2 - first 10 negative moments of fitted triangular distribution #(an example from normal distributed simulated data) data<-rnorm(n=200,m=0.75,sd=0.2) triangular_parameters(data) first10negmoments=rep(NA,10) for (i in 1:10) first10negmoments[i]=triangular_moments_dis_U(data,i) first10negmoments ```

AnnuityRIR documentation built on Nov. 17, 2017, 4:23 a.m.