triangular_moments_dis_U: Compute the negative moments of the fitted triangular...

Description Usage Arguments Author(s) Examples

View source: R/triangular_moments_dis_U.R

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

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

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# 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.