Description Usage Arguments Details Value Examples
Uniform distribution with min a and max b.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 | expValUnif(min = 0, max = 1)
varUnif(min = 0, max = 1)
kthMomentUnif(k, min = 0, max = 1)
expValLimUnif(d, min = 0, max = 1)
expValTruncUnif(d, min = 0, max = 1, less.than.d = TRUE)
stopLossUnif(d, min = 0, max = 1)
meanExcessUnif(d, min = 0, max = 1)
VatRUnif(kap, min = 0, max = 1)
TVatRUnif(kap, min = 0, max = 1)
mgfUnif(t, min = 0, max = 1)
|
min |
lower and upper limits of the distribution. Must be finite. |
max |
lower and upper limits of the distribution. Must be finite. |
k |
kth-moment. |
d |
cut-off value. |
less.than.d |
logical; if |
kap |
probability. |
t |
t. |
The (continuous) uniform distribution with min and max parameters a and b respectively has density:
f(x) = 1 / (b - a) x 1_{a <= x <= b}
for a <= x <= b.
Function :
expValUnif
gives the expected value.
varUnif
gives the variance.
kthMomentUnif
gives the kth moment.
expValLimUnif
gives the limited mean.
expValTruncUnif
gives the truncated mean.
stopLossUnif
gives the stop-loss.
meanExcessUnif
gives the mean excess loss.
VatRUnif
gives the Value-at-Risk.
TVatRUnif
gives the Tail Value-at-Risk.
Invalid parameter values will return an error detailing which parameter is problematic.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 | expValUnif(min = 3, max = 4)
varUnif(min = 3, max = 4)
kthMomentUnif(k = 2, min = 3, max = 4)
expValLimUnif(d = 3, min = 2, max = 4)
expValTruncUnif(d = 3, min = 2, max = 4)
# Values greather than d
expValTruncUnif(d = 3, min = 2, max = 4, less.than.d = FALSE)
stopLossUnif(d = 3, min = 2, max = 4)
meanExcessUnif(d = 2, min = 2, max = 4)
VatRUnif(kap = .99, min = 3, max = 4)
TVatRUnif(kap = .99, min = 3, max = 4)
mgfUnif(t = 2, min = 0, max = 1)
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