Generate a list of vectors of characters from a vector of probabilities
Generate vector of characters from a vector of probabilities, replacing
0. by letters:
VaR.: Value-at-Risk, positive in most cases.
c.: corrective tail coefficient = (q - m) / (q_logistic_function - m).
ltm.: left tail mean (signed ES on the left tail, usually negative).
rtm.: right tail mean (signed ES on the right tail, usually positive).
dtmq.: (p<=0.5 left, p>0.5 right) tail mean minus quantile.
ES.: expected shortfall, positive in most cases.
h.: corrective ES = (ES - m) / (ES_logistic_function - m).
desv.: ES - VaR, usually positive.
l.: quantile of the tangent logistic function.
dl.: quantile - quantile_logistic_function.
g.: quantile of the Laplace-Gauss function.
dg.: quantile - quantile_Laplace_Gauss_function.
The result is a list of vectors.
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a vector of ordered probabilities with 0 and 1 excluded.
1 2 3