Generate a list of vectors of characters from a vector of probabilities

Description

Generate vector of characters from a vector of probabilities, replacing 0. by letters:

  • p. : probability.

  • q. : quantile.

  • 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.

, q., VaR., c., ltm., rtm., ES., h., l., dl., g., dg.. The result is a list of vectors.

Usage

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getnamesk(probak = pprobs2, check = TRUE)

getnprobak(probak = pprobs2, check = TRUE)

Arguments

probak

a vector of ordered probabilities with 0 and 1 excluded.

check

boolean. Apply checkquantiles function.

See Also

Probabilities: pprobs0

Examples

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