pprobs0: Several Vectors of Probabilities

In FatTailsR: Kiener Distributions and Fat Tails in Finance

Several Vectors of Probabilities

Description

Several vectors of probabilities used in FatTailsR. Remark: pprobs5 <- sort(c(pprobs2, pprobs3, pprobs4)).

pprobs0 <- c(0.01, 0.05, 0.10, 0.25, 0.50, 0.75, 0.90, 0.95, 0.99)

pprobs1 <- c(0.01, 0.05, 0.95, 0.99)

pprobs2 <- c(0.01, 0.025, 0.05, 0.95, 0.975, 0.99)

pprobs3 <- c(0.001, 0.0025, 0.005, 0.995, 0.9975, 0.999)

pprobs4 <- c(0.0001, 0.00025, 0.0005, 0.9995, 0.99975, 0.9999)

pprobs5 <- c(0.0001, 0.00025, 0.0005, 0.001, 0.0025, 0.005, 0.01, 0.025, 0.05, 0.95, 0.975, 0.99, 0.995, 0.9975, 0.999, 0.9995, 0.99975, 0.9999)

pprobs6 <- c(0.0001, 0.0005, 0.001, 0.005, 0.01, 0.05, 0.50, 0.95, 0.99, 0.995, 0.999, 0.9995, 0.9999)

pprobs7 <- c(0.01, 0.025, 0.05, 0.10, 0.17, 0.25, 0.33, 0.41, 0.50, 0.59, 0.67, 0.75, 0.83, 0.90, 0.95, 0.975, 0.99)

pprobs8 <- c(0.001, 0.0025, 0.005, 0.01, 0.025, 0.05, 0.10, 0.17, 0.25, 0.33, 0.41, 0.50, 0.59, 0.67, 0.75, 0.83, 0.90, 0.95, 0.975, 0.99, 0.995, 0.9975, 0.999)

pprobs9 <- c(0.0001, 0.00025, 0.0005, 0.001, 0.0025, 0.005, 0.01, 0.025, 0.05, 0.10, 0.17, 0.25, 0.33, 0.41, 0.50, 0.59, 0.67, 0.75, 0.83, 0.90, 0.95, 0.975, 0.99, 0.995, 0.9975, 0.999, 0.9995, 0.99975, 0.9999)

Usage

pprobs0

pprobs1

pprobs2

pprobs3

pprobs4

pprobs5

pprobs6

pprobs7

pprobs8

pprobs9

Format

An object of class numeric of length 9.

An object of class numeric of length 4.

An object of class numeric of length 6.

An object of class numeric of length 6.

An object of class numeric of length 6.

An object of class numeric of length 18.

An object of class numeric of length 13.

An object of class numeric of length 17.

An object of class numeric of length 23.

An object of class numeric of length 29.

See Also

The conversion function getnamesk

FatTailsR documentation built on May 29, 2024, 1:33 a.m.