Description Usage Arguments Value Author(s) References Examples
Computes the omega risk measure for a given ditribution
1 |
spec |
a character string specifying the distribution (for example, "norm" corresponds to the standard normal) |
alpha |
a real valued parameter, see Chan and Nadarajah for details |
a |
the lower end point of the distribution specified by |
b |
the upper end point of the distribution specified by |
... |
other parameters |
An object of the same length as alpha
, giving the omega risk measure of the distribution specified by spec
Stephen Chan, Saralees Nadarajah
S. Chan and S. Nadarajah, Risk: An R package for risk measures, submitted
W. F. Shadwick and C. Keating, A universal performance measure, Journal of Performance Measurement, 2002
1 |
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