# Calculates Quantiles and Expected Shortfalls

### Description

Makes a rapid calculation of point estimates of prescribed
quantiles and expected shortfalls using the output of the
function `gpd`

.

### Usage

1 | ```
riskmeasures(x, p)
``` |

### Arguments

`x` |
results of a |

`p` |
a vector of probability levels |

### Details

This function simply calculates point estimates and (at present)
makes no attempt to calculate confidence intervals for the risk
measures. If confidence levels are required use `gpd.q`

and
`gpd.sfall`

which interact with graphs of the tail of a loss
distribution and are much slower.

### Value

A matrix with three columns: probability level, quantile estimate, shortfall estimate.

### See Also

`gpd`

, `tailplot`

,
`gpd.q`

, `gpd.sfall`

### Examples

1 2 3 4 5 |