Description Usage Arguments Value Note

View source: R/helpers-sstModel-computation.R

function to compute the alpha-Expected Shortfall of a vector.

1 | ```
expectedShortfall(x, alpha = 0.01, sup = F, ...)
``` |

`x` |
a numeric vector. The vector from which to compute the expected shortfall. |

`alpha` |
a numeric value. The alpha-Expected Shortfall, must take values
between 0 and 1. Please note that |

`sup` |
a logical value. If |

`...` |
additional parameters. |

a numeric value. The expected shortfall.

Please consider that we include the boundary value into the empirical mean estimation.

sstModel documentation built on May 4, 2018, 1:04 a.m.

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