ESexp: Expected Shortfalls of the exponential distribution
In AntoineUC/Expectrem: Bias-reduced estimation of extreme value index and extreme quantiles, expectiles and Expected Shortfalls
ESexp R Documentation
Expected Shortfalls of the exponential distribution
Description
This function computes the theoretical Expected Shortfalls of the exponential distribution.
Usage
ESexp(probs,lambda=1)
Arguments
probs
Numeric vector of probabilities with values in (0,1).
lambda
Parameter (inverse of the mean) of the exponential distribution.
Author(s)
Antoine Usseglio-Carleve
AntoineUC/Expectrem documentation built on Feb. 14, 2025, 11:22 a.m.
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| ESexp | R Documentation |
Expected Shortfalls of the exponential distribution
Description
This function computes the theoretical Expected Shortfalls of the exponential distribution.
Usage
ESexp(probs,lambda=1)
Arguments
probs |
Numeric vector of probabilities with values in (0,1). |
lambda |
Parameter (inverse of the mean) of the exponential distribution. |
Author(s)
Antoine Usseglio-Carleve
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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