ESgumbel: Expected Shortfalls of Gumbel distribution
In AntoineUC/Expectrem: Bias-reduced estimation of extreme value index and extreme quantiles, expectiles and Expected Shortfalls
ESgumbel R Documentation
Expected Shortfalls of Gumbel distribution
Description
This function computes the theoretical Expected Shortfalls of the Gumbel distribution.
Usage
ESgumbel(probs, mu = 0, beta = 1)
Arguments
probs
Numeric vector of probabilities with values in [0,1].
mu
Location parameter. Default: 0.
beta
Scale parameter. Default: 1.
Author(s)
Antoine Usseglio-Carleve.
AntoineUC/Expectrem documentation built on Feb. 14, 2025, 11:22 a.m.
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| ESgumbel | R Documentation |
Expected Shortfalls of Gumbel distribution
Description
This function computes the theoretical Expected Shortfalls of the Gumbel distribution.
Usage
ESgumbel(probs, mu = 0, beta = 1)
Arguments
probs |
Numeric vector of probabilities with values in [0,1]. |
mu |
Location parameter. Default: 0. |
beta |
Scale parameter. Default: 1. |
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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