ESkumaraswamy: Expected Shortfalls of the Kumaraswamy distribution
In AntoineUC/Expectrem: Bias-reduced estimation of extreme value index and extreme quantiles, expectiles and Expected Shortfalls
ESkumaraswamy R Documentation
Expected Shortfalls of the Kumaraswamy distribution
Description
This function computes the Expected Shortfalls of the Kumaraswamy distribution.
Usage
ESkumaraswamy(probs, a, b)
Arguments
probs
Numeric vector of probabilities with values in (0,1).
a
First parameter. Must be strictly positive.
b
Second parameter. Must be strictly positive.
Details
The considered distribution has c.d.f. 1-(1-y^a)^b for y in [0,1].
Author(s)
Antoine Usseglio-Carleve
AntoineUC/Expectrem documentation built on Feb. 14, 2025, 11:22 a.m.
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| ESkumaraswamy | R Documentation |
Expected Shortfalls of the Kumaraswamy distribution
Description
This function computes the Expected Shortfalls of the Kumaraswamy distribution.
Usage
ESkumaraswamy(probs, a, b)
Arguments
probs |
Numeric vector of probabilities with values in (0,1). |
a |
First parameter. Must be strictly positive. |
b |
Second parameter. Must be strictly positive. |
Details
The considered distribution has c.d.f. 1-(1-y^a)^b for y in [0,1].
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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