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