ESt: Expected Shortfalls of Student distribution
In AntoineUC/Expectrem: Bias-reduced estimation of extreme value index and extreme quantiles, expectiles and Expected Shortfalls
ESt R Documentation
Expected Shortfalls of Student distribution
Description
This function computes the theoretical Expected Shortfalls of the Student distribution.
Usage
ESt(probs, df, mu = 0, sigma = 1)
Arguments
probs
Numeric vector of probabilities with values in [0,1].
df
Degrees of freedom parameter. Default: 2.
mu
Location parameter. Default: 0.
sigma
Scale parameter. Default: 1.
Author(s)
Antoine Usseglio-Carleve
AntoineUC/Expectrem documentation built on Feb. 14, 2025, 11:22 a.m.
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.
| ESt | R Documentation |
Expected Shortfalls of Student distribution
Description
This function computes the theoretical Expected Shortfalls of the Student distribution.
Usage
ESt(probs, df, mu = 0, sigma = 1)
Arguments
probs |
Numeric vector of probabilities with values in [0,1]. |
df |
Degrees of freedom parameter. Default: 2. |
mu |
Location parameter. Default: 0. |
sigma |
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.