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