expect: Empirical expectiles
In AntoineUC/Expectrem: Bias-reduced estimation of extreme value index and extreme quantiles, expectiles and Expected Shortfalls
expect R Documentation
Empirical expectiles
Description
This function computes empirical expectiles corresponding to the given probabilities.
Usage
expect(X, probs)
Arguments
X
Data vector.
probs
Numeric vector of probabilities with values in (0,1).
Author(s)
Antoine Usseglio-Carleve
See Also
quantile
AntoineUC/Expectrem documentation built on June 9, 2025, 1:48 p.m.
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| expect | R Documentation |
Empirical expectiles
Description
This function computes empirical expectiles corresponding to the given probabilities.
Usage
expect(X, probs)
Arguments
X |
Data vector. |
probs |
Numeric vector of probabilities with values in (0,1). |
Author(s)
Antoine Usseglio-Carleve
See Also
quantile
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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