tempirical: Density function of truncated empirical distribution

In casact/cascsim: Casualty Actuarial Society Individual Claim Simulator

Density function of truncated empirical distribution

Description

Density function of truncated empirical distribution

Cumulative probability function of truncated empirical distribution

Quantile function of truncated empirical distribution max(0,min(claim,limit)-deductible)

Random generation of Truncated empirical distribution max(0,min(claim,limit)-deductible)

Usage

dtempirical(x, cdf, min = 0, max = 1e+09)

ptempirical(q, cdf, min = 0, max = 1e+05)

qtempirical(p, cdf, min = 0, max = 1e+05)

rtempirical(n, cdf, min = 0, max = 1e+05)

Arguments

x	Value of the variable after deductible and limit max(0,min(claim,limit)-deductible)
cdf	empirical distribution (cdf for continuous distribution and pmf for discrete distribution)
min	Left truncation deductible
max	Right truncation limit
q	Value of the variable after deductible and limit max(0,min(claim,limit)-deductible)
p	Value of the probability
n	Number of samples

Examples

#discrete distribution
dtempirical(3,matrix(c(0.1,0.2,0.3,0.05,0.05,0.2,0.1,1:6,10),7,2),3,100)
#continuous distribution
dtempirical(30,matrix(c(seq(0.01,1,0.01),qnorm(seq(0.01,1,0.01),30,20)),100,2),200,10000000)
#discrete distribution
ptempirical(c(3,5,10),matrix(c(0.1,0.2,0.3,0.05,0.05,0.2,0.1,1:6,10),7,2),3,100)
#continuous distribution
ptempirical(350,matrix(c(seq(0.01,1,0.01),cumprod(c(1,rep(1.1,99)))),100,2),200,10000000)
#discrete distribution
qtempirical(c(0.3,0.65,1),matrix(c(0.1,0.2,0.3,0.05,0.05,0.2,0.1,1:6,10),7,2),3,100)
#continuous distribution
qtempirical(c(0.3,0.65,0.8),matrix(c(seq(0.01,1,0.01),
cumprod(c(1,rep(1.1,99)))),100,2),200,10000000)
#discrete distribution
rtempirical(100,matrix(c(0.1,0.2,0.3,0.05,0.05,0.2,0.1,1:6,10),7,2),3,100)
#continuous distribution
rtempirical(100,matrix(c(seq(0.01,1,0.01),cumprod(c(1,rep(1.1,99)))),100,2),200,10000000)

casact/cascsim documentation built on Nov. 12, 2022, 11:53 p.m.