R/semiparmean.R

In swager/semipartail: Semiparametric tail estimation

#' Semiparametric estimate of the expectation of the main population
#'
#' @param main.sample the sample of interest
#' @param background.sample a (usually large) background sample
#'        used to stabilize tail inference
#' @param threshold threshold defining the beginning of the tail
#'        (selected automatically if not specified)
#'
#' @return Numeric estimate of the expectation of the main sample
#'         of interest.
#'
#' @export semipar.mean
semipar.mean <- function(main.sample,
                         background.sample,
                         threshold=NULL) {
  with(semipar.tail(main.sample, background.sample, threshold),
       sum(X * weights) / sum(weights))
}