bracket_average: Bracket average for generalized Pareto interpolation

View source: R/distribution-functions.R

bracket_averageR Documentation

Bracket average for generalized Pareto interpolation

Description

Compute the average between the p1-th and p2-th quantiles for a distribution estimated via generalized Pareto interpolation.

Usage

bracket_average(dist, p1, p2, ...)

Arguments

dist

An object of class gpinter_dist_orig, gpinter_dist_indiv, gpinter_dist_addup or gpinter_dist_merge.

p1

A vector of probabilities in [0, 1].

p2

A vector of probabilities in [0, 1], same length as p1, with p2 > p1.

...

Ignored.

Value

The value of the average in the bracket the bracket [100*p1

Author(s)

Thomas Blanchet, Juliette Fournier, Thomas Piketty


thomasblanchet/gpinter documentation built on Aug. 27, 2024, 3:11 p.m.