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#' Hill Quantile Estimator
#'
#' Estimates value of Hill Quantile Estimator for a specified data set, tail
#' index, in-sample probability and confidence level.
#'
#' @param Ra A data set
#' @param tail.index Assumed tail index
#' @param in.sample.prob In-sample probability (used as basis for projection)
#' @param cl Confidence level
#' @return Value of Hill Quantile Estimator
#'
#' @references Dowd, K. Measuring Market Risk, Wiley, 2007.
#'
#' Next reference
#'
#' @author Dinesh Acharya
#' @examples
#'
#' # Computes estimates value of hill estimator for a specified data set
#' Ra <- rnorm(1000)
#' HillQuantileEstimator(Ra, 40, .5, .9)
#'
#' @export
HillQuantileEstimator <- function(Ra, tail.index, in.sample.prob, cl){
data <- as.vector(Ra)
data <- sort(data)
n <- length(data)
a <- in.sample.prob * n
k <- ((a>=0)*floor(a)+(a<0)*ceiling(a))
p <- 1 - cl
y <- data[n - k] * (p * n / k) ^ (- tail.index)
return(y)
}
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