PME-class: Class: Partial Moments Expectation

In pmoments: Partial Moments

Description

Partial Moments Expectation CLass

Objects from the Class

Objects are usually created by calls to the function pmExpectation.

Slots

datanames:

The column names of the dataset.

standardize:

Logical Vector.

tail:

Identifies whether lower or upper.

moment:

The Partial Moment.

method:

Identifies the estimation methods used.

threshold:

The vector of thresholds.

distribution:

The vector of distributions used if method was analytical else it will default to empirical.

pm:

The vector with the calculated partial moments.

data:

The original data matrix.

Extends

Class "PartialMoments", directly.

Methods

pcmExpectation

signature(pme = "PME"): The partial co-moments expectation makes use of this object.

show

signature(object = "PME"): Show Method

plot

signature(x = "PME", y="missing"): Plot Method

Note

Depending on the combination of inputs used and the type of method chosen, some or all plots will be available. Furthermore, plotting for method “analytical” and “sample” is not yet implemented.

Author(s)

Alexios Ghalanos

References

Fishburn, P.C., Decision and Value Theory, 1964, Wiley, New York
Fishburn, P.C., Mean-Risk Analysis with Risk Associated with Below-Target Returns, 1977, American Economic Review, 67, 116-126

Examples

showClass("PME")

pmoments documentation built on May 2, 2019, 4:42 p.m.