| Library: | VaR |
| See also: | TailCoeffCopula TailCoeffEstimation TailCoeffEstimElliptical |
| Quantlet: | TailCoeffLookup | |
| Description: | auxiliary table-search quantlet for TailCoeff* quantlets. |
| Usage: | lambda = TailCoeffLookup(rho, df{, table}) | |
| Input: | ||
| rho | scalar | |
| df | scalar | |
| table | optional matrix, lookup table; if not supplied, quantlet reads it itself | |
| Output: | ||
| lambda | scalar | |