Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

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




Author: P. Cizek, R. Schmidt 20040401 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006