Library: | finance |
See also: | gpme gp1me |
Quantlet: | empme | |
Description: | empme evalatues the empirical mean excess function of the data set x for each t |
Usage: | r = empme (x, t) | |
Input: | ||
x | vector, data set | |
t | vector | |
Output: | ||
r | vector |
library("finance") x=sort(randx("gp",100,1)) r=empme(x,x[1:99]) r
Vector with the empirical mean excess function.