| Library: | finance |
| See also: | dpgp dpgpdiag dpgpgamma empme gpme hill hillgp1 hillgp1diag |
| Quantlet: | gp1me | |
| Description: | gp1me evaluates the mean excess function of the Pareto (GP1) distribution with shape parameter alpha for all elements of a vector. |
| Usage: | r = gp1me(alpha, t) | |
| Input: | ||
| alpha | scalar, shape parameter | |
| t | vector of data | |
| Output: | ||
| r | vector of the mean excess function | |
library("finance")
gp1me(1.5,3)
Contents of r [1,] 6