Library: | finance |
See also: | dpgp dpgpdiag dpgpgamma empme gp1me hill hillgp1 hillgp1diag |
Quantlet: | gpme | |
Description: | gpme evaluates the mean excess function of the GP distribution with shape parameter gamma for all elements of a vector. |
Usage: | r = gpme(gamma, t) | |
Input: | ||
gamma | scalar, shape parameter | |
t | vector of data | |
Output: | ||
r | vector of the mean excess function |
library("finance") gpme(0.5,3)
Contents of r [1,] 5