| 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