Library: | insurance |
See also: | levf mef samplemef |
Quantlet: | samplelevf | |
Description: | returns the values of the sample limited expected value for a data set. |
Usage: | y = samplelevf (data, xaxis) | |
Input: | ||
data | n x 1 vector, data for which the LEV is to be determined | |
xaxis | m x 1 vector, sorted, points for which the sample LEV is to be calculated | |
Output: | ||
res | m x 1 vector, values of the sample limited expected value |
library("insurance") data=(1:10) xaxis=(1:10) y = samplelevf(data, xaxis) y
Contents of y [ 1,] 1 [ 2,] 1.9 [ 3,] 2.7 [ 4,] 3.4 [ 5,] 4 [ 6,] 4.5 [ 7,] 4.9 [ 8,] 5.2 [ 9,] 5.4 [10,] 5.5