Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: insurance
See also: levf mef samplelevf

Quantlet: samplemef
Description: returns the values of the sample mean excess function for a data set.

Usage: res = samplemef(data,xaxis)
Input:
data n x 1 vector, data for which the MEF is to be determined
xaxis m x 1 vector, sorted, points for which the sample MEF is to be calculated
Output:
res m x 1 vector, values of the sample mean excess function

Example:
library("insurance")
data=(1:10)
xaxis=(1:10)
y = samplemef(data, xaxis)
y

Result:
Contents of y
[ 1,]      4.5
[ 2,]        4
[ 3,]      3.5
[ 4,]        3
[ 5,]      2.5
[ 6,]        2
[ 7,]      1.5
[ 8,]        1
[ 9,]      0.5
[10,]        0



Author: J. Iwanik, 20041512 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006