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