triangular_moments_3_U {AnnuityRIR}

Compute the negatives moments (different from orders 1 and 2) of the fitted triangular distribution of the random variable "capitalization factor" U.

Description

Compute the negatives moments (different from orders 1 and 2) of the fitted triangular distribution of the random variable "capitalization factor" U.

Usage

triangular_moments_3_U(data,order)

Arguments

data

A vector X of interest rates.

order

The order of moment that should be computed.

Author(s)

Salvador Cruz Rambaud, Fabrizio Maturo, Ana María Sánchez Pérez

Examples

#example 1
data=c(1.77,1.85,1.85,1.84,1.84,1.83,1.85,1.85,1.88,1.85,1.80,1.84,1.91,1.85,1.84,1.85,
1.86,1.85,1.88,1.86)
triangular_moments_3_U(data,3)
triangular_moments_3_U(data,4)

# example 2 - first 10 negative moments of fitted triangular distribution 
#(an example from normal distributed simulated data)
data<-rnorm(n=200,m=0.75,sd=0.2)
triangular_parameters(data)
first10negmoments=rep(NA,10)  #except first and second
for (i in 3:10) first10negmoments[i]=triangular_moments_3_U(data,i)
first10negmoments