| cdf {HyRiM} | R Documentation |
(cumulative) loss distribution function
Description
returns the numeric values of the cumulative loss distribution ld evaluated at x, i.e., \textrm{Pr}(X \leq x), where X\sim \textrm{ld}.
Usage
cdf(ld, x)
Arguments
ld |
the loss distribution as obtained from |
x |
the point at which the distribution function shall be evaluated (must be a numeric; vectors are not supported yet) |
Details
the function internally distinguishes discrete and continous disributions only in terms of rounding its argument to the largest integer less than x. Its value is obtained by numeric integration of the internal representation of the loss distribution (in the continuous case).
For discrete distributions, the function works on the internal probability mass function (which may be different from the empirical distribution in case that the loss distribution has been smoothed during its construction; see lossDistribution).
Value
an approximation for the probability Pr(ld<=x).
Note
in its current version, cdf does not vectorize, i.e., cannot be applied to vector arguments x.
Author(s)
Stefan Rass
See Also
suitable inputs for this function are provided by lossDistribution and mgss.
Examples
cvss1base <- c(10,6.4,9,7.9,7.1,9)
ld <- lossDistribution(cvss1base)
cdf(ld, 4)