nuisParsFn {RPEIF}

Nuisance Parameters Computation

Description

nuis.pars returns the value of the nuisance parameters used in the evaluation of the shape of influence functions for risk and performance measures.

Usage

nuisParsFn(mu = 0.01, sd = 0.05, c = 0, alpha = 0.1, beta = 0.1)

Arguments

mu

Mean parameter.

sd

Standard deviation parameter.

c

Constant value for threshold.

alpha

Parameters for the lower tail quantile.

beta

Parameter for the upper tail quantile.

Details

For further details on the usage of the nuisParsFn function, please refer to Section 3.1 for the RPEIF vignette.

Value

List of nuisance parameters.

Author(s)

Anthony-Alexander Christidis, [e-mail]

Examples

# Nuisance parameters using default values
defaultNuisance <- nuisParsFn()

# Nuisance parameters using specified values
specifiedNuisance <- nuisParsFn(mu=0.02, sd=0.1, c=0.01, alpha=0.05, beta=0.1)