elev {actuar} | R Documentation |
Empirical Limited Expected Value
Description
Compute the empirical limited expected value for individual or grouped data.
Usage
elev(x, ...)
## Default S3 method:
elev(x, ...)
## S3 method for class 'grouped.data'
elev(x, ...)
## S3 method for class 'elev'
print(x, digits = getOption("digits") - 2, ...)
## S3 method for class 'elev'
summary(object, ...)
## S3 method for class 'elev'
knots(Fn, ...)
## S3 method for class 'elev'
plot(x, ..., main = NULL, xlab = "x", ylab = "Empirical LEV")
Arguments
x |
a vector or an object of class |
digits |
number of significant digits to use, see
|
Fn , object |
an R object inheriting from |
main |
main title. |
xlab , ylab |
labels of x and y axis. |
... |
arguments to be passed to subsequent methods. |
Details
The limited expected value (LEV) at of a random variable
is
. For
individual data
, the
empirical LEV
is thus
Methods of elev
exist for individual data or for grouped data
created with grouped.data
. The formula in this case is
too long to show here. See the reference for details.
Value
For elev
, a function of class "elev"
, inheriting from the
"function"
class.
Author(s)
Vincent Goulet vincent.goulet@act.ulaval.ca and Mathieu Pigeon
References
Klugman, S. A., Panjer, H. H. and Willmot, G. E. (1998), Loss Models, From Data to Decisions, Wiley.
See Also
grouped.data
to create grouped data objects;
stepfun
for related documentation (even though the
empirical LEV is not a step function).
Examples
data(gdental)
lev <- elev(gdental)
lev
summary(lev)
knots(lev) # the group boundaries
lev(knots(lev)) # empirical lev at boundaries
lev(c(80, 200, 2000)) # and at other limits
plot(lev, type = "o", pch = 16)