quantile.aggregateDist {actuar} | R Documentation |
Quantile and Value-at-Risk methods for objects of class
"aggregateDist"
.
## S3 method for class 'aggregateDist' quantile(x, probs = c(0.25, 0.5, 0.75, 0.9, 0.95, 0.975, 0.99, 0.995), smooth = FALSE, names = TRUE, ...) ## S3 method for class 'aggregateDist' VaR(x, conf.level = c(0.9, 0.95, 0.99), smooth = FALSE, names = TRUE, ...)
x |
an object of class |
probs, conf.level |
numeric vector of probabilities with values in [0, 1). |
smooth |
logical; when |
names |
logical; if true, the result has a |
... |
further arguments passed to or from other methods. |
The quantiles are taken directly from the cumulative distribution
function defined in x
. Linear interpolation is available for
step functions.
A numeric vector, named if names
is TRUE
.
Vincent Goulet vincent.goulet@act.ulaval.ca and Louis-Philippe Pouliot
model.freq <- expression(data = rpois(3)) model.sev <- expression(data = rlnorm(10, 1.5)) Fs <- aggregateDist("simulation", model.freq, model.sev, nb.simul = 1000) quantile(Fs, probs = c(0.25, 0.5, 0.75)) VaR(Fs)