RPEIF (version 1.0)

nuisParsFn: 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.

Value

List of nuisance parameters.

Examples

Run this code
# NOT RUN {
# 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)

# }

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