cascsim (version 0.4)

dtempirical: Density function of truncated empirical distribution

Description

Density function of truncated empirical distribution

Cumulative probability function of truncated empirical distribution

Quantile function of truncated empirical distribution max(0,min(claim,limit)-deductible)

Random generation of Truncated empirical distribution max(0,min(claim,limit)-deductible)

Usage

dtempirical(x, cdf, min = 0, max = 1e+09)
ptempirical(q, cdf, min = 0, max = 1e+05)
qtempirical(p, cdf, min = 0, max = 1e+05)
rtempirical(n, cdf, min = 0, max = 1e+05)

Arguments

x

Value of the variable after deductible and limit max(0,min(claim,limit)-deductible)

cdf

empirical distribution (cdf for continuous distribution and pmf for discrete distribution)

min

Left truncation deductible

max

Right truncation limit

q

Value of the variable after deductible and limit max(0,min(claim,limit)-deductible)

p

Value of the probability

n

Number of samples

Examples

# NOT RUN {
#discrete distribution
dtempirical(3,matrix(c(0.1,0.2,0.3,0.05,0.05,0.2,0.1,1:6,10),7,2),3,100)
#continuous distribution
dtempirical(30,matrix(c(seq(0.01,1,0.01),qnorm(seq(0.01,1,0.01),30,20)),100,2),200,10000000)
#discrete distribution
ptempirical(c(3,5,10),matrix(c(0.1,0.2,0.3,0.05,0.05,0.2,0.1,1:6,10),7,2),3,100)
#continuous distribution
ptempirical(350,matrix(c(seq(0.01,1,0.01),cumprod(c(1,rep(1.1,99)))),100,2),200,10000000)
#discrete distribution
qtempirical(c(0.3,0.65,1),matrix(c(0.1,0.2,0.3,0.05,0.05,0.2,0.1,1:6,10),7,2),3,100)
#continuous distribution
qtempirical(c(0.3,0.65,0.8),matrix(c(seq(0.01,1,0.01),
cumprod(c(1,rep(1.1,99)))),100,2),200,10000000)
#discrete distribution
rtempirical(100,matrix(c(0.1,0.2,0.3,0.05,0.05,0.2,0.1,1:6,10),7,2),3,100)
#continuous distribution
rtempirical(100,matrix(c(seq(0.01,1,0.01),cumprod(c(1,rep(1.1,99)))),100,2),200,10000000)
# }