Generate vector of characters from a vector of probabilities, replacing
0. by letters:
p. : probability.
q. : quantile.
VaR. : Value-at-Risk, positive in most cases.
c. : corrective tail coefficient = (q - m) / (q_logistic_function - m).
ltm. : left tail mean (signed ES on the left tail, usually negative).
rtm. : right tail mean (signed ES on the right tail, usually positive).
dtmq. : (p<=0.5 left, p>0.5 right) tail mean minus quantile.
ES. : expected shortfall, positive in most cases.
h. : corrective ES = (ES - m) / (ES_logistic_function - m).
desv. : ES - VaR, usually positive.
l. : quantile of the tangent logistic function.
dl. : quantile - quantile_logistic_function.
g. : quantile of the Laplace-Gauss function.
dg. : quantile - quantile_Laplace_Gauss_function.
, q., VaR., c., ltm.,
rtm., ES., h., l., dl., g., dg..
The result is a list of vectors.
getnamesk(probak = pprobs2, check = TRUE)getnprobak(probak = pprobs2, check = TRUE)
a vector of ordered probabilities with 0 and 1 excluded.
boolean. Apply checkquantiles function.
Probabilities: pprobs0
getnamesk(pprobs1)
getnamesk(pprobs8)
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