quantile.aggregateDist {actuar}R Documentation

Quantiles of Aggregate Claim Amount Distribution

Description

Quantile method for objects of class "aggregateDist".

Usage

## 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),
         approx.lin = FALSE, names = TRUE, ...)

Arguments

x an object of class "aggregateDist".
probs numeric vector of probabilities with values in [0, 1).
approx.lin logical; when TRUE and x is a step function, quantiles are linearly interpolated between knots.
names logical; if true, the result has a 'names' attribute. Set to 'FALSE' for speedup with many 'probs'.
... further arguments passed to or from other methods.

Details

The quantiles are taken directly from the cumulative distribution function defined in x. Linear interpolation is available for step functions.

Value

A numeric vector, named if names is TRUE.

Author(s)

Vincent Goulet vincent.goulet@act.ulaval.ca and Louis-Philippe Pouliot

See Also

aggregateDist

Examples

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))

[Package actuar version 0.9-3 Index]