library(mbbefd) #test of shifted truncated pareto distribution n <- 1e4 x <- roistpareto(n, 2, p1=1/2) y <- roistpareto(n, 1/2, p1=1/3) #test CDF z <- 0:10/10 cbind(ecdf(x)(z), poistpareto(z, 2, 1/2)) cbind(ecdf(y)(z), poistpareto(z, 1/2, 1/3)) #total loss c(etl(x), tloistpareto(2, 1/2)) c(etl(y), tloistpareto(1/2, 1/3)) #mean c(mean(x), moistpareto(1, 2, 1/2)) c(mean(y), moistpareto(1, 1/2, 1/3)) #test EC cbind(eecf(x)(z), ecoistpareto(z, 2, 1/2)) cbind(eecf(y)(z), ecoistpareto(z, 1/2, 1/3)) #plots n <- 1e2 x <- roistpareto(n, 2, p1=1/2) y <- roistpareto(n, 1/2, p1=1/3) plot(eecf(x), do.points=FALSE) v <- seq(0, 1, length=101) lines(v, ecoistpareto(v, 2, 1/2), lty=3, col="red") plot(eecf(y), do.points=FALSE) v <- seq(0, 1, length=101) lines(v, ecoistpareto(v, 1/2, 1/3), lty=3, col="red")