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> library(mbbefd)
Loading required package: fitdistrplus
Loading required package: MASS
Loading required package: survival
Loading required package: alabama
Loading required package: numDeriv
Loading required package: Rcpp
Package:  mbbefd
Version:  0.8.11
Date:     
BugReport: https://github.com/spedygiorgio/mbbefd/issues


> 
> #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))
        [,1]      [,2]
 [1,] 0.0000 0.0000000
 [2,] 0.1154 0.1157025
 [3,] 0.2094 0.2037037
 [4,] 0.2805 0.2721893
 [5,] 0.3354 0.3265306
 [6,] 0.3773 0.3703704
 [7,] 0.4126 0.4062500
 [8,] 0.4431 0.4359862
 [9,] 0.4687 0.4609053
[10,] 0.4923 0.4819945
[11,] 1.0000 1.0000000
> 
> cbind(ecdf(y)(z), poistpareto(z, 1/2, 1/3))
        [,1]      [,2]
 [1,] 0.0000 0.0000000
 [2,] 0.1040 0.1059258
 [3,] 0.1915 0.1983182
 [4,] 0.2750 0.2798335
 [5,] 0.3524 0.3524510
 [6,] 0.4170 0.4176799
 [7,] 0.4745 0.4766938
 [8,] 0.5277 0.5304209
 [9,] 0.5777 0.5796060
[10,] 0.6225 0.6248551
[11,] 1.0000 1.0000000
> 
> #total loss
> c(etl(x), tloistpareto(2, 1/2))
[1] 0.4897 0.5000
> c(etl(y), tloistpareto(1/2, 1/3))
[1] 0.3380000 0.3333333
> 
> #mean
> c(mean(x), moistpareto(1, 2, 1/2))
[1] 0.6606136 0.6666667
> c(mean(y), moistpareto(1, 1/2, 1/3))
[1] 0.6122569 0.6094757
> 
> 
> #test EC
> cbind(eecf(x)(z), ecoistpareto(z, 2, 1/2))
           [,1]      [,2]
 [1,] 0.0000000 0.0000000
 [2,] 0.1426490 0.1409091
 [3,] 0.2693597 0.2666667
 [4,] 0.3834250 0.3807692
 [5,] 0.4880136 0.4857143
 [6,] 0.5853100 0.5833333
 [7,] 0.6769010 0.6750000
 [8,] 0.7634481 0.7617647
 [9,] 0.8458767 0.8444444
[10,] 0.9244824 0.9236842
[11,] 1.0000000 1.0000000
> cbind(eecf(y)(z), ecoistpareto(z, 1/2, 1/3))
           [,1]      [,2]
 [1,] 0.0000000 0.0000000
 [2,] 0.1545641 0.1551785
 [3,] 0.2935725 0.2941296
 [4,] 0.4187610 0.4188448
 [5,] 0.5308286 0.5309387
 [6,] 0.6313533 0.6317421
 [7,] 0.7216307 0.7223671
 [8,] 0.8031271 0.8037543
 [9,] 0.8762595 0.8767080
[10,] 0.9416341 0.9419220
[11,] 1.0000000 1.0000000
> 
> 
> 
> #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")
> 
> 
> proc.time()
   user  system elapsed 
   1.06    0.14    1.20