R Under development (unstable) (2024-12-17 r87446 ucrt) -- "Unsuffered Consequences"
Copyright (C) 2024 The R Foundation for Statistical Computing
Platform: x86_64-w64-mingw32/x64

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> 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:  0.8.13
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,] 0.1168 0.1157025
 [3,] 0.2030 0.2037037
 [4,] 0.2707 0.2721893
 [5,] 0.3223 0.3265306
 [6,] 0.3658 0.3703704
 [7,] 0.4036 0.4062500
 [8,] 0.4338 0.4359862
 [9,] 0.4600 0.4609053
[10,] 0.4799 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,] 0.1087 0.1059258
 [3,] 0.2010 0.1983182
 [4,] 0.2806 0.2798335
 [5,] 0.3522 0.3524510
 [6,] 0.4182 0.4176799
 [7,] 0.4752 0.4766938
 [8,] 0.5302 0.5304209
 [9,] 0.5807 0.5796060
[10,] 0.6227 0.6248551
[11,] 1.0000 1.0000000
> 
> #total loss
> c(etl(x), tloistpareto(2, 1/2))
[1] 0.5012 0.5000
> c(etl(y), tloistpareto(1/2, 1/3))
[1] 0.3318000 0.3333333
> 
> #mean
> c(mean(x), moistpareto(1, 2, 1/2))
[1] 0.6688250 0.6666667
> c(mean(y), moistpareto(1, 1/2, 1/3))
[1] 0.6088921 0.6094757
> 
> 
> #test EC
> cbind(eecf(x)(z), ecoistpareto(z, 2, 1/2))
           [,1]      [,2]
 [1,] 0.0000000 0.0000000
 [2,] 0.1403896 0.1409091
 [3,] 0.2656681 0.2666667
 [4,] 0.3796460 0.3807692
 [5,] 0.4846971 0.4857143
 [6,] 0.5829973 0.5833333
 [7,] 0.6750210 0.6750000
 [8,] 0.7618921 0.7617647
 [9,] 0.8444469 0.8444444
[10,] 0.9236213 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,] 0.1550144 0.1551785
 [3,] 0.2937500 0.2941296
 [4,] 0.4182081 0.4188448
 [5,] 0.5303443 0.5309387
 [6,] 0.6312778 0.6317421
 [7,] 0.7219816 0.7223671
 [8,] 0.8035096 0.8037543
 [9,] 0.8765038 0.8767080
[10,] 0.9420167 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 
   1.68    0.31    2.01