- expectedShortfallFromSorted
Compute the expected shortfall. The quantile level is in decimal, i.e. 99% =
0.99 and 0 < level < 1
- expectedShortfallResultFromUnsorted
Compute the expected shortfall. The shortfall level is in decimal, i.e. 99% =
0.99 and 0 < level < 1
- quantile
Computed the quantile. This protected method should be implemented in
subclasses.
- quantileFromSorted
Compute the quantile estimation. The quantile level is in decimal, i.e. 99% =
0.99 and 0 < level < 1
- quantileResultFromUnsorted
Compute the quantile estimation. The quantile level is in decimal, i.e. 99% =
0.99 and 0 < level < 1
- quantileResultWithExtrapolationFromUnsorted
Compute the quantile estimation. The quantile level is in decimal, i.e. 99% =
0.99 and 0 < level < 1
- quantileWithExtrapolationFromSorted
Compute the quantile estimation. The quantile level is in decimal, i.e. 99% =
0.99 and 0 < level < 1