triangular_parameters_U function

WINDOWS-1252

Return the parameters of the fitted triangular distribution of the random variable "capitalization factor" $U$.

triangular_parameters_U(data)

Arguments

• data: A vector of interest rates expressed as percentage.

Author(s)

Salvador Cruz Rambaud, Fabrizio Maturo, Ana María Sánchez Pérez

Examples

# example 1
data = c(1.77,1.85,1.85,1.84,1.84,1.83,1.85,1.85,1.88,1.85,1.80,1.84,1.91,1.85,1.84,1.85,
1.86,1.85,1.88,1.86)
triangular_parameters_U(data)