Calculate key distributional moments for a numeric vector of revenues

Source: R/calculate_revenue_moments.R

Calculate key distributional moments for a numeric vector of revenues

calculate_revenue_moments(x)

Arguments

x

Numeric vector of revenues (e.g. per-draw revenues)

Value

A one-row data.frame with:

  • mu: mean

  • md: median

  • sd: standard deviation

  • cv: coefficient of variation (sd / mu)

  • vr: variance

  • sk: skewness

  • ku: kurtosis

  • lapv: mean squared loss deviations below the mean

  • lrpv: lapv / probability of loss

  • nlapv: lapv normalized by mu

  • nlrpv: lrpv normalized by mu

  • lres2: same as lapv (for clarity)

  • cdf: empirical probability of loss (P(X < mu))