close

Showing 3 of total 3 results (show query)

treynkens

ReIns:Functions from "Reinsurance: Actuarial and Statistical Aspects"

Functions from the book "Reinsurance: Actuarial and Statistical Aspects" (2017) by Hansjoerg Albrecher, Jan Beirlant and Jef Teugels <https://www.wiley.com/en-us/Reinsurance%3A+Actuarial+and+Statistical+Aspects-p-9780470772683>.

Maintained by Tom Reynkens. Last updated 4 months ago.

extremesreinsurancerisk-analysiscpp

22 stars 6.31 score 186 scripts

cran

probs:Elementary Probability on Finite Sample Spaces

Performs elementary probability calculations on finite sample spaces, which may be represented by data frames or lists. This package is meant to rescue some widely used functions from the archived 'prob' package (see <https://cran.r-project.org/src/contrib/Archive/prob/>). Functionality includes setting up sample spaces, counting tools, defining probability spaces, performing set algebra, calculating probability and conditional probability, tools for simulation and checking the law of large numbers, adding random variables, and finding marginal distributions. Characteristic functions for all base R distributions are included.

Maintained by Joe gr. Schlarmann. Last updated 9 months ago.

1.70 score

cran

ProbYX:Inference for the Stress-Strength Model R = P(Y<X)

Confidence intervals and point estimation for R under various parametric model assumptions; likelihood inference based on classical first-order approximations and higher-order asymptotic procedures.

Maintained by Giuliana Cortese. Last updated 3 years ago.

1.48 score 1 dependents

: