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actuar:Actuarial Functions and Heavy Tailed Distributions
Functions and data sets for actuarial science: modeling of loss distributions; risk theory and ruin theory; simulation of compound models, discrete mixtures and compound hierarchical models; credibility theory. Support for many additional probability distributions to model insurance loss size and frequency: 23 continuous heavy tailed distributions; the Poisson-inverse Gaussian discrete distribution; zero-truncated and zero-modified extensions of the standard discrete distributions. Support for phase-type distributions commonly used to compute ruin probabilities. Main reference: <doi:10.18637/jss.v025.i07>. Implementation of the Feller-Pareto family of distributions: <doi:10.18637/jss.v103.i06>.
Maintained by Vincent Goulet. Last updated 3 months ago.
12 stars 9.44 score 732 scripts 35 dependentsswihart
rmutil:Utilities for Nonlinear Regression and Repeated Measurements Models
A toolkit of functions for nonlinear regression and repeated measurements not to be used by itself but called by other Lindsey packages such as 'gnlm', 'stable', 'growth', 'repeated', and 'event' (available at <https://www.commanster.eu/rcode.html>).
Maintained by Bruce Swihart. Last updated 2 years ago.
1 stars 8.35 score 358 scripts 70 dependentsruben0dewitte
distributionsrd:Distribution Fitting and Evaluation
A library of density, distribution function, quantile function, (bounded) raw moments and random generation for a collection of distributions relevant for the firm size literature. Additionally, the package contains tools to fit these distributions using maximum likelihood and evaluate these distributions based on (i) log-likelihood ratio and (ii) deviations between the empirical and parametrically implied moments of the distributions. We add flexibility by allowing the considered distributions to be combined into piecewise composite or finite mixture distributions, as well as to be used when truncated. See Dewitte (2020) <https://hdl.handle.net/1854/LU-8644700> for a description and application of methods available in this package.
Maintained by Ruben Dewitte. Last updated 5 years ago.
1.70 score 10 scriptscran
matpow:Matrix Powers
A general framework for computing powers of matrices. A key feature is the capability for users to write callback functions, called after each iteration, thus enabling customization for specific applications. Diverse types of matrix classes/matrix multiplication are accommodated. If the multiplication type computes in parallel, then the package computation is also parallel.
Maintained by Norm Matloff. Last updated 3 years ago.
1.48 score 1 dependents