CRAN
actuar 2.3-1
Actuarial Functions and Heavy Tailed Distributions
Released Mar 19, 2018 by Vincent Goulet
Dependencies
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 amounts and loss frequency: 19 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.
Installation
Maven
This package can be included as a dependency from a Java or Scala project by including
the following your project's pom.xml
file.
Read more
about embedding Renjin in JVM-based projects.
<dependencies> <dependency> <groupId>org.renjin.cran</groupId> <artifactId>actuar</artifactId> <version>2.3-1-b5</version> </dependency> </dependencies> <repositories> <repository> <id>bedatadriven</id> <name>bedatadriven public repo</name> <url>https://nexus.bedatadriven.com/content/groups/public/</url> </repository> </repositories>
Renjin CLI
If you're using Renjin from the command line, you load this library by invoking:
library('org.renjin.cran:actuar')
Test Results
This package was last tested against Renjin 0.9.2687 on Aug 25, 2018.
- BetaMoments-examples
- Burr-examples
- CTE-examples
- ChisqSupp-examples
- ExponentialSupp-examples
- Extract.grouped.data-examples
- GammaSupp-examples
- GeneralizedBeta-examples
- Gumbel-examples
- InverseBurr-examples
- InverseExponential-examples
- InverseGamma-examples
- InverseGaussian-examples
- InverseParalogistic-examples
- InversePareto-examples
- InverseTransformedGamma-examples
- InverseWeibull-examples
- Logarithmic-examples
- Loggamma-examples
- Loglogistic-examples
- LognormalMoments-examples
- NormalSupp-examples
- Paralogistic-examples
- Pareto-examples
- PhaseType-examples
- PoissonInverseGaussian-examples
- SingleParameterPareto-examples
- TransformedBeta-examples
- TransformedGamma-examples
- UniformSupp-examples
- WeibullMoments-examples
- ZeroModifiedBinomial-examples
- ZeroModifiedGeometric-examples
- ZeroModifiedLogarithmic-examples
- ZeroModifiedNegativeBinomial-examples
- ZeroModifiedPoisson-examples
- ZeroTruncatedBinomial-examples
- ZeroTruncatedGeometric-examples
- ZeroTruncatedNegativeBinomial-examples
- ZeroTruncatedPoisson-examples
- adjCoef-examples
- aggregateDist-examples
- betaint-examples
- cm-examples
- coverage-examples
- discretize-examples
- elev-examples
- emm-examples
- grouped.data-examples
- hist.grouped.data-examples
- mde-examples
- mean.grouped.data-examples
- ogive-examples
- quantile.aggregateDist-examples
- quantile.grouped.data-examples
- rcompound-examples
- rmixture-examples
- ruin-examples
- severity-examples
- simul-examples
- simul.summaries-examples
- unroll-examples