Calculates expected values, variance, different moments (kth moment, truncated mean), stop-loss, mean excess loss, Value-at-Risk (VaR) and Tail Value-at-Risk (TVaR) as well as some density and cumulative (survival) functions of continuous, discrete and compound distributions. This package also includes a visual 'Shiny' component to enable students to visualize distributions and understand the impact of their parameters. This package is intended to expand the 'stats' package so as to enable students to develop an intuition for probability.
| Version: | 0.4.0 |
| Imports: | statmod, stats, dplyr, rlang |
| Suggests: | learnr, knitr, rmarkdown, spelling, testthat |
| Published: | 2024-01-10 |
| DOI: | 10.32614/CRAN.package.Distributacalcul |
| Author: | Alec James van Rassel [aut, cre, cph], Gabriel Crépeault-Cauchon [aut, ccp], Étienne Marceau [tch, sad], Hélène Cossette [tch, sad], Laboratoire Act & Risk [fnd, sht], École d'actuariat de l'Université Laval [fnd, his, uvp], Natural Sciences and Engineering Research Council of Canada [fnd], Marc-André Devost [ccp] |
| Maintainer: | Alec James van Rassel <alec.van-rassel.1 at ulaval.ca> |
| BugReports: | https://github.com/alec42/Distributacalcul_Package/issues |
| License: | MIT + file LICENSE |
| URL: | https://alec42.github.io/Distributacalcul_Package/ |
| NeedsCompilation: | no |
| Language: | en-CA |
| Citation: | Distributacalcul citation info |
| Materials: | README NEWS |
| In views: | Distributions |
| CRAN checks: | Distributacalcul results |
| Reference manual: | Distributacalcul.pdf |
| Package source: | Distributacalcul_0.4.0.tar.gz |
| Windows binaries: | r-devel: Distributacalcul_0.4.0.zip, r-release: Distributacalcul_0.4.0.zip, r-oldrel: Distributacalcul_0.4.0.zip |
| macOS binaries: | r-release (arm64): Distributacalcul_0.4.0.tgz, r-oldrel (arm64): Distributacalcul_0.4.0.tgz, r-release (x86_64): Distributacalcul_0.4.0.tgz, r-oldrel (x86_64): Distributacalcul_0.4.0.tgz |
| Old sources: | Distributacalcul archive |
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