Distributacalcul: Probability Distribution Functions

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.

Package details

AuthorAlec 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]
MaintainerAlec James van Rassel <alec.van-rassel.1@ulaval.ca>
LicenseMIT + file LICENSE
Version0.3.0
URL https://alec42.github.io/Distributacalcul_Package/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("Distributacalcul")

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Distributacalcul documentation built on Sept. 13, 2020, 5:19 p.m.