bootruin: A Bootstrap Test for the Probability of Ruin in the Classical Risk Process
Version 1.2-4

We provide a framework for testing the probability of ruin in the classical (compound Poisson) risk process. It also includes some procedures for assessing and comparing the performance between the bootstrap test and the test using asymptotic normality.

AuthorBenjamin Baumgartner <benjamin@baumgrt.com>, Riccardo Gatto <gatto@stat.unibe.ch>
Date of publication2016-12-30 19:39:15
MaintainerBenjamin Baumgartner <benjamin@baumgrt.com>
LicenseAGPL-3
Version1.2-4
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("bootruin")

Getting started

Package overview

Popular man pages

pvaldens: Density Estimation of Data in the Unit Interval
pvaldistance: Distance Measures of Empirical Probability Functions
rpdataboot: Creating Bootstrap Replications from an Matrix of...
rpdatasim: Simulating Data, Shaped into a Matrix
rppvalue: P-values for the Test of the Probability of Ruin
ruinprob: The Probability of Ruin in the Classical Risk Process
ruinprob.test: A Bootstrap Test for the Probability of Ruin in the Classical...
See all...

All man pages Function index File listing

Man pages

bootruin-package: A Bootstrap Test for the Probability of Ruin in the Compound...
pvaldens: Density Estimation of Data in the Unit Interval
pvaldistance: Distance Measures of Empirical Probability Functions
rpdataboot: Creating Bootstrap Replications from an Matrix of...
rpdataconv: Convert a List of Numerics to a Matrix
rpdatasim: Simulating Data, Shaped into a Matrix
rpjack: A Jackknife Estimator of the Standard Error of the...
rppvalue: P-values for the Test of the Probability of Ruin
rpteststat: Computation of the Test Statistic for the Probability of Ruin
ruinprob: The Probability of Ruin in the Classical Risk Process
ruinprob.test: A Bootstrap Test for the Probability of Ruin in the Classical...

Functions

Files

inst
inst/CITATION
src
src/rplimits.c
NAMESPACE
R
R/rpdatasim.R
R/pvaldistance.R
R/rpjack.R
R/pvaldens.R
R/rpteststat.R
R/rpdataboot.R
R/rppvalue.R
R/ruinprob.R
R/rpdataconv.R
R/ruinprob.test.R
MD5
DESCRIPTION
man
man/rpdatasim.Rd
man/rpdataconv.Rd
man/rpteststat.Rd
man/ruinprob.test.Rd
man/pvaldistance.Rd
man/rpjack.Rd
man/bootruin-package.Rd
man/pvaldens.Rd
man/ruinprob.Rd
man/rpdataboot.Rd
man/rppvalue.Rd
bootruin documentation built on May 19, 2017, 11:47 p.m.

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