Package: Distributacalcul 0.4.0

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.

Authors: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]

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NEWS

# Install 'Distributacalcul' in R:
install.packages('Distributacalcul', repos = c('https://alec42.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/alec42/distributacalcul_package/issues

On CRAN:

182 exports 2 stars 1.18 score 17 dependencies 9 scripts 249 downloads

Last updated 8 months agofrom:3ef5d7caca. Checks:OK: 1 NOTE: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 24 2024
R-4.5-winNOTEAug 24 2024
R-4.5-linuxNOTEAug 24 2024
R-4.4-winNOTEAug 24 2024
R-4.4-macNOTEAug 24 2024
R-4.3-winNOTEAug 24 2024
R-4.3-macNOTEAug 24 2024

Exports:cBivariateAMHcBivariateCAcBivariateClaytoncBivariateEFGMcBivariateFrankcBivariateGumbelcBivariateMOcdBivariateAMHcdBivariateClaytoncdBivariateEFGMcdBivariateFrankcdBivariateGumbelcFrechetcFrechetLowerBoundcFrechetUpperBoundcIndependentcrBivariateAMHcrBivariateCAcrBivariateClaytoncrBivariateEFGMcrBivariateFrankcrBivariateGumbelcrBivariateMOcrFrechetcrFrechetLowerBoundcrFrechetUpperBoundcrIndependentdErlangdLlogisdLogarithmicdParetodUnifDexpValBetaexpValBinomexpValCompBinomexpValCompNBinomexpValCompPoisexpValErlexpValErlangexpValExpexpValGammaexpValIGexpValLimBetaexpValLimErlangexpValLimExpexpValLimGammaexpValLimIGexpValLimLlogisexpValLimLnormexpValLimNormexpValLimParetoexpValLimUnifexpValLimWeibullexpValLlogisexpValLnormexpValLogarithmicexpValNBinomexpValNormexpValParetoexpValPoisexpValTruncBetaexpValTruncBinomexpValTruncErlangexpValTruncExpexpValTruncGammaexpValTruncIGexpValTruncLlogisexpValTruncLnormexpValTruncNormexpValTruncParetoexpValTruncPoisexpValTruncUnifexpValTruncWeibullexpValUnifexpValUnifDexpValWeibullkthMomentBetakthMomentErlangkthMomentExpkthMomentGammakthMomentLlogiskthMomentLnormkthMomentParetokthMomentUnifkthMomentWeibullmeanExcessBetameanExcessErlangmeanExcessExpmeanExcessGammameanExcessIGmeanExcessLlogismeanExcessLnormmeanExcessNormmeanExcessParetomeanExcessUnifmeanExcessWeibullmgfBetamgfBinommgfErlangmgfExpmgfGammamgfIGmgfLogarithmicmgfNBinommgfNormmgfPoismgfUnifpCompBinompCompNBinompCompPoispErlangpgfBinompgfLogarithmicpgfNBinompgfPoispLlogispLogarithmicpParetopUnifDstopLossBetastopLossErlangstopLossExpstopLossGammastopLossIGstopLossLlogisstopLossLnormstopLossNormstopLossParetostopLossUnifstopLossWeibullTVatRBetaTVatRBinomTVatRCompBinomTVatRCompNBinomTVatRCompPoisTVatRErlangTVatRExpTVatRGammaTVatRIGTVatRLlogisTVatRLnormTVatRNormTVatRParetoTVatRPoisTVatRUnifTVatRWeibullvarBetavarBinomvarCompBinomvarCompNBinomvarCompPoisvarErlvarErlangvarExpvarGammavarIGvarLlogisvarLnormvarLogarithmicvarNBinomvarNormvarParetovarPoisvarUnifvarUnifDvarWeibullVatRBetaVatRBinomVatRCompBinomVatRCompNBinomVatRCompPoisVatRErlangVatRExpVatRGammaVatRIGVatRLlogisVatRLnormVatRLogarithmicVatRNormVatRParetoVatRUnifVatRWeibull

Dependencies:clidplyrfansigenericsgluelifecyclemagrittrpillarpkgconfigR6rlangstatmodtibbletidyselectutf8vctrswithr

Readme and manuals

Help Manual

Help pageTopics
Beta DistributionBeta expValBeta expValLimBeta expValTruncBeta kthMomentBeta meanExcessBeta mgfBeta stopLossBeta TVatRBeta varBeta VatRBeta
Binomial Distributionbinom expValBinom expValTruncBinom mgfBinom pgfBinom TVatRBinom varBinom VatRBinom
Bivariate Ali-Mikhail-Haq CopulabivariateAMH cBivariateAMH cdBivariateAMH crBivariateAMH
Bivariate Cuadras-Augé CopulabivariateCA cBivariateCA crBivariateCA
Bivariate Clayton CopulabivariateClayton cBivariateClayton cdBivariateClayton crBivariateClayton
Bivariate Eyraud-Farlie-Gumbel-Morgenstern (EFGM) CopulabivariateEFGM cBivariateEFGM cdBivariateEFGM crBivariateEFGM
Bivariate Frank CopulabivariateFrank cBivariateFrank cdBivariateFrank crBivariateFrank
Bivariate Gumbel CopulabivariateGumbel cBivariateGumbel cdBivariateGumbel crBivariateGumbel
Bivariate Marshall-Olkin CopulabivariateMO cBivariateMO crBivariateMO
Compound Binomial DistributionCompBinom expValCompBinom pCompBinom TVatRCompBinom varCompBinom VatRCompBinom
Compound Negative Binomial DistributionCompNBinom expValCompNBinom pCompNBinom TVatRCompNBinom varCompNBinom VatRCompNBinom
Compound Poisson DistributionCompPois expValCompPois pCompPois TVatRCompPois varCompPois VatRCompPois
Hypergeometric DistributionErl expValErl varErl
Erlang DistributiondErlang erlang expValErlang expValLimErlang expValTruncErlang kthMomentErlang meanExcessErlang mgfErlang pErlang stopLossErlang TVatRErlang varErlang VatRErlang
Exponential DistributionExp expValExp expValLimExp expValTruncExp kthMomentExp meanExcessExp mgfExp stopLossExp TVatRExp varExp VatRExp
Fréchet CopulacFrechet crFrechet frechet
Fréchet Lower Bound CopulacFrechetLowerBound crFrechetLowerBound frechetLowerBound
Fréchet Upper Bound CopulacFrechetUpperBound crFrechetUpperBound frechetUpperBound
Gamma DistributionexpValGamma expValLimGamma expValTruncGamma Gamma kthMomentGamma meanExcessGamma mgfGamma stopLossGamma TVatRGamma varGamma VatRGamma
Inverse Gaussian DistributionexpValIG expValLimIG expValTruncIG IG meanExcessIG mgfIG stopLossIG TVatRIG varIG VatRIG
Independence CopulacIndependent crIndependent independent
Loglogistic DistributiondLlogis expValLimLlogis expValLlogis expValTruncLlogis kthMomentLlogis llogis meanExcessLlogis pLlogis stopLossLlogis TVatRLlogis varLlogis VatRLlogis
Lognormal DistributionexpValLimLnorm expValLnorm expValTruncLnorm kthMomentLnorm Lnorm meanExcessLnorm stopLossLnorm TVatRLnorm varLnorm VatRLnorm
Logarithmic DistributiondLogarithmic expValLogarithmic Logarithmic mgfLogarithmic pgfLogarithmic pLogarithmic varLogarithmic VatRLogarithmic
Negative Binomial DistributionexpValNBinom mgfNBinom NBinom pgfNBinom varNBinom
Normal DistributionexpValLimNorm expValNorm expValTruncNorm meanExcessNorm mgfNorm Norm stopLossNorm TVatRNorm varNorm VatRNorm
Pareto DistributiondPareto expValLimPareto expValPareto expValTruncPareto kthMomentPareto meanExcessPareto Pareto pPareto stopLossPareto TVatRPareto varPareto VatRPareto
Poisson DistributionexpValPois expValTruncPois mgfPois pgfPois Pois TVatRPois varPois
Uniform DistributionexpValLimUnif expValTruncUnif expValUnif kthMomentUnif meanExcessUnif mgfUnif stopLossUnif TVatRUnif Unif varUnif VatRUnif
Discrete Uniform DistributiondUnifD expValUnifD pUnifD unifDiscr varUnifD
Weibull DistributionexpValLimWeibull expValTruncWeibull expValWeibull kthMomentWeibull meanExcessWeibull stopLossWeibull TVatRWeibull varWeibull VatRWeibull Weibull