search for: klugman

Displaying 5 results from an estimated 5 matches for "klugman".

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2016 Nov 14
0
Major update of package actuar
...statmod?. ? Support for the Gumbel extreme value distribution. ? Extended range of admissible values for many limited expected value functions thanks to new C-level functions ?expint?, ?betaint? and ?gammaint?. These provide special integrals presented in the introduction of Appendix A of Klugman et al. (2012); see also ?vignette("distributions")?. Affected functions are: ?levtrbeta?, ?levgenpareto?, ?levburr?, ?levinvburr?, ?levpareto?, ?levinvpareto?, ?levllogis?, ?levparalogis?, ?levinvparalogis? in the Transformed Beta family, and ?levinvtrgamma?, ?levinvgamma?, ?le...
2016 Nov 14
0
Major update of package actuar
...statmod?. ? Support for the Gumbel extreme value distribution. ? Extended range of admissible values for many limited expected value functions thanks to new C-level functions ?expint?, ?betaint? and ?gammaint?. These provide special integrals presented in the introduction of Appendix A of Klugman et al. (2012); see also ?vignette("distributions")?. Affected functions are: ?levtrbeta?, ?levgenpareto?, ?levburr?, ?levinvburr?, ?levpareto?, ?levinvpareto?, ?levllogis?, ?levparalogis?, ?levinvparalogis? in the Transformed Beta family, and ?levinvtrgamma?, ?levinvgamma?, ?le...
2007 Apr 23
0
New version of actuar
...s: loss distributions modeling, risk theory, credibility theory. NEW FEATURES -- LOSS DISTRIBUTIONS o Functions {d,p,q,r}foo to compute the density function, cumulative distribution function, quantile function of, and to generate variates from, all probability distributions of Appendix A of Klugman et al. (2004), "Loss Models, Second Edition" (except the inverse gaussian) not already in R. Namely, this adds the following distributions (the root is what follows the 'd', 'p', 'q' or 'r' in function names): Distribution name Root...
2007 Apr 23
0
New version of actuar
...s: loss distributions modeling, risk theory, credibility theory. NEW FEATURES -- LOSS DISTRIBUTIONS o Functions {d,p,q,r}foo to compute the density function, cumulative distribution function, quantile function of, and to generate variates from, all probability distributions of Appendix A of Klugman et al. (2004), "Loss Models, Second Edition" (except the inverse gaussian) not already in R. Namely, this adds the following distributions (the root is what follows the 'd', 'p', 'q' or 'r' in function names): Distribution name Root...
2006 Jun 12
2
Fitting Distributions Directly From a Histogram
Dear All, A simple question: packages like fitdistr should be ideal to analyze samples of data taken from a univariate distribution, but what if rather than the raw data of the observations you are given directly and only a histogram? I was thinking about generating artificially a set of data corresponding to the counts binned in the histogram, but this sounds too cumbersome. Another question is