search for: phtype

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2007 Nov 16
0
New version of actuar
...below). o Functions mfoo() to compute the raw moments of all the probability distributions supported in the package and the following of base R: chi-square, exponential, gamma, inverse gaussian (from package SuppDists), inverse gamma, normal, uniform. o Functions {d,p,mgf,m,r}phtype() to compute the probability density function, cumulative distribution function, moment generating function, raw moments of, and to generate variates from, phase-type distributions. NEW FEATURES -- RISK THEORY o Function VaR() with a method for objects of class "aggregateDi...
2007 Nov 16
0
New version of actuar
...below). o Functions mfoo() to compute the raw moments of all the probability distributions supported in the package and the following of base R: chi-square, exponential, gamma, inverse gaussian (from package SuppDists), inverse gamma, normal, uniform. o Functions {d,p,mgf,m,r}phtype() to compute the probability density function, cumulative distribution function, moment generating function, raw moments of, and to generate variates from, phase-type distributions. NEW FEATURES -- RISK THEORY o Function VaR() with a method for objects of class "aggregateDi...