Displaying 2 results from an estimated 2 matches for "rcompound".
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2016 Nov 14
0
Major update of package actuar
...ot;zero-modified logarithmic"? for argument ?model.freq? with
the ?"recursive"? method.
? New function ?rmixture? to generate random variates from
discrete mixtures, that is from random variables with
densities of the form f(x) = p_1 f_1(x) + ... + p_n f_n(x).
? New function ?rcompound? to generate random variates from (non
hierarchical) compound models of the form S = X_1 + ... + X_N.
Function ?simul? could already do that, but ?rcompound? is
substantially faster for non hierarchical models.
? New function 'rcomppois' that is a simplified version of
?rcompound?...
2016 Nov 14
0
Major update of package actuar
...ot;zero-modified logarithmic"? for argument ?model.freq? with
the ?"recursive"? method.
? New function ?rmixture? to generate random variates from
discrete mixtures, that is from random variables with
densities of the form f(x) = p_1 f_1(x) + ... + p_n f_n(x).
? New function ?rcompound? to generate random variates from (non
hierarchical) compound models of the form S = X_1 + ... + X_N.
Function ?simul? could already do that, but ?rcompound? is
substantially faster for non hierarchical models.
? New function 'rcomppois' that is a simplified version of
?rcompound?...