Distributacalcul

Distributacalcul-package

The Distributacalcul provides three general types of functions :<ol>
<li>Functions related to continuous, discrete, and compound probability distributions.</li>
<li>Functions related to bivariate copulas.</li>
<li>Shiny applications for visualising these distributions and copulas.</li>
</ol>

internal

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.

Alec James van Rassel

Probability Distribution Functions

Gabriel Crépeault-Cauchon

Étienne Marceau

Hélène Cossette

Laboratoire Act & Risk 

École d'actuariat de l'Université Laval 

Natural Sciences and Engineering Research Council of Canada 

Marc-André Devost

Distributacalcul-package function

These include functions for calculating various moments, risk measures,
and distribution functions.

These include functions for calculating distribution functions and
simulating observations from the copulas.

Copula Functions

Maintainer: Alec James van Rassel <a href="/link/alec.van-rassel.1%40ulaval.ca?package=Distributacalcul&version=0.4.0" data-mini-rdoc="Distributacalcul::alec.van-rassel.1@ulaval.ca">alec.van-rassel.1@ulaval.ca</a> [copyright holder]
Authors:<ul>
<li>Gabriel Crépeault-Cauchon [conceptor]</li>
</ul>Other contributors:<ul>
<li>Étienne Marceau [teacher, scientific advisor]</li>
<li>Hélène Cossette [teacher, scientific advisor]</li>
<li>Laboratoire Act &amp; Risk [funder, supporting host]</li>
<li>École d'actuariat de l'Université Laval [funder, host institution, university place]</li>
<li>Natural Sciences and Engineering Research Council of Canada [funder]</li>
<li>Marc-André Devost [conceptor]</li>
</ul>

Author

Distributacalcul: Probability Distribution Functions — Distributacalcul-package

These include functions for calculating various moments, risk measures,
and distribution functions.

These include functions for calculating distribution functions and
simulating observations from the copulas.

Maintainer: Alec James van Rassel <a href='mailto:alec.van-rassel.1@ulaval.ca'>alec.van-rassel.1@ulaval.ca</a> [copyright holder]
Authors:<ul>
<li>Gabriel Crépeault-Cauchon [conceptor]</li>
</ul>

Other contributors:<ul>
<li>Étienne Marceau [teacher, scientific advisor]</li>
<li>Hélène Cossette [teacher, scientific advisor]</li>
<li>Laboratoire Act &amp; Risk [funder, supporting host]</li>
<li>École d'actuariat de l'Université Laval [funder, host institution, university place]</li>
<li>Natural Sciences and Engineering Research Council of Canada [funder]</li>
<li>Marc-André Devost [conceptor]</li>
</ul>

Distributacalcul-package: Distributacalcul: Probability Distribution Functions

Description

Arguments

Probability Distribution Functions

Copula Functions

Author

See Also