Distributacalcul
CRANDistributacalculMaRDI QIDQ5978228FDOQ5978228
Probability Distribution Functions
Alec James van Rassel, Gabriel Crépeault-Cauchon
Last update: 10 January 2024
Copyright license: MIT license, File License
Software version identifier: 0.2.0, 0.2.2, 0.3.0, 0.4.0
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.
This page was built for software: Distributacalcul
