utilityFunctionTools: P-Spline Regression for Utility Functions and Derived Measures

Predicts a smooth and continuous (individual) utility function from utility points, and computes measures of intensity for risk and higher order risk measures (or any other measure computed with user-written function) based on this utility function and its derivatives according to the method introduced in Schneider (2017) <http://hdl.handle.net/21.11130/00-1735-0000-002E-E306-0>.

Version: 0.1.1
Imports: spatstat.geom
Published: 2021-03-29
DOI: 10.32614/CRAN.package.utilityFunctionTools
Author: Sebastian O. Schneider [aut, cre, prg], Giulia Baldini [edt, prg], Paul Eilers [ctb] (Functions tpower and bbase, see Package JOPS at http://statweb.lsu.edu/faculty/marx/JOPS_0.1.0.tar.gz)
Maintainer: Sebastian O. Schneider <sschneider at coll.mpg.de>
License: GPL-3
URL: https://www.sebastianoschneider.com
NeedsCompilation: no
CRAN checks: utilityFunctionTools results


Reference manual: utilityFunctionTools.pdf


Package source: utilityFunctionTools_0.1.1.tar.gz
Windows binaries: r-devel: utilityFunctionTools_0.1.1.zip, r-release: utilityFunctionTools_0.1.1.zip, r-oldrel: utilityFunctionTools_0.1.1.zip
macOS binaries: r-release (arm64): utilityFunctionTools_0.1.1.tgz, r-oldrel (arm64): utilityFunctionTools_0.1.1.tgz, r-release (x86_64): utilityFunctionTools_0.1.1.tgz, r-oldrel (x86_64): utilityFunctionTools_0.1.1.tgz
Old sources: utilityFunctionTools archive


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