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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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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.