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### C code
useDynLib(actuar, .registration = TRUE, .fixes = "C_")
### Imports
import(expint) # for C code
import(stats, graphics)
importFrom(utils, head, tail)
### Exports
export(
## Credibility theory
cm,
## Simulation of insurance data
rcompound, rcomppois, rmixture,
rcomphierarc, simul, severity, unroll,
## Risk theory
aggregateDist, CTE, TVaR, discretize, discretise, VaR, adjCoef, ruin,
## One parameter distributions
dinvexp, pinvexp, qinvexp, rinvexp, minvexp, levinvexp,
mexp, levexp, mgfexp,
dlogarithmic, plogarithmic, qlogarithmic, rlogarithmic,
dztpois, pztpois, qztpois, rztpois,
dztgeom, pztgeom, qztgeom, rztgeom,
## Two parameter distributions
munif, levunif, mgfunif,
mnorm, mgfnorm,
mbeta, levbeta,
mgamma, levgamma, mgfgamma,
mchisq, levchisq, mgfchisq,
dinvgamma, pinvgamma, qinvgamma, rinvgamma, minvgamma, levinvgamma, mgfinvgamma,
dinvparalogis, pinvparalogis, qinvparalogis, rinvparalogis, minvparalogis, levinvparalogis,
dinvpareto, pinvpareto, qinvpareto, rinvpareto, minvpareto, levinvpareto,
dinvweibull, pinvweibull, qinvweibull, rinvweibull, minvweibull, levinvweibull,
dlgompertz, plgompertz, qlgompertz, rlgompertz, mlgompertz, levlgompertz, # aliases
dlgamma, plgamma, qlgamma, rlgamma, mlgamma, levlgamma,
dllogis, pllogis, qllogis, rllogis, mllogis, levllogis,
mlnorm, levlnorm,
dparalogis, pparalogis, qparalogis, rparalogis, mparalogis, levparalogis,
dpareto, ppareto, qpareto, rpareto, mpareto, levpareto,
dpareto1, ppareto1, qpareto1, rpareto1, mpareto1, levpareto1,
mweibull, levweibull,
## minvGauss, levinvGauss, mgfinvGauss, [defunct v3.0-0]
dgumbel, pgumbel, qgumbel, rgumbel, mgumbel, mgfgumbel,
dinvgauss, pinvgauss, qinvgauss, rinvgauss, minvgauss, levinvgauss, mgfinvgauss,
dztnbinom, pztnbinom, qztnbinom, rztnbinom,
dztbinom, pztbinom, qztbinom, rztbinom,
dzmlogarithmic, pzmlogarithmic, qzmlogarithmic, rzmlogarithmic,
dzmpois, pzmpois, qzmpois, rzmpois,
dzmgeom, pzmgeom, qzmgeom, rzmgeom,
dpoisinvgauss, ppoisinvgauss, qpoisinvgauss, rpoisinvgauss,
dpig, ppig, qpig, rpig, # aliases
## Three parameter distributions
dburr, pburr, qburr, rburr, mburr, levburr,
dgenpareto, pgenpareto, qgenpareto, rgenpareto, mgenpareto, levgenpareto,
dinvburr, pinvburr, qinvburr, rinvburr, minvburr, levinvburr,
dinvtrgamma, pinvtrgamma, qinvtrgamma, rinvtrgamma, minvtrgamma, levinvtrgamma,
dtrgamma, ptrgamma, qtrgamma, rtrgamma, mtrgamma, levtrgamma,
dpareto2, ppareto2, qpareto2, rpareto2, mpareto2, levpareto2,
dpareto3, ppareto3, qpareto3, rpareto3, mpareto3, levpareto3,
dzmnbinom, pzmnbinom, qzmnbinom, rzmnbinom,
dzmbinom, pzmbinom, qzmbinom, rzmbinom,
## Four parameter distributions
dgenbeta, pgenbeta, qgenbeta, rgenbeta, mgenbeta, levgenbeta,
dtrbeta, ptrbeta, qtrbeta, rtrbeta, mtrbeta, levtrbeta,
dpearson6, ppearson6, qpearson6, rpearson6, mpearson6, levpearson6, #aliases
dpareto4, ppareto4, qpareto4, rpareto4, mpareto4, levpareto4,
## Five parameter distributions
dfpareto, pfpareto, qfpareto, rfpareto, mfpareto, levfpareto,
## Phase-type distributions
dphtype, pphtype, rphtype, mphtype, mgfphtype,
## Loss distributions
grouped.data, ogive, emm, mde, elev, coverage, var, sd
)
### Methods
S3method("[", grouped.data)
S3method("[<-", grouped.data)
S3method(aggregate, portfolio)
S3method(CTE, aggregateDist)
S3method(diff, aggregateDist)
S3method(elev, default)
S3method(elev, grouped.data)
S3method(emm, default)
S3method(emm, grouped.data)
S3method(frequency, portfolio)
S3method(hist, grouped.data)
S3method(knots, ogive)
S3method(knots, elev)
S3method(mean, aggregateDist)
S3method(mean, grouped.data)
S3method(sd, default)
S3method(sd, grouped.data)
S3method(var, default)
S3method(var, grouped.data)
S3method(ogive, default)
S3method(ogive, grouped.data)
S3method(plot, adjCoef)
S3method(plot, aggregateDist)
S3method(plot, elev)
S3method(plot, ogive)
S3method(plot, ruin)
S3method(predict, bstraub)
S3method(predict, cm)
S3method(predict, hache)
S3method(predict, hierarc)
S3method(predict, bayes)
S3method(print, aggregateDist)
S3method(print, elev)
S3method(print, cm)
S3method(print, mde)
S3method(print, ogive)
S3method(print, summary.ogive)
S3method(print, portfolio)
S3method(print, summary.aggregateDist)
S3method(print, summary.cm)
S3method(quantile, aggregateDist)
S3method(quantile, grouped.data)
S3method(severity, default)
S3method(severity, portfolio)
S3method(summary, aggregateDist)
S3method(summary, cm)
S3method(summary, grouped.data)
S3method(summary, elev)
S3method(summary, ogive)
S3method(VaR, aggregateDist)
S3method(weights, portfolio)
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