Probability Distribution Functions

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.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


0.3.0 by Alec James van Rassel, 4 months ago

Report a bug at

Browse source code at

Authors: Alec James van Rassel [aut, cre, cph] , Gabriel Crépeault-Cauchon [aut, ccp] , Étienne Marceau [tch, sad] , Hélène Cossette [tch, sad] , Laboratoire Act & Risk [fnd, sht] , École d'actuariat de l'Université Laval [fnd, his, uvp] , Natural Sciences and Engineering Research Council of Canada [fnd] , Marc-André Devost [ccp]

Documentation:   PDF Manual  

Task views: Probability Distributions

MIT + file LICENSE license

Imports statmod, stats, shiny, dplyr, ggplot2, plotly, tippy, shinyWidgets, shinydashboardPlus, shinydashboard, rlang, shiny.i18n

Suggests learnr, knitr, rmarkdown, spelling, testthat

See at CRAN