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>.


News

Reference manual

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

install.packages("utilityFunctionTools")

0.1.1 by Sebastian O. Schneider, 19 days ago


https://www.sebastianoschneider.com


Browse source code at https://github.com/cran/utilityFunctionTools


Authors: 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)


Documentation:   PDF Manual  


GPL-3 license


Imports spatstat.geom


See at CRAN