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>.


Reference manual

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0.1.1 by Sebastian O. Schneider, 19 days ago


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