markovchain - Easy Handling Discrete Time Markov Chains
Description: Functions and S4 classes to create, manage and analyse discrete time Markov chains. Includes probabilistic analysis of chain structure (state classification, hitting times, stationary distributions, spectral and mixing diagnostics), statistical inference (maximum likelihood and Bayesian estimation, tests of the Markov property, homogeneity, stationarity and order, simulation), higher-order and multivariate chains, state aggregation, and import/export to JSON, YAML and CSV. Basic support for continuous time Markov chains is also provided; some of these functions depend on the suggested 'ctmcd' package. See Spedicato (2017) <doi:10.32614/RJ-2017-036>.
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ctmcdtmcmarkov-chainmarkov-modelr-programmingrcppquartoopenblascpp
13.28 score 116 stars 4 dependents 898 scripts 9.0k downloadslifecontingencies - Financial and Actuarial Mathematics for Life Contingencies
Classes and methods that allow the user to manage life table, actuarial tables (also multiple decrements tables). Moreover, functions to easily perform demographic, financial and actuarial mathematics on life contingencies insurances calculations are contained therein. See Spedicato (2013) <doi:10.18637/jss.v055.i10>.
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actuarialfinanciallife-contingencieslife-insurancequartocppopenmp
8.25 score 74 stars 279 scripts 2.4k downloadsmbbefd - Maxwell Boltzmann Bose Einstein Fermi Dirac Distribution and Destruction Rate Modelling
Distributions that are typically used for exposure rating in general insurance, in particular to price reinsurance contracts. The vignette shows code snippets to fit the distribution to empirical data. See, e.g., Bernegger (1997) <doi:10.2143/AST.27.1.563208> freely available on-line.
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actuarialdestruction-rate-modelingreinsurancecpp
7.20 score 17 stars 123 scripts 446 downloads