| gendist-package {gendist} | R Documentation |
Generated Probability Distribution Models
Description
Computes the probability density function (pdf), cumulative distribution function (cdf), quantile function (qf) and generates random values (rg) for the following general models : mixture models, composite models, folded models, skewed symmetric models and arc tan models.
Details
| Package: | gendist |
| Type: | Package |
| Version: | 2.0 |
| Date: | 2019-01-30 |
| License: | GPL (>=2) |
All the models use parent distribution(s) and thus flexible to incorporate many exisiting probability distributions.
Author(s)
Shaiful Anuar Abu Bakar
Maintainer: Shaiful Anuar Abu Bakar <saab@um.edu.my>
References
Abu Bakar, S. A., Nadarajah, S., Adzhar, Z. A. A. K., & Mohamed, I. (2016). gendist: An R package for generated probability distribution models. PloS one, 11(6).
Gomez-Deniz, E., & Calderin-Ojeda, E. Modelling insurance data with the pareto arctan distribution. ASTIN Bulletin, 1-22.
Cooray, K., & Ananda, M. M. (2005). Modeling actuarial data with a composite lognormal-Pareto model. Scandinavian Actuarial Journal, 2005(5), 321-334.
Scollnik, D. P. (2007). On composite lognormal-Pareto models. Scandinavian Actuarial Journal, 2007(1), 20-33.
Nadarajah, S., & Bakar, S. A. A. (2014). New composite models for the Danish fire insurance data. Scandinavian Actuarial Journal, 2014(2), 180-187.
Bakar, S. A., Hamzah, N. A., Maghsoudi, M., & Nadarajah, S. (2015). Modeling loss data using composite models. Insurance: Mathematics and Economics, 61, 146-154.
Brazauskas, V., & Kleefeld, A. (2011). Folded and log-folded-t distributions as models for insurance loss data. Scandinavian Actuarial Journal, 2011(1), 59-74.
Pearson, K. (1894). Contributions to the mathematical theory of evolution. Philosophical Transactions of the Royal Society of London. A, 71-110.
Azzalini, A. (1985). A class of distributions which includes the normal ones. Scandinavian journal of statistics, 171-178.