P-Spline Regression for Utility Functions and Derived Measures

Documentation for package ‘utilityFunctionTools’ version 0.1.1

bbase	Constructs a B-spline basis of degree 'deg' (Code by Paul Eilers, Package JOPS, http://statweb.lsu.edu/faculty/marx/JOPS_0.1.0.tar.gz).
compute_function	Computes a continuous and smooth utility function from the given utility points
compute_higher_order_risk_preferences	Computes a continuous and smooth function according to the given utility points
compute_measures	Given a set of smooth and continuous functions, computes predefined and user-defined measures.
derivative	Computes the derivative of a function
estimate_model	Estimates the model
evaluate_cross_validation	Evaluates the cross validation function.
find_optimal_lambda	Finds an optimal penalty weight lambda given the parameters
tpower	Truncated p-th power function. Helper function for creating the B-Spline basis (Code by Paul Eilers, Package JOPS, http://statweb.lsu.edu/faculty/marx/JOPS_0.1.0.tar.gz)