Probability Distribution Functions
Beta Distribution
Binomial Distribution
Bivariate Ali-Mikhail-Haq Copula
Bivariate Cuadras-Augé Copula
Bivariate Clayton Copula
Bivariate Eyraud-Farlie-Gumbel-Morgenstern (EFGM) Copula
Bivariate Frank Copula
Bivariate Gumbel Copula
Bivariate Marshall-Olkin Copula
Compound Binomial Distribution
Compound Negative Binomial Distribution
Compound Poisson Distribution
Distributacalcul: Probability Distribution Functions
Hypergeometric Distribution
Erlang Distribution
Exponential Distribution
Fréchet Copula
Fréchet Lower Bound Copula
Fréchet Upper Bound Copula
Gamma Distribution
Inverse Gaussian Distribution
Independence Copula
Loglogistic Distribution
Lognormal Distribution
Logarithmic Distribution
Negative Binomial Distribution
Normal Distribution
Pareto Distribution
Poisson Distribution
Uniform Distribution
Discrete Uniform Distribution
Weibull Distribution
Calculates expected values, variance, different moments (kth moment, truncated mean), stop-loss, mean excess loss, Value-at-Risk (VaR) and Tail Value-at-Risk (TVaR) as well as some density and cumulative (survival) functions of continuous, discrete and compound distributions. This package also includes a visual 'Shiny' component to enable students to visualize distributions and understand the impact of their parameters. This package is intended to expand the 'stats' package so as to enable students to develop an intuition for probability.
Useful links