utilityFunctionTools
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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0 |
rolling linux/jammy R-4.5 | utilityFunctionTools_1.0.tar.gz |
159.3 KiB |
1.0 |
rolling linux/noble R-4.5 | utilityFunctionTools_1.0.tar.gz |
159.1 KiB |
1.0 |
rolling source/ R- | utilityFunctionTools_1.0.tar.gz |
107.4 KiB |
1.0 |
latest linux/jammy R-4.5 | utilityFunctionTools_1.0.tar.gz |
159.3 KiB |
1.0 |
latest linux/noble R-4.5 | utilityFunctionTools_1.0.tar.gz |
159.1 KiB |
1.0 |
latest source/ R- | utilityFunctionTools_1.0.tar.gz |
107.4 KiB |
1.0 |
2026-04-26 source/ R- | utilityFunctionTools_1.0.tar.gz |
107.4 KiB |
1.0 |
2026-04-23 source/ R- | utilityFunctionTools_1.0.tar.gz |
107.4 KiB |
1.0 |
2026-04-09 windows/windows R-4.5 | utilityFunctionTools_1.0.zip |
162.5 KiB |
0.1.1 |
2025-04-20 source/ R- | utilityFunctionTools_0.1.1.tar.gz |
12.4 KiB |