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)
- Version0.1.1
- R versionunknown
- LicenseGPL-3
- Needs compilation?No
- Last release03/29/2021
Team
Sebastian O. Schneider
Giulia Baldini
Show author detailsRolesedt, prgPaul Eilers
Show author detailsRolesContributor
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- Imports1 package