NEWS | R Documentation |

Support functions

`[dpqrm,lev]fpareto`

for the Feller-Pareto distribution and related Pareto distributions with a location parameter. The Feller-Pareto defines a large family of distributions encompassing the transformed beta family and many variants of the Pareto distribution. Using the nomenclature of Arnold (2015), the following distributions are now supported by actuar: Feller-Pareto, Pareto IV, Pareto III, and Pareto II. The Pareto I was already supported under the name Single Parameter Pareto. Contributed by Christophe Dutang, Vincent Goulet and Nicholas Langevin.The package now exposes through an API its 200+ C routines for probability functions and the beta integral. This is documented in a new section of the “distributions” package vignette. See file ‘include/actuarAPI.h’ in the package installation directory for the complete list of exported routines.

Improvements to the accuracy in the right tail of the

`p<dist>`

and`lev<dist>`

functions for most probability distributions of the transformed beta family. Achieved by replacing`pbeta(u, a, b, lower.tail)`

for*u > 0.5*with`pbeta(1 - u, b, a, !lower.tail)`

and an accurate computation of`u`

. Contributed by Nicholas Langevin.The C workhorse

`betaint_raw`

behind`betaint`

gains an additional argument to receive an accurate value of*1 - x*. Used extensively to improve accuracy of the`lev<dist>`

functions for the transformed beta family. Contributed by Nicholas Langevin.The “distributions” package vignette now regroups distributions of the transformed beta families and the single parameter Pareto under the umbrella of the Feller-Pareto family of distributions. The vignette now also includes diagrams showing the interrelations between the members of this family, as well as between the members of the transformed gamma and inverse transformed gamma families.

Exhaustive regression tests for probability functions.

Improvements to the simulation algorithm for zero-modified discrete distributions in the

*p0m < p0*case. Contributed by Nicholas Langevin.`dpoisinvgauss`

no longer returns`NaN`

for large values of`x`

. Solved by computing probabilities recursively instead of by calling`bessel_k`

(the latter would overflow for large`nu`

and propagate`NaN`

). Computations are actually about twice as fast.`ppoisinvgauss`

now honors argument`lower_tail`

.`qpoisinvgauss`

no longer fails with`mu = Inf`

and`log.p = TRUE`

.`betaint(x, Inf, b)`

now returns`Inf`

instead of`NaN`

.`betaint(.Machine$double.xmin, a, b)`

, with*b < 0*, now returns 0 instead of`NaN`

.`d<dist>`

and`p<dist>`

functions for all continuous size distributions now handle limiting cases for infinite scale parameter, or for zero non-scale parameters consistently with functions of base R.Affected functions are:

`[dp]trbeta`

,`[dp]burr`

,`[dp]llogis`

,`[dp]paralogis`

,`[dp]genpareto`

,`[dp]pareto`

,`[dp]invburr`

,`[dp]invpareto`

,`[dp]invparalogis`

in the Transformed Beta family;`[dp]trgamma`

,`[dp]invtrgamma`

,`[dp]invgamma`

,`[dp]invweibull`

,`[dp]invexp`

in the Transformed Gamma family;`[dp]lgamma`

,`[dp]gumbel`

,`[dp]invgauss`

,`[dp]genbeta`

.`levinvexp`

no longer returns`NaN`

for finite order.

Support for the Pareto II distributions comes from functions

`[dpqrm,lev]pareto2`

. These functions were*aliases*to`[dpqrm,lev]pareto`

in previous version of actuar. The new functions are*not*backward compatible. Therefore, calls to the`*pareto2`

functions of previous versions of actuar will return wrong results and should be replaced by calls to`*pareto`

functions.

Functions

`[m,lev,mgf]invGauss`

that were deprecated in version 2.0-0.

Older news can be found in files ‘NEWS.2.Rd’ (2.x series), ‘NEWS.1.Rd’ (1.x series) and ‘NEWS.0.Rd’ (0.x series).