[R] [R-pkgs] New version of actuar
vincent.goulet at act.ulaval.ca
Mon Sep 15 22:02:06 CEST 2008
=== actuar: An R Package for Actuarial Science ===
We are pleased to announce the immediate availability of version 1.0-0
of actuar. This release follows publication of our papers in JSS (*)
and R News (**). From the NEWS file:
o Improved support for regression credibility models. There is now
an option to make the computations with the intercept at the
barycenter of time. This assures that the credibility adjusted
regression line (or plane, or ...) lies between the individual and
collective ones. In addition, contracts without data are now
supported like in other credibility models.
o Argument 'right' for grouped.data() to allow intervals closed on
the right (default) or on the left.
o Method of quantile() for grouped data objects to compute the
inverse of the ogive.
o cm() no longer returns the values of the unbiased estimators when
method = "iterative".
o Specification of regression models in cm() has changed: one should
now provide the regression model as a formula and the regressors
in a separate matrix or data frame.
o Due to above change, predict.cm() now expects 'newdata' to be a
data frame as for stats:::predict.lm().
o Function bstraub() is no longer exported. Users are expected to
use cm() as interface instead.
o Functions r<foo>() are now more consistent in warning when NA's
(specifically NaN's) are generated (as per the change in R 2.7.0).
o frequency.portfolio was wrongly counting NAs.
o Domain of pdfs returned by aggregateDist() now restricted to
o Quantiles are now computed correctly (and more efficiently) in 0
and 1 by quantile.aggregateDist().
o coverage() no longer requires a cdf when it is not needed, namely
when there is no deductible and no limit.
The CRAN page for the package is
The project's web site is
Comments and contributions to the project are more than welcome.
Vincent Goulet, Associate Professor
Université Laval, Québec
Vincent.Goulet at act.ulaval.ca http://vgoulet.act.ulaval.ca
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