R-bootruin - A bootstrap test for the probability of ruin in the clas
| Website: | http://cran.at.r-project.org/web/packages/bootruin/index.html |
|---|---|
| License: | LGPL-2 |
- Description:
This package provides a framework for testing the probability of ruin in the classical (compound Poisson) risk process. It also includes some procedures for assessing and comparing the performance between the bootstrap test and the test using asymptotic normality.
Packages
| R-bootruin-1.0.139-1.fc12.noarch [56 KiB] |
Changelog
by pingou (2010-03-26):
- initial package for Fedora |