Package: RcmdrPlugin.RiskDemo 3.2

RcmdrPlugin.RiskDemo: R Commander Plug-in for Risk Demonstration

R Commander plug-in to demonstrate various actuarial and financial risks. It includes valuation of bonds and stocks, portfolio optimization, classical ruin theory, demography and epidemic.

Authors:Arto Luoma

RcmdrPlugin.RiskDemo_3.2.tar.gz
RcmdrPlugin.RiskDemo_3.2.zip(r-4.5)RcmdrPlugin.RiskDemo_3.2.zip(r-4.4)RcmdrPlugin.RiskDemo_3.2.zip(r-4.3)
RcmdrPlugin.RiskDemo_3.2.tgz(r-4.4-any)RcmdrPlugin.RiskDemo_3.2.tgz(r-4.3-any)
RcmdrPlugin.RiskDemo_3.2.tar.gz(r-4.5-noble)RcmdrPlugin.RiskDemo_3.2.tar.gz(r-4.4-noble)
RcmdrPlugin.RiskDemo_3.2.tgz(r-4.4-emscripten)RcmdrPlugin.RiskDemo_3.2.tgz(r-4.3-emscripten)
RcmdrPlugin.RiskDemo.pdf |RcmdrPlugin.RiskDemo.html✨
RcmdrPlugin.RiskDemo/json (API)

# Install 'RcmdrPlugin.RiskDemo' in R:

install.packages('RcmdrPlugin.RiskDemo', repos = c('https://arolluom.r-universe.dev', 'https://cloud.r-project.org'))

Datasets:

countries.mort - Mortality data
dataCovid - COVID-19 statistics
dataCovidFin - Confirmed COVID-19 cases in Finland
fin - Mortality data for Finland
fin.fcast - Finnish mortality forecast
fin.lca - Lee-Carter model fit for Finnish data
params - Yield curve parameter data
popRegionsFin - Population data on Finnish hospital districts
stockData - Stock data

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

48 exports 0.23 score 198 dependencies 20 scripts 506 downloads

Last updated 7 months agofrom:91f17d8e17. Checks:OK: 7. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Sep 04 2024
R-4.5-win	OK	Sep 04 2024
R-4.5-linux	OK	Sep 04 2024
R-4.4-win	OK	Sep 04 2024
R-4.4-mac	OK	Sep 04 2024
R-4.3-win	OK	Sep 04 2024
R-4.3-mac	OK	Sep 04 2024

Exports:bondCalc bondCurve bondDialog bondFigure bondPrice casesDialog casesDialogFin computeLifetable computeRuin computeRuinFinite covidSmooth drawBars drawBarsFin drawFigure drawIncidence drawIncidenceFin drawPositiveRate drawRuin drawTests estimateDemogmodel forecastDemogdata forecastDialogFin forecastPopulation incidenceDialog incidenceDialogFin invertSpecial loglikCovid plot.lca plotDemogdata plotForecast plotR pop.pred pOpt pOptGen portfolioOpt portfOptim portOpt repel returns returns.sim ruinDialog solveLund solveYield stock.price stockPrice testsDialog updateCovidData viewDemogdata

Dependencies:abind ash askpass backports base64enc bit bit64 bitops boot broom bslib cachem car carData cellranger checkmate class cli clipr cluster cobs colorspace cowplot cpp11 crayon curl cvar data.table DBI demography Deriv deSolve digest doBy dplyr e1071 ecp effects estimability evaluate evgam fansi farver fastICA fastmap fBasics fda fdapace fds fGarch FNN fontawesome forcats forecast foreign Formula fracdiff fs ftsa gbutils generics geometry ggplot2 glue GPArotation gridExtra gss gtable haven hdrcde highr HMDHFDplus Hmisc hms htmlTable htmltools htmlwidgets httr insight isoband janitor jquerylib jsonlite kernlab KernSmooth knitr ks labeling LaplacesDemon lattice lifecycle linprog lme4 Lmoments lmtest locfit lpSolve lubridate magic magrittr MASS Matrix MatrixModels mclust memoise mgcv microbenchmark mime minqa mitools mnormt modelr multicool munsell mvtnorm nlme nloptr nnet nortest numDeriv openssl pbkrtest pcaPP pdfCluster pillar pkgconfig pracma prettyunits progress proxy psych purrr quadprog quantmod quantreg R6 rainbow rappdirs rbibutils Rcmdr RcmdrMisc RColorBrewer Rcpp RcppArmadillo RcppEigen RcppProgress RCurl Rdpack readr readstata13 readxl relimp rematch rlang rmarkdown ROOPSD rpart rstudioapi rvest sandwich sass scales sde selectr snakecase SparseM spatial stabledist stringi stringr strucchange survey survival sys tcltk2 tibble tidyr tidyselect timechange timeDate timeSeries tinytex tseries TTR tzdb urca utf8 vars vctrs viridis viridisLite vroom withr xfun xml2 xts yaml zoo

Citation

Readme and manuals

Help Manual

Help page	Topics
R Commander Plug-in for Risk Demonstration	RcmdrPlugin.RiskDemo-package RcmdrPlugin.RiskDemo
Drawing forward and yield curves	bondCurve
Bond price as a function of interest rate.	bondFigure
Computing bond prices	bondPrice
Ruin probability computation with infinite time horizon	computeRuin
Ruin probability computation with finite time horizon	computeRuinFinite
Mortality data	countries.mort
Kalman smoothing of the covid model	covidSmooth
COVID-19 statistics	dataCovid
Confirmed COVID-19 cases in Finland	dataCovidFin
Plotting epidemic statistics	drawBars
Plotting epidemic statistics with Finnish data	drawBarsFin
Efficient frontier and return distribution figures	drawFigure
Plotting incidence curves of an epidemic	drawIncidence
Plotting incidence curves of an epidemic with Finnish data	drawIncidenceFin
Plotting the positive rate of COVID-19 tests or the tests per case	drawPositiveRate
Plotting simulations of a surplus process	drawRuin
Plotting time series related to COVID-19 testing	drawTests
Mortality data for Finland	fin
Finnish mortality forecast	fin.fcast
Lee-Carter model fit for Finnish data	fin.lca
Computing the log-likelihood of the covid model	loglikCovid
Yield curve parameter data	params
Forecasting new covid cases	plotForecast
Plotting the effective reproduction number (R)	plotR
Population forecasting	pop.pred
Population data on Finnish hospital districts	popRegionsFin
Portfolio optimization for an index model	portfOptim
Computing expected returns and their covariance matrix	returns
Solving Lund's exponent	solveLund
Computing bond yields	solveYield
Computing stock prices	stock.price
Stock data	stockData

Package: RcmdrPlugin.RiskDemo 3.2

RcmdrPlugin.RiskDemo: R Commander Plug-in for Risk Demonstration

Citation

Readme and manuals

Help Manual

Usage by other packages (reverse dependencies)