version 2.1-0

DESCRIPTION

@@ -1,8 +1,8 @@
 Package: actuar
 Type: Package
 Title: Actuarial Functions and Heavy Tailed Distributions
-Version: 2.0-0
-Date: 2016-11-12
+Version: 2.1-0
+Date: 2017-02-09
 Authors@R: c(person("Vincent", "Goulet", role = c("cre", "aut"),
  email = "[email protected]"),
  person("Sébastien", "Auclair", role = "ctb"),
@@ -24,14 +24,15 @@ Description: Functions and data sets for actuarial science:
  Support for phase-type distributions commonly used to compute ruin
  probabilities.
 Depends: R (>= 3.3.0)
-Imports: stats, graphics
+Imports: stats, graphics, expint
+LinkingTo: expint
 Suggests: MASS
 License: GPL (>= 2)
 Encoding: UTF-8
 LazyLoad: yes
 LazyData: yes
 NeedsCompilation: yes
-Packaged: 2016-11-11 15:09:41 UTC; vincent
+Packaged: 2017-02-09 17:15:26 UTC; vincent
 Author: Vincent Goulet [cre, aut],
  Sébastien Auclair [ctb],
  Christophe Dutang [aut],
@@ -41,4 +42,4 @@ Author: Vincent Goulet [cre, aut],
  Mathieu Pigeon [aut]
 Maintainer: Vincent Goulet <[email protected]>
 Repository: CRAN
-Date/Publication: 2016-11-12 19:54:50
+Date/Publication: 2017-02-09 18:27:42

MD5

@@ -1,5 +1,5 @@
-10996d5ce3e0cc0b3f9d1f18ed9f1246 *DESCRIPTION
-d6ffd3607fe130ddbf5db3bcde36a20d *NAMESPACE
+f8c3be44151b702a4a13f8e4d93b19f2 *DESCRIPTION
+5873c96f56ff9c6bf2fde2d6cd8df58e *NAMESPACE
 8aac43590e0179678325eba17340d763 *R/BetaMoments.R
 71151991c67b734a8295413a56d10b7a *R/Burr.R
 ac8550f2e459513294922c199d302341 *R/CTE.R
@@ -28,7 +28,6 @@ b7088c0679ba8512d0ba6385b8a1d37b *R/LognormalMoments.R
 c1b7f154c685cb62782651e6089b6e59 *R/PhaseType.R
 67e95d3cb576c05cf6a1ff407bfe0e53 *R/PoissonInverseGaussian.R
 549ab750191f58a9595c21f89418b48f *R/SingleParameterPareto.R
-760b69fc735a7c4d3fd349c324f2ff67 *R/SpecialIntegrals.R
 e1e19edff44e1a005e4c3bee56bbfbed *R/TransformedBeta.R
 f970bf4e0706209b62d1e9d6370ec4f3 *R/TransformedGamma.R
 a05f77e1f60b1d35b0c6f2d5c14e6058 *R/UniformSupp.R
@@ -45,6 +44,7 @@ bcb6f7e78d0c71a2d492adf51cec9b31 *R/ZeroModifiedLogarithmic.R
 a0722bd84754a95d925e81b8a50b126c *R/ZeroTruncatedPoisson.R
 304f2fbe932a87987617256d8fa8b603 *R/adjCoef.R
 3d69620231024d8ebe2071a624798de2 *R/aggregateDist.R
+5a36781916c4f8685c0d283f560e5318 *R/betaint.R
 246a1bee753d2d8578d04ebb862ffe97 *R/bstraub.R
 dcd4d09b8bae4de58a415936b311dcdf *R/cm.R
 d1dd0e29d3237da5bb0011af4e821cf6 *R/coverage.R
@@ -85,27 +85,27 @@ b80efa324a92b9837bac5dc570703220 *demo/simulation.R
 72cebb6e34e6fc91c3f49e94076e49b3 *inst/CITATION
 af9292b537c7083263cf5bebe4d70ea3 *inst/NEWS.0.Rd
 0d4661720a76fde49cb1b269163f10bf *inst/NEWS.1.Rd
-8c3995a08c9468089a94ca98e43cd6f9 *inst/NEWS.Rd
-0ce872621234ebeb21bfe0a0f5d5f9bc *inst/doc/actuar.R
-e870e1a93627d102bcefada856279716 *inst/doc/actuar.Rnw
-f7d157a4596fb116a49cea514f461c2a *inst/doc/actuar.pdf
-87424e05d6a7e7925d3981d3c2946908 *inst/doc/coverage.R
-7c34191090d056723d4f28635ecb6985 *inst/doc/coverage.Rnw
-bc03f3ef780c8e6f2497123f8959c952 *inst/doc/coverage.pdf
-e24f8b9eafc88e6219bb1480a14c370e *inst/doc/credibility.R
-0bc6b1d358a937946e7516a4750e081e *inst/doc/credibility.Rnw
-a8cdaa34507d828e5eaf6c70ed05476e *inst/doc/credibility.pdf
-e2f6b6e20b7d36ff76e565e099e1fce6 *inst/doc/distributions.Rnw
-daf24cbba31ab542762789184c025cf3 *inst/doc/distributions.pdf
-806400799682bcdf3495fe627553ebc0 *inst/doc/modeling.R
-614bd315415c744aabcd00fdcf3acf47 *inst/doc/modeling.Rnw
-d1606a09609102286fcc8be1dfb34de3 *inst/doc/modeling.pdf
-cdb8813db3054d74e6e719dc99477760 *inst/doc/risk.R
-d13202d1c91e945207c0820da578f59d *inst/doc/risk.Rnw
-7c390e807735ef307ea96ab5ecf4ade3 *inst/doc/risk.pdf
-60e9d59317adcb146d28f3575fe7e539 *inst/doc/simulation.R
-5f291b57062455dfe0cceb143fb8a0a9 *inst/doc/simulation.Rnw
-b182c03f4734f77a156afde0c31a6212 *inst/doc/simulation.pdf
+c34c00ddf8697d02cbf3b401ce98a128 *inst/NEWS.Rd
+69d15d7f3405f6834799beb77775e8b2 *inst/doc/actuar.R
+96cb8a00833c1c7f74fcd5b7b8ce640b *inst/doc/actuar.Rnw
+6de74f786680bf4c6581e40690cdb7e6 *inst/doc/actuar.pdf
+3ea6dc2d59b54eb94b03dbc8d521a0f4 *inst/doc/coverage.R
+7a245b453ac8f9a84b285c4638436fbd *inst/doc/coverage.Rnw
+d52ce80639126e8d6a3330967553de76 *inst/doc/coverage.pdf
+8704d27d04936be3ababbc98ba012235 *inst/doc/credibility.R
+5e8efd0ee3e1b9c47c38c312c23a76e5 *inst/doc/credibility.Rnw
+0234bbaf2f8e523ab889e906eb012731 *inst/doc/credibility.pdf
+7827d2f0752fde1ac479d77e44c33ded *inst/doc/distributions.Rnw
+c3657720e825d3596311da8ac97b509d *inst/doc/distributions.pdf
+57d85422bbaaa763b9e7bd3b6b85271b *inst/doc/modeling.R
+f292d52a8328ebcbbf8c324df2d1db67 *inst/doc/modeling.Rnw
+bbd107421dc6ba1e1c85f3d4c062f9b7 *inst/doc/modeling.pdf
+a29215305aa5e981b7bb2dc73d4bbff8 *inst/doc/risk.R
+d7e9929d7061e0d6bb20642f74fd5672 *inst/doc/risk.Rnw
+b9f2af9298779875dee2b2af6a569fc4 *inst/doc/risk.pdf
+8ee5ee9930a322c171f4c404a65757a3 *inst/doc/simulation.R
+5b18b6287daa2ada782a8d5a36f189df *inst/doc/simulation.Rnw
+0ba73cb213d2b52b9b71c18b12f82a03 *inst/doc/simulation.pdf
 3bd915de8e8489707ddee4c60d78775d *inst/po/en@quot/LC_MESSAGES/R-actuar.mo
 550d2ae714441252b19b8b546ed8c8a5 *inst/po/en@quot/LC_MESSAGES/actuar.mo
 66ec2b6aa2a693adc7371885c01ce75a *inst/po/fr/LC_MESSAGES/R-actuar.mo
@@ -121,13 +121,13 @@ d27e08194af2c6a27dcbeaa83b834c66 *man/GeneralizedBeta.Rd
 3a226f5ea7359874eaadfcbea60d9b42 *man/GeneralizedPareto.Rd
 3a5554f978a4487cc4c0c067fbcb7503 *man/Gumbel.Rd
 6c0ae35c6a935808df94defa04f1e2cd *man/InverseBurr.Rd
-bdc0b57e6dccae0cc6829575f4ecf5af *man/InverseExponential.Rd
-e950c93183c52f8b8f36fa6f026731e6 *man/InverseGamma.Rd
+1f9aa354e489359296410b79f077ba66 *man/InverseExponential.Rd
+cc22be0ffecc35c09e344a8f40e07e8c *man/InverseGamma.Rd
 3855516f57389f6eaa9269580147a061 *man/InverseGaussian.Rd
 d7733ca4023e92151ca39bbb431b6a9a *man/InverseParalogistic.Rd
 6eb3442d458c261fe420c49d7928f623 *man/InversePareto.Rd
-f0dfc2aeaba1283dfd9a05b03435f798 *man/InverseTransformedGamma.Rd
-aba68ee7314c89dacb708ae701617660 *man/InverseWeibull.Rd
+4bd4e053a4c701f9a59690a1c1eb092f *man/InverseTransformedGamma.Rd
+cb4a955560394294412af6cdba235731 *man/InverseWeibull.Rd
 3fee6687d4c822f4b1e1fb8d89d13fd2 *man/Logarithmic.Rd
 d5feba70eb465458ce45e360a96a80d4 *man/Loggamma.Rd
 9332ef4a73092a1cd560640db33428d7 *man/Loglogistic.Rd
@@ -138,7 +138,6 @@ ce5f89e55a9dba1aa08c12c339b801d8 *man/Paralogistic.Rd
 2636824e001280919de38414846ca656 *man/PhaseType.Rd
 f66617fa4003eec4a7e466f5e15f9c46 *man/PoissonInverseGaussian.Rd
 24de58fe780649a7956cc80764fd4258 *man/SingleParameterPareto.Rd
-db1bf89013480e1e1754603d80cd6817 *man/SpecialIntegrals.Rd
 3eab7269c10c07bab6ae7bc7be05ec7e *man/TransformedBeta.Rd
 5354b2ae5c4099e57ebef74a494fded6 *man/TransformedGamma.Rd
 31c756d463bbc7396f8ec783a7b31b8d *man/UniformSupp.Rd
@@ -156,6 +155,7 @@ ba81aa6f61bd52f36a0bb480f84c52bc *man/ZeroTruncatedNegativeBinomial.Rd
 868458016a605016b131894e51c0d8fa *man/actuar-deprecated.Rd
 536b3b28791e306bcaf157ec480aa6a3 *man/adjCoef.Rd
 2cce030ca45fd49c1447cf9034c1ae02 *man/aggregateDist.Rd
+890c44a3c34c9ed4627bda5772008676 *man/betaint.Rd
 9d4cfe94e33d871509ef756814b920cf *man/cm.Rd
 6e32ade77f871805b5650f784f806abe *man/coverage.Rd
 6044e3f1b95f253a80c0d578edbbd7a6 *man/dental.Rd
@@ -183,37 +183,35 @@ f9db9039e60d399521d2b1e0d7206d96 *po/R-actuar.pot
 613d292336e086b29cdb137d41fb6ad0 *po/actuar.pot
 3a6a2e87a774f778d6d414be1d4b0a04 *po/fr.po
 3e6e97d6c7af1a138d3cb95359ccddd9 *src/Makevars
-612eb9f42843dfe3eabc59cdce5f98d6 *src/actuar.h
+809718d36aca22ceb459c585ef79f9d2 *src/actuar.h
 3f4ce42d205d80c8bd21d2871c65f46b *src/beta.c
 76d1fa8abbe3b4a67033d38d2c0c98b2 *src/betaint.c
 9cc71fb8647870ed4ece09a9af2453b3 *src/burr.c
 b069d9938947c8a24f0d5c1cbb4d2533 *src/chisq.c
-c65c764b54f401f4628dca83f64ca77f *src/dpq.c
+795b69a556af841aacb9940e95312a6e *src/dpq.c
 d54dc147661622af90a79b220b4a49d2 *src/dpq.h
 dcd967ce4fefb46d7e06e7f6caa0be43 *src/dpqphtype.c
 abdc5aed2c7f486ba61e2ce0157ced33 *src/exp.c
-a73267fa3586abc461742ac38240255a *src/expint.c
 c55eaf093f4181173dc6ea6fcf5215e9 *src/gamma.c
-fc5a617bf894f54e5fabeecb5e15492a *src/gammaint.c
 344aca495b88ea132eea262abb4bc8ca *src/genbeta.c
 0f7657cda973e2cc3267260425f1390b *src/genpareto.c
 de69dd1a92f574cb640a87f1bc91dfc1 *src/gumbel.c
 250dddb5d59f5a045e2fbcc53c7d9ad8 *src/hierarc.c
-56900228a998de85146f1375475ecf0d *src/init.c
+07e9d161a485e607ad35a8724b0d0ca3 *src/init.c
 58dbe188cc4cbac35676186b47522ecc *src/invburr.c
-c82c4bf646252ba9b9fd32411a75e96f *src/invexp.c
-9de1621703e4f8d94d9e633e83b3238f *src/invgamma.c
-191abcecb317a3de343f3d0953a4a991 *src/invgauss.c
+73131f46e60e92c80e70342f9d85a2ba *src/invexp.c
+5f52d86ff6a36a761ebccd1b64e27c4c *src/invgamma.c
+a52d0147263fc6b48dd66ca8c68b13b0 *src/invgauss.c
 188dc6b0bfbe65f8077d5b55722645a5 *src/invparalogis.c
 6b44dd16764d81e3886008ac748d24cf *src/invpareto.c
-58cf51534b188b310e6e018fbdfc5a77 *src/invtrgamma.c
-c5255d8bb699007b3549ed70506a163d *src/invweibull.c
+4875f05d6f91c6b28ce8d3b06f5f0b58 *src/invtrgamma.c
+12f6ab7a7581f0b0ae8ff2c29534dc5d *src/invweibull.c
 7d73f3438571660295ddf26ecf31aff0 *src/lgamma.c
 74aa3ec4ebfbceae104f6e8bf46400c8 *src/llogis.c
 6ea77aa6740dbc28dfc6f074ff9c30f9 *src/lnorm.c
 bbb5f2e900fe0cc5bc568d702d3ec3ab *src/locale.h
 6033cc1d6ae0cbc9de5c244e33c7e14a *src/logarithmic.c
-d363b2d1fb43ff3b8954118b80b87289 *src/names.c
+47aac97f6fe37c5cffc2d35055b54605 *src/names.c
 ae2619cf1f4bbbad05d5d2516ea77c9c *src/norm.c
 28202a63b07836448ffa6e3b8fcdc8c2 *src/panjer.c
 6571a3a231590b895710ee0d78206748 *src/paralogis.c
@@ -237,11 +235,11 @@ b6756183ee57d484f503593b88b15a7c *src/ztbinom.c
 36d6d90e75c55ccbf6f24695b6cc11a8 *src/ztgeom.c
 ca58114c9c7393a502666ae4f658e0a3 *src/ztnbinom.c
 99d654ce7e8e582db0711e40ad309480 *src/ztpois.c
-e870e1a93627d102bcefada856279716 *vignettes/actuar.Rnw
-55b91e13ec62045c4e6933aeaf704920 *vignettes/actuar.bib
-7c34191090d056723d4f28635ecb6985 *vignettes/coverage.Rnw
-0bc6b1d358a937946e7516a4750e081e *vignettes/credibility.Rnw
-e2f6b6e20b7d36ff76e565e099e1fce6 *vignettes/distributions.Rnw
-614bd315415c744aabcd00fdcf3acf47 *vignettes/modeling.Rnw
-d13202d1c91e945207c0820da578f59d *vignettes/risk.Rnw
-5f291b57062455dfe0cceb143fb8a0a9 *vignettes/simulation.Rnw
+96cb8a00833c1c7f74fcd5b7b8ce640b *vignettes/actuar.Rnw
+074de3b9b0496dc39ce6d11f5b34b5b2 *vignettes/actuar.bib
+7a245b453ac8f9a84b285c4638436fbd *vignettes/coverage.Rnw
+5e8efd0ee3e1b9c47c38c312c23a76e5 *vignettes/credibility.Rnw
+7827d2f0752fde1ac479d77e44c33ded *vignettes/distributions.Rnw
+f292d52a8328ebcbbf8c324df2d1db67 *vignettes/modeling.Rnw
+d7e9929d7061e0d6bb20642f74fd5672 *vignettes/risk.Rnw
+5b18b6287daa2ada782a8d5a36f189df *vignettes/simulation.Rnw

NAMESPACE

@@ -1,6 +1,11 @@
 ### C code
 useDynLib(actuar, .registration = TRUE)
 
+### Imports
+import(expint) # for C code
+import(stats, graphics)
+importFrom(utils, head, tail)
+
 ### Exports
 export(
  ## Credibility theory
@@ -63,10 +68,6 @@ export(
  grouped.data, ogive, emm, mde, elev, coverage
 )
 
-### Imports
-import(stats, graphics)
-importFrom(utils, head, tail)
-
 ### Methods
 S3method("[", grouped.data)
 S3method("[<-", grouped.data)

R/betaint.R

@@ -0,0 +1,21 @@
+### ===== actuar: An R Package for Actuarial Science =====
+###
+### The "beta integral"
+###
+### B(a, b; x) = Gamma(a + b) int_0^x t^(a-1) (1 - t)^(b-1) dt
+###
+### a > 0, b != -1, -2, ..., 0 < x < 1. This mathematicacal is only
+### used at the C level in the package. The function therein provides
+### an R interface just in case it could be useful.
+###
+### The function is *not* exported.
+###
+### See Appendix A of Klugman, Panjer and Willmot (2012), Loss Models,
+### Fourth Edition, Wiley.
+###
+### AUTHOR: Vincent Goulet <[email protected]>
+
+## see src/betaint.c
+betaint <- function(x, a, b)
+ .External("actuar_do_dpq", "betaint", x, a, b, FALSE)
+

inst/NEWS.Rd

@@ -2,14 +2,39 @@
 \title{\pkg{actuar} News}
 \encoding{UTF-8}
 
+\section{CHANGES IN \pkg{actuar} VERSION 2.1-0}{
+ \subsection{BUG FIX}{
+ \itemize{
+ \item{\code{qinvgauss} was not computing quantiles as far in the
+ right tail as \code{statmod:::qinvgauss}. This is now fixed.
+ Thanks to Gordon Smyth \email{smyth@wehi.edu.au} for pointing it
+ out.}
+ }
+ }
+ \subsection{USER VISIBLE CHANGES}{
+ \itemize{
+ \item{Support for the incomplete gamma function and the
+ exponential integral has been moved to package \pkg{expint}.
+ Therefore, \pkg{actuar} now imports these functionalities
+ through the \pkg{expint} API.}
+ \item{Consequence of the above, the non exported functions
+ \code{gammaint} and \code{expint} are deleted from the package.}
+ \item{Section 6 on special integrals of the
+ \code{\dQuote{distributions}} package vignette was revised to
+ better introduce the incomplete gamma function, the incomplete
+ beta function and the related integrals.}
+ }
+ }
+}
+
 \section{CHANGES IN \pkg{actuar} VERSION 2.0-0}{
  \subsection{NEW FEATURES}{
  \itemize{
  \item{New support functions \code{[dpqrm,lev,mgf]invgauss} for
  the inverse Gaussian distribution. The first three functions are
  C (read: faster) implementations of functions of the same name
  in package \pkg{statmod}.}
- \item{New support functions \code{[dpqrm]gumbel} for the Gumbel
+ \item{New support functions \code{[dpqrm,mgf]gumbel} for the Gumbel
  extreme value distribution.}
  \item{Extended range of admissible values for many limited
  expected value functions thanks to new C-level functions
@@ -128,7 +153,7 @@
  \subsection{BUG FIX}{
  \itemize{
  \item{An old and nasty out-of-bounds bug could crash R when using
- the code{"recursive"} method of \code{aggregateDist} with a
+ the \code{"recursive"} method of \code{aggregateDist} with a
  frequency distribution from the \eqn{(a, b, 1)} family. The bug
  went unnoticed before because there was no example for the
  \eqn{(a, b, 1)} case in the man page.}

inst/doc/actuar.R

@@ -2,14 +2,14 @@
 ### Encoding: UTF-8
 
 ###################################################
-### code chunk number 1: actuar.Rnw:98-100 (eval = FALSE)
+### code chunk number 1: actuar.Rnw:96-98 (eval = FALSE)
 ###################################################
 ## vignette(package = "actuar")
 ## demo(package = "actuar")
 
 
 ###################################################
-### code chunk number 2: actuar.Rnw:115-117 (eval = FALSE)
+### code chunk number 2: actuar.Rnw:113-115 (eval = FALSE)
 ###################################################
 ## citation()
 ## citation("actuar")