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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).