Jonathan Rougier

Jonathan Rougier

3 packages on CRAN

tensor

cran
99.99th

Percentile

The tensor product of two arrays is notionally an outer product of the arrays collapsed in specific extents by summing along the appropriate diagonals.

Oarray

cran
99.99th

Percentile

Generalise the starting point of the array index.

tailloss

cran
99.99th

Percentile

Set of tools to estimate the probability in the upper tail of the aggregate loss distribution using different methods: Panjer recursion, Monte Carlo simulations, Markov bound, Cantelli bound, Moment bound, and Chernoff bound.