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utilityFunctionTools  

P-Spline Regression for Utility Functions and Derived Measures
View on CRAN: Click here


Download and install utilityFunctionTools package within the R console
Install from CRAN:
install.packages("utilityFunctionTools")

Install from Github:
library("remotes")
install_github("cran/utilityFunctionTools")

Install by package version:
library("remotes")
install_version("utilityFunctionTools", "1.0")



Attach the package and use:
library("utilityFunctionTools")
Maintained by
Sebastian O. Schneider
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-07-27
Latest Update: 2021-03-29
Description:
Predicts a smooth and continuous (individual) utility function from utility points, and computes measures of intensity for risk and higher order risk measures (or any other measure computed with user-written function) based on this utility function and its derivatives according to the method introduced in Schneider (2017) <http://hdl.handle.net/21.11130/00-1735-0000-002E-E306-0>.
How to cite:
Sebastian O. Schneider (2020). utilityFunctionTools: P-Spline Regression for Utility Functions and Derived Measures. R package version 1.0, https://cran.r-project.org/web/packages/utilityFunctionTools. Accessed 18 Sep. 2026.
Previous versions and publish date:
(2026-07-09 06:58), 0.1.0 (2020-07-27 11:40), 0.1.1 (2021-03-29 11:20)
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Complete documentation for utilityFunctionTools
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