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utilityFunctionTools
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]
[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 05 Jun. 2026.
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Other R packages that utilityFunctionTools depends,
imports, suggests or enhances
Complete documentation for utilityFunctionTools
Functions, R codes and Examples using
the utilityFunctionTools R package
Some associated functions: bbase . compute_function . compute_function_aux . compute_higher_order_risk_preferences . compute_measures . compute_measures_aux . derivative . estimate_model . evaluate_cross_validation . find_optimal_lambda . tpower .
Some associated R codes: HigherOrderRiskPreferences.R . Full utilityFunctionTools package functions and examples
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