utilityFunctionTools
P-Spline Regression for Utility Functions and Derived Measures
v1.0
·
Aug 20, 2025
·
GPL-3
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>.
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| r-release-windows-x86_64 | OK |
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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
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1.0
Mar 9, 2026