Statistical Functions for the Maxwell-Boltzmann-Bose-Einstein-Fermi-Dirac (MBBEFD) Family of Distributions
Overview
Provides probability mass, distribution, quantile, random variate generation, and method-of-moments parameter fitting for the MBBEFD family of distributions used in insurance modeling as described in Bernegger (1997) doi:10.2143/AST.27.1.563208 without any external dependencies.
Added
- **Breaking:** Added a form of Algorithm 3 in Bernegger (2026) to
mommb. Instead of a grid-search, the LS algorithm is a nested pair of 1-dimensional line searches along g and b. Experimentation shows that it almost always converges to the "same" values---close to machine precision---as the original expectation-maximization (EM) algorithm, and fails to converge in similar scenarios as the EM algorithm. Provided for completeness and in gratitude to Dr. Bernegger. - **Breaking:** Added new parameters
maxb,minb,maxg, andming. Themaxbparameter is used in both fitting algorithms. The others are only used in the LS algorithm. - Added a fast C implementation of the dilogarithm function for use in the LS algorithm.
- Added more informative error messages.
- Added and updated unit tests.
Changed
- **Breaking:** Given the additional algorithm and parameters, the call for
mommbhas been changed. See the documentation for the new order of parameters and the options list. This is the first "mature" release. Any breaking changes going forward will be announced in advance and will have a deprecation period. - Hardened and optimized underlying C and R code for speed and error protection.
Fixed
- Fixed errors in the documentation including copy-paste errors referencing
rnorminstead ofrmb, etc.
From inst/NEWS.Rd in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-05-12
- WARNING12 OK, 1 WARNING2026-05-11
- OK14 OK2026-03-10
Documentation
- Help pages
- 5 (1 internal)includes a package overview page
- Examples that run
- 100%3 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 87%
- Return-value docs
- 100%
- Help pages citing references
- 60%
Downloads
Repository
Stars over time
Releases over time
7 development-tooling and community-health practices detected across 4 families in the upstream repository
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Dependencies
Installing MBBEFDLite adds no packages beyond those that come with R.
Code & Tests
People & History
Package metadata
- First published
- 2024-05-15
- Total releases
- 7 / 2 yrs
- License
- MPL-2.0 OSI
- Download size
- 24 KB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("MBBEFDLite")The package provides a citation file that builds its entry when R runs it. Run citation() to see it.
The repository also keeps a CITATION.cff.
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