Risk Management blog

Material Building packages code

To build package use these commands:

 library(devtools)
## Warning: le package 'devtools' a été compilé avec la version R 4.2.3
## Le chargement a nécessité le package : usethis
 library(usethis) 
  • usethis::use_r(“nomdufichier”) : to add R file and write function
  • devtools::load_all() : to load all related functions to yours
  • devtools::install() : to install your package
  • devtools::document() : to document your package using roxygen
  • usethis::create_package() : to directly create package
  • usethis::use_git() : to use package version control vith github
  • devtools::load_all() : to load all source functions to be able to test package
  • devtools::check() : to check our package
  • use_data_raw() : create file to build data
  • usethis::use_data(my data, compress=“xz”): to add data to my package
  • use_package(“add any package you need”) : add any package to import from to description file

build Normal distribution

x <- seq(-4,4, length=1000)
hx <- dnorm(x,mean=0, sd=1)
plot(x, hx, type="l", xlab = "valeur de x", ylab="density", main="loi normale")

function to create asymetric distribution

fs = function(x,epsilon,delta) dnorm(sinh(delta*asinh(x)-epsilon))*delta*cosh(delta*asinh(x)-epsilon)/sqrt(1+x^2)
vec = seq(-5,5,0.001)
plot(vec,fs(vec,0,1),type="l")
points(vec,fs(vec,-2,1.3),type="l",col="red")
points(vec,fs(vec,1.3,1),type="l",col="blue")

Foued Hamouda
Foued Hamouda
Ph.D. in Finance

matter.