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  %\VignetteIndexEntry{Introduction to actuar}
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  \title{Introduction to \pkg{actuar}}
  \author{Christophe Dutang \\ Université Paris Dauphine \\[3ex]
    Vincent Goulet \\ Université Laval \\[3ex]
    Mathieu Pigeon \\ Université du Québec à Montréal}
  \date{}

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\begin{document}

\maketitle

\section{Introduction}
\label{sec:introduction}

\pkg{actuar} \citep{actuar} provides additional actuarial science
functionality and support for heavy tailed distributions to the R
statistical system. The project was officially launched in 2005 and is
under active development.

The current feature set of the package can be split into five main
categories: additional probability distributions; loss distributions
modeling; risk and ruin theory; simulation of compound hierarchical
models; credibility theory.

Furthermore, starting with version 3.0-0, \pkg{actuar} gives easy
access to many of its underlying C workhorses through an API.

As much as possible, the developers have tried to keep the ``user
interface'' of the various functions of the package consistent.
Moreover, the package follows the general R philosophy of working with
model objects. This means that instead of merely returning, say, a
vector of probabilities, many functions will return an object
containing, among other things, the said probabilities. The object can
then be manipulated at one's will using various extraction, summary or
plotting functions.


\section{Documentation}

In addition to the help pages, \pkg{actuar} ships with extensive
vignettes and demonstration scripts; run the following commands at the
R prompt to obtain the list of each.
<<echo=TRUE, eval=FALSE>>=
vignette(package = "actuar")
demo(package = "actuar")
@


\section{Collaboration and citation}

If you use R or \pkg{actuar} for actuarial analysis, please cite the
software in publications. For information on how to cite the software,
use:
<<eval=FALSE>>=
citation()
citation("actuar")
@


\section*{Acknowledgments}

The package would not be at this stage of development without the
stimulating contribution of Sébastien Auclair, Christophe Dutang,
Nicholas Langevin, Xavier Milhaud, Tommy Ouellet and Louis-Philippe
Pouliot.

This research benefited from financial support from the Natural
Sciences and Engineering Research Council of Canada and from the
\emph{Chaire d'actuariat} (Actuarial Science Foundation) of Université
Laval.

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