Changelog

Source: NEWS.md

quantrr 1.1.1

• Improved test coverage

• Added quantrr hex sticker logo

• Updated installation instructions including Quick Start

quantrr 1.1.0

Updated Standalone Quarto site example:

• Replaced stopifnot() in import data validation check with warnings to review validation results

• Added ‘typical’ losses in Forecast section using the geometric mean

• Added percentage of years with no losses to the Forecast section

• Loss Exceedance Curves now use a log10 scale to improve readability

Added new functions:

• gmean(): calculate the geometric mean

• check_validation(): raise warnings if there were issues with data validation

Other updates:

• Updated Template to match Standalone site example

• Add rendered standalone report sample to online documentation

quantrr 1.0.1

• Updated with links to original demo and talk

quantrr 1.0.0

First full release. Includes the following features:

• “Risk Analysis Report” R Markdown Template for RStudio

• “Standalone” Quarto site that implements the template and includes the “Widget Management System” example

• Full documentation at https://jabenninghoff.github.io/quantrr/ and a Quick Start Guide in the README

Planned, not yet implemented:

• Logo/Icon

• “Risk Modeling with quantrr” vignette

quantrr 0.1.0

Initial release. Implements basic package structure and two core functions:

• lnorm_param(): calculate the parameters of a log normal distribution from the 0.05 and 0.95 quantiles

• calc_risk(): quantify risk using a Poisson distribution for loss event frequency, and a log-normal distribution for loss event magnitude