train_val_split: Train-Validation Split of Claims Triangle

In ADLP: Accident and Development Period Adjusted Linear Pools for Actuarial Stochastic Reserving

Train-Validation Split of Claims Triangle

Description

General framework for any user-defined training/validation/testing split of claims triangle data. The ADLP package contains three default splitting algorithms.

Usage

train_val_split(df, ...)

Arguments

df	Claims Triangle and other information. data.frame format of claims and related information for each cell. Dataframe will have columns origin and dev as columns 1 and 2 respectively.
...	Other parameters used to calculate train/test splitting.

Value

List containing ⁠$train⁠, ⁠$valid⁠, ⁠$test⁠, which should partition the input df.

See Also

train_val_split_by_AP, train_val_split_method1, train_val_split_method2

ADLP documentation built on May 29, 2024, 2:12 a.m.