mcmcACF-comma-StandardAnnualAggLossDevModelOutput-dash-method: A method to plot autocorrelations found in the MCMC samples...
In BALD: Robust Loss Development Using MCMC
Description
Arguments
Details
Value
TODO
See Also
Description
A method to plot autocorrelations found in the MCMC samples for select parameters.
Arguments
object
The object from which to plot autocorrelations.
Details
Chains with high autocorrelation require a longer burnin and more samples to fully explore the parameter space.
Value
Called for the side effect of plotting.
TODO
Add option to plot other values. Currently only plots “First Rate Of Decay,” “First Calendar Year Effect Error,” and “First Exposure Year Growth.”
See Also
mcmcACF
mcmcACF("BreakAnnualAggLossDevModelOutput")
BALD documentation built on May 2, 2019, 6:51 a.m.
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Description Arguments Details Value TODO See Also
Description
A method to plot autocorrelations found in the MCMC samples for select parameters.
Arguments
object |
The object from which to plot autocorrelations. |
Details
Chains with high autocorrelation require a longer burnin and more samples to fully explore the parameter space.
Value
Called for the side effect of plotting.
TODO
Add option to plot other values. Currently only plots “First Rate Of Decay,” “First Calendar Year Effect Error,” and “First Exposure Year Growth.”
See Also
mcmcACF
mcmcACF("BreakAnnualAggLossDevModelOutput")
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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