tests/testthat/_snaps/estimate_rolling.md

cfr_rolling: Basic expectations

Code
  head(rolling_scfr_naive, rows)
Output
           date severity_estimate severity_low severity_high
  1  1976-08-25        0.00000000   0.00000000     0.9750000
  2  1976-08-26        0.00000000   0.00000000     0.9750000
  3  1976-08-27        0.00000000   0.00000000     0.9750000
  4  1976-08-28        0.00000000   0.00000000     0.9750000
  5  1976-08-29        0.00000000   0.00000000     0.9750000
  6  1976-08-30        0.00000000   0.00000000     0.9750000
  7  1976-08-31        0.00000000   0.00000000     0.9750000
  8  1976-09-01        0.00000000   0.00000000     0.8418861
  9  1976-09-02        0.00000000   0.00000000     0.7075982
  10 1976-09-03        0.00000000   0.00000000     0.6023646
  11 1976-09-04        0.00000000   0.00000000     0.3694166
  12 1976-09-05        0.00000000   0.00000000     0.3362671
  13 1976-09-06        0.00000000   0.00000000     0.3084971
  14 1976-09-07        0.00000000   0.00000000     0.2470526
  15 1976-09-08        0.06666667   0.00168643     0.3194846
Code
  head(rolling_scfr_corrected, rows)
Output
           date severity_estimate severity_low severity_high
  1  1976-08-25                NA           NA            NA
  2  1976-08-26            0.0001       0.0001        0.9999
  3  1976-08-27            0.0001       0.0001        0.9999
  4  1976-08-28            0.0001       0.0001        0.9999
  5  1976-08-29            0.0001       0.0001        0.9990
  6  1976-08-30            0.0001       0.0001        0.9942
  7  1976-08-31            0.0001       0.0001        0.9841
  8  1976-09-01            0.0001       0.0001        0.9701
  9  1976-09-02            0.0001       0.0001        0.9467
  10 1976-09-03            0.0001       0.0001        0.9043
  11 1976-09-04            0.0001       0.0001        0.8374
  12 1976-09-05            0.0001       0.0001        0.7265
  13 1976-09-06            0.0001       0.0001        0.6013
  14 1976-09-07            0.0001       0.0001        0.4916
  15 1976-09-08            0.2659       0.0175        0.7482


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cfr documentation built on April 3, 2025, 9:38 p.m.