Nothing
cfr_rolling
: Basic expectationsCode
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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