alpha: The alpha matrix

Description Usage Arguments References Examples

View source: R/alpha.R

Description

The matrix corresponding I_(ijy) function

Usage

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alpha(data, tau)

Arguments

data

input matrix of probabilities

tau

the vector of time points corresponding to columns in input matrix

References

Adamic, P., Caron, S. (2014), "SC-CR Algorithms with Informative Masking", Scandinavian Actuarial Journal, 2014(4), 339-351.

Examples

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data(censoredMatrix)
res <- inputM(censoredMatrix)

alpha(res$input, res$tau)

sccr documentation built on Dec. 15, 2020, 5:11 p.m.