mc_gatherer: Monte Carlo gatherer
In valuer: Pricing of Variable Annuities
Description
Usage
Format
Value
Methods
Description
Class which defines a gatherer for the Monte Carlo simulated
values. It has methods to return the Monte Carlo estimate and Monte Carlo
Standard Error of the estimate as well as a convergence table.
Usage
1
Format
R6Class object.
Value
Object of R6Class
Methods
newConstructor method
dump_resultSaves the argument result which is
a numeric scalar
get_resultsReturns the Monte Carlo estimate and the
(estimated) Monte Carlo Standard Error of the estimate
convergence_tableReturns the convergence table
plotPlots a Monte Carlo convergence graph at 95% level
valuer documentation built on May 2, 2019, 3:43 p.m.
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Description Usage Format Value Methods
Description
Class which defines a gatherer for the Monte Carlo simulated values. It has methods to return the Monte Carlo estimate and Monte Carlo Standard Error of the estimate as well as a convergence table.
Usage
1 |
Format
R6Class object.
Value
Object of R6Class
Methods
newConstructor method
dump_resultSaves the argument
resultwhich is a numeric scalarget_resultsReturns the Monte Carlo estimate and the (estimated) Monte Carlo Standard Error of the estimate
convergence_tableReturns the convergence table
plotPlots a Monte Carlo convergence graph at 95% level
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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