AshesITR/reservr: Fit Distributions and Neural Networks to Censored and Truncated Data

Define distribution families and fit them to interval-censored and interval-truncated data, where the truncation bounds may depend on the individual observation. The defined distributions feature density, probability, sampling and fitting methods as well as efficient implementations of the log-density log f(x) and log-probability log P(x0 <= X <= x1) for use in 'TensorFlow' neural networks via the 'tensorflow' package. Allows training parametric neural networks on interval-censored and interval-truncated data with flexible parameterization. Applications include Claims Development in Non-Life Insurance, e.g. modelling reporting delay distributions from incomplete data, see Bücher, Rosenstock (2022) <doi:10.1007/s13385-022-00314-4>.

install.packages("remotes")
remotes::install_github("AshesITR/reservr")