FitDistLoglik: this is the generic likelihood function, it calls functions...

In Atan1988/FlexFit: Fits Severity distributions for Insurance data

Description

this is the generic likelihood function, it calls functions of various distributions

Usage

FitDistLoglik(parm, y, FUN = "gamma", Att, Lmt, rTrunc = Inf,
  parnames = c("shape", "scale"), fixedpar = NULL, fixedparn = NULL,
  link = "identity", Xmat = NULL, modelpar = "scale", ll_sign = 1,
  ...)

Arguments

y	is the observed amount, subject to censoring and gross of attachment
Att	is the left truncation point, frquently used in severity modeling context
rTrunc	is the right truncation point, this is more applicable in reporting lag modeling for CM policies x needs to be converted to matrix form using model.matrix
x	is matrix of predictors/covariates

Examples

FitDistLoglik(parm = c(0.5, 0.5, 3, 12, 3, 1.7), y = y, FUN='mixlnorm2', Att = 1e4, Lmt = Inf,  parnames = c('ws', 'meanlogs', 'sdlogs'))

Atan1988/FlexFit documentation built on Jan. 16, 2022, 12:32 a.m.