Alpha_Net: Alpha_Net
In EduardoRamosP/MackNet: Mack-Net model: Blending Mack's model with Recurrent Neural Networks
Description
Usage
Arguments
Value
Description
It calculates the predictive alpha factors of the RNNs ensemble.
Usage
1
Alpha_Net(Net_Alpha, Net_DevYear, Cumulative.T)
Arguments
Net_Alpha
Set of alpha factors predicted by each individual RNN.
Net_DevYear
Index that allows to identify the development year of each alpha factor.
Cumulative.T
Cumulative payments triangle.
Value
Predictive alpha factors of the MackNet model obtained from the ensemble of RNNs.
EduardoRamosP/MackNet documentation built on Sept. 26, 2020, 9:21 a.m.
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Description Usage Arguments Value
Description
It calculates the predictive alpha factors of the RNNs ensemble.
Usage
1 | Alpha_Net(Net_Alpha, Net_DevYear, Cumulative.T)
|
Arguments
Net_Alpha |
Set of alpha factors predicted by each individual RNN. |
Net_DevYear |
Index that allows to identify the development year of each alpha factor. |
Cumulative.T |
Cumulative payments triangle. |
Value
Predictive alpha factors of the MackNet model obtained from the ensemble of RNNs.
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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