Cumulative.T.Resampled.MACK: Cumulative.T.Resampled.MACK

In EduardoRamosP/MackNet: Mack-Net model: Blending Mack's model with Recurrent Neural Networks

Description

It adds the process variance to the lower triangle.

Usage

Cumulative.T.Resampled.MACK(
  Cumulative.T,
  Dev.Fact.Boot,
  Scale.Param,
  Residuals.Boot,
  Method
)

Arguments

Cumulative.T	Cumulative triangle.
Dev.Fact.Boot	Predictive development factors resampled randomly.
Scale.Param	Predictive scale parameter estimated by the MackNet model.
Residuals.Boot	Residuals resampled in order to include the process variance to the lower triangle
Method	If this variable is set to "Resampled", the process variance is fully based on the bootstrap method and, thus, the model is distribution-free. The option to rely on "Normal" and "Gamma" distribution to generate the process variance is included.

Value

Resampled triangle including the process variance.

EduardoRamosP/MackNet documentation built on Sept. 26, 2020, 9:21 a.m.