DevFactors_Net_Incurred: DevFactors_Net_Incurred

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

Description

It calculates the predictive development factors of the RNNs ensemble.

Usage

DevFactors_Net_Incurred(
  RNN_DevFactors,
  RNN_DevYear,
  Cumulative.T,
  OutliersControl
)

Arguments

RNN_DevFactors	Set of development factors predicted by each individual RNN.
RNN_DevYear	Index that allows to identify the development year of each development factor.
Cumulative.T	Incurred cost triangle.
OutliersControl	Development factors below 0.975 are not allowed when this variable is set to 1.

Value

Predictive development factors of the MackNet model obtained from the ensemble of RNNs.

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