LoB.Backtest: LoB.Backtest
In EduardoRamosP/MackNet: Mack-Net model: Blending Mack's model with Recurrent Neural Networks
Description
Usage
Arguments
Value
Description
It computes the percentile of the observed data vs the distribution generated by AY and totals.
Usage
1
LoB.Backtest(Reservest.D, Reservest.D.Vector, Reserves.Validation)
Arguments
Reservest.D
Total reserves sampled by the model.
Reservest.D.Vector
Total reserves by AY sampled by the model.
Reserves.Validation
Actual reserve.
Value
Percentile of the observed data vs the distribution generated by AY and totals.
EduardoRamosP/MackNet documentation built on Sept. 26, 2020, 9:21 a.m.
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Description Usage Arguments Value
Description
It computes the percentile of the observed data vs the distribution generated by AY and totals.
Usage
1 | LoB.Backtest(Reservest.D, Reservest.D.Vector, Reserves.Validation)
|
Arguments
Reservest.D |
Total reserves sampled by the model. |
Reservest.D.Vector |
Total reserves by AY sampled by the model. |
Reserves.Validation |
Actual reserve. |
Value
Percentile of the observed data vs the distribution generated by AY and totals.
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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