A companion R package for the online book Practical Actuarial Techniques (in development).
THIS IS A PRE-RELEASE VERSION AND NO RELIANCE WHATSOEVER MAY BE PLACED ON IT.
At the time of writing (May 2022) the main feature is a framework using Monte Carlo simulation to calculate p-values for statistical goodness-of-fit tests where the parameters have been estimated from the data.
This is a generalisation of the approach in the
KScorrect
package
and has been tested against results from KScorrect
.
The approach has been generalised in three ways:
KScorrect
.With careful configuration, the framework here can in principle also be used where parameters are known in advance rather than estimated from the data, but there is very little value to this use case, as Monte Carlo is rarely necessary when the parameters are known (and is certainly not necessary for the KS and AD tests).
There is as yet no official release.
The code in this repository is the development version,
which can be installed from github using the remotes
package:
require(remotes)
remotes::install_github('PaulMTeggin/practechniques')
If you don't have remotes
installed you should first run
install.packages('remotes')
Users of practechniques
are encouraged to report bugs here
(go to issues in the menu above,
and press new issue to start a new bug report
or feature request).
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