factor_estimate: factor_estimate

Description Usage Format Value Fields Inherits Methods Examples

Description

A risk model "factor estimate". A "factor estimate" is an abstraction that separates the factor estimation method from the model factors. This approach makes it possible to work separately on the risk model and on the best possible estimation methods to estimate the model factors. factor_estimate is an "abstract" class that shouldn't be used directly. Instead, use the specialized classes that inherits from it.

Usage

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Format

An object of class R6ClassGenerator of length 24.

Value

An instance of the factor_estimate R6Class.

Fields

estimation_method_name

A descriptive name identifying the estimation method, e.g.: "PERT-like 3 points estimate".

distribution_name

The name of the probability distribution, e.g. "Poisson", "Composite", etc.

distribution_type

Either "Continuous" or "Discrete".

limit_min_value

A strict lower bound applied to the factor simulation values. If NULL or NA, no lower bound will be applied.

limit_max_value

A strict upper bound applied to the factor simulation values. If NULL or NA, no upper bound will be applied.

limit_min_behavior

One of the following options determining how values will be maintained within limit_min_value: "Limit" (default), "Replace", "Discard". "Limit": When an out of bound value is drawn, apply min/max functions to force it within bounds. "Replace": When an out of bound value is drawn, we replace it until it is within bound. "Discard": When an out of bound value is drawn, remove it from the sample.

limit_max_behavior

One of the following options determining how values will be maintained within limit_max_value: "Limit" (default), "Replace", "Discard". "Limit": When an out of bound value is drawn, apply min/max functions to force it within bounds. "Replace": When an out of bound value is drawn, we replace it until it is within bound. "Discard": When an out of bound value is drawn, remove it from the sample.

Inherits

This is a root class.

Methods

get_random(n = 1, output_class = "vector")

Returns a random sample of size n. Returns a vector by default. If output_class = "data.frame", returns a data.frame with a column "factor_value". This second parameterization may be enriched by R6 subclasses to provide additional columns with complementary information.

Examples

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daviddoret/GRCRToolkit documentation built on May 23, 2019, 7:31 a.m.