factor_estimate_composite_custsom: factor_estimate_composite_custom

In daviddoret/GRCRToolkit: GRC Toolkit

Description

This class represents a risk model "composite factor estimate with custom logic".
A "composite factor estimate with custom logic" is a factor estimation method that is based on:

• a set of dependent_factors (aka sub-factors),

• a random_function that applies arbitrary logic on the input dependent_factors to model the factor's random variable.

The dependent_factors may in their turn be estimated with arbitrary estimation methods.

Usage

factor_estimate_composite_custsom

Format

An object of class R6ClassGenerator of length 24.

Value

An instance of the factor_estimate_composite R6Class.

Inherits

factor_estimate

Examples

fe1 <- factor_estimate_composite_custom$new()

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