fit.hirem: Fitting layers in a hierarchical reserving model

Description Usage Arguments

View source: R/fit.R

Description

fit one or multiple layers of the hierarchical reserving model

Usage

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## S3 method for class 'hirem'
fit(
  obj,
  training = FALSE,
  fold = NULL,
  weights = NULL,
  weight.var = NULL,
  balance.var = NULL,
  ...
)

Arguments

obj

The hierarchical reserving model

training

TRUE: Fit the layers on the training data set
FALSE: Fit the layers on the observed data set

fold

Index of the fold on which the model should be estimated
When fold == NULL the layer is estimated on all available records

weights

Optional. Vector of weights assigned to each development year.

weight.var

Optional. The name of the variable representing the development year since reporting in the data set.

balance.var

Optional. The name of the variable representing the development year since reporting in the data set, in case you want to perform a development year dependent bias correction step.

...

Add for each layer an argument with the same name as the layer and as value a formula describing the regression model


jonascrevecoeur/hirem documentation built on Dec. 14, 2021, 3 p.m.