fit one or multiple layers of the hierarchical reserving model
1 2 3 4 5 6 7 8 9 10 |
obj |
The hierarchical reserving model |
training |
TRUE: Fit the layers on the training data set |
fold |
Index of the fold on which the model should be estimated |
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 |
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