normal_poisson_log_likelihood: Normal-Poisson log-likelihood

In kbrix/brixtools: Some statistical methods for non-life insurance

Description

Implementation of Normal-Poisson log-likelihood, taking deductibles into account.

Usage

normal_poisson_log_likelihood(parameter = NULL, X = NULL, N = NULL,
  check = 1)

Arguments

parameter	numeric, vector of parameters of length 3 consisting of the mean and standard deviation of the Normal component and the mean of the Poisson component. Default is NULL.
X	data.frame, must have two columns named claim and deductible for the Normal component of the log-likelihood. Default is NULL.
N	data.frame, must have two columns occurrence and deductible for the Poisson component of the log-likelihood. Default is NULL.
check	default value is 1 and returns the log-likelihood, else returns the parameter names of the model: mean, sd and lambda.

Details

Note that the row number of X and N need not be the same.

Value

Returns a numeric value or character vector of parameter names depending on whether check = 1 or not.

Examples

normal_poisson_log_likelihood(c(1,2,3), X = normal_poisson_x, N = normal_poisson_n, check = 1)
normal_poisson_log_likelihood(c(1,2,3), X = normal_poisson_x, N = normal_poisson_n, check = 0)
normal_poisson_log_likelihood(check = 0)

kbrix/brixtools documentation built on May 29, 2019, 2:25 p.m.