Description Usage Arguments Value Examples
View source: R/testr-functions.R
Back-test BootChainLadder method
1 2 3 4 5 6 7 | testr_BootChainLadder(
train_data,
test_data,
loss_type = c("paid", "case", "ultimate"),
.progress = NULL,
...
)
|
train_data |
a |
test_data |
a |
loss_type |
a character indicating whether to use paid, case-incurred, or ultimate loss triangle |
.progress |
a |
... |
additional arguments passed on to |
a tibble
containing the true reserve, estimated mean, estimated coefficient of variation, and the implied
percentile of the actual outcome
1 2 3 4 5 6 7 8 | train_data <- cas_loss_reserve_db %>%
get_meyers_subset() %>%
purrr::pluck("train_tri_set", 8)
test_data <- cas_loss_reserve_db %>%
get_meyers_subset() %>%
purrr::pluck("test_tri_set", 8)
testr_bootstrap <- testr_BootChainLadder(train_data, test_data, loss_type = "paid")
|
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