make_negative_log_likelihood: Make Negative Loglikelihood Function to be Minimized
In rmsharp/stochasticreserver: Flexible Framework for Stochastic Reserving Models
View source: R/make_negative_log_likelihood.R
Description
Note that the general
form of the model has parameters in addition to those in the loss model,
namely the power for the variance and the constant of proprtionality that
varies by column. So if the original model has k parameters with size
columns of data, the total objective function has k + size + 1 parameters
Usage
1
make_negative_log_likelihood(a, A, dnom, g_obj)
Arguments
a
do not know
A
do not know
dnom
numeric vector representing the exposures (claims) used in the
denominator
g_obj
objective function
rmsharp/stochasticreserver documentation built on Nov. 5, 2019, 3:13 a.m.
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View source: R/make_negative_log_likelihood.R
Description
Note that the general form of the model has parameters in addition to those in the loss model, namely the power for the variance and the constant of proprtionality that varies by column. So if the original model has k parameters with size columns of data, the total objective function has k + size + 1 parameters
Usage
1 | make_negative_log_likelihood(a, A, dnom, g_obj)
|
Arguments
a |
do not know |
A |
do not know |
dnom |
numeric vector representing the exposures (claims) used in the denominator |
g_obj |
objective function |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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