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Add a Bootstrap under Mack Hypothesis. #76

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e93306f
First implementation of BootMackChainLadder
lrnv Sep 8, 2020
15a8718
Running Roxygen: This is quite good, since old documentation was not …
lrnv Sep 8, 2020
f177bba
Small fixes in the code
lrnv Sep 8, 2020
c077bd7
Rewritting the vignette
lrnv Jan 20, 2021
903adae
Adding reference to vignette in the documentation
lrnv Feb 2, 2021
afc7bdf
running roxygen
lrnv Mar 9, 2021
79ac3d2
Moving the vignette into the main one
lrnv Mar 9, 2021
3291ada
Adding examples in the documentation
lrnv Mar 9, 2021
18b87ac
Message in NEWS (to be reformatted)
lrnv Mar 9, 2021
09f5eb5
removing NULL at the end of the print function
lrnv Mar 9, 2021
97f49f2
Rewritting BMCL output formatting
lrnv Mar 9, 2021
0c4424d
Removed one function
lrnv Mar 9, 2021
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9 changes: 6 additions & 3 deletions DESCRIPTION
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Original file line number Diff line number Diff line change
Expand Up @@ -28,7 +28,9 @@ Authors@R: c(person("Markus", "Gesmann", role = c("aut", "cre"),
person("Vincent", "Goulet", role="ctb",
email="vincent.goulet@act.ulaval.ca"),
person("Marco", "De Virgilis", role="ctb",
email="devirgilis.marco@gmail.com")
email="devirgilis.marco@gmail.com"),
person("Oskar", "Laverny", role="ctb",
email="oskar.laverny@gmail.com")
)
Description: Various statistical methods and models which are
typically used for the estimation of outstanding claims reserves
Expand All @@ -47,7 +49,8 @@ Imports:
statmod,
cplm (>= 0.7-3),
ggplot2,
MASS
MASS,
mvtnorm
Suggests:
RUnit, knitr, rmarkdown
VignetteBuilder:
Expand All @@ -57,4 +60,4 @@ URL: https://github.com/mages/ChainLadder
BugReports: https://github.com/mages/ChainLadder/issues
LazyLoad: yes
LazyData: yes
RoxygenNote: 6.1.1
RoxygenNote: 7.1.1
12 changes: 12 additions & 0 deletions NAMESPACE
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Expand Up @@ -36,6 +36,7 @@ export(as.LongTriangle)
export(CLFMdelta, LRfunction)
export(glmReserve)
export(cyEffTest, dfCorTest, checkTriangleInflation, inflateTriangle, BS.paid.adj)
export(BootMackChainLadder,MultiBootMackChainLadder)

#Classes
exportClasses(triangles, MultiChainLadder, MultiChainLadderFit,
Expand Down Expand Up @@ -77,6 +78,7 @@ S3method(summary, MunichChainLadder)
S3method(summary, BootChainLadder)
S3method(summary, ClarkLDF)
S3method(summary, ClarkCapeCod)

S3method(summary, ata)

S3method(summary, cyEffTest)
Expand All @@ -100,6 +102,15 @@ S3method(quantile, BootChainLadder)
S3method(residuals, BootChainLadder)
S3method(mean, BootChainLadder)

S3method(mean, BootMackChainLadder)
S3method(print, BootMackChainLadder)
S3method(CDR, BootMackChainLadder)
S3method(summary, BootMackChainLadder)
S3method(mean, MultiBootMackChainLadder)
S3method(CDR, MultiBootMackChainLadder)
export(NyIBNR)
export(Corel)

S3method(vcov, clark)

exportMethods(predict, Mse, summary, show, coerce,
Expand All @@ -109,6 +120,7 @@ exportMethods(predict, Mse, summary, show, coerce,
S3method(CDR, MackChainLadder)
S3method(CDR, BootChainLadder)
S3method(CDR, default)

export(CDR)

export(tweedieReserve)
Expand Down
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