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gpitt71 committed Nov 13, 2024
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8 changes: 4 additions & 4 deletions DESCRIPTION
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Package: ReSurv
Type: Package
Title: Machine Learning Models for Predicting IBNR Claim Counts
Title: Machine Learning Models For Predicting Claim Counts
Version: 1.0.0
Authors@R:
c(person(given = "Emil",
Expand All @@ -17,9 +17,9 @@ Authors@R:
email="[email protected]",
role = c("aut", "cph"),
comment = c(ORCID = "0000-0001-5846-667X")))
Description: Prediction of future IBNR frequencies using the feature based development factors introduced in Hiabu, Hofman, Pittarello (2023) <doi:10.48550/arXiv.2312.14549>.
Implementation of Neural Networks (NN), eXtreme Gradient Boosting (XGB),
and Cox model with splines (COX) to optimise the partial log-likelihood of proportional hazard models.
Description: Prediction of claim counts using the feature based development factors introduced in the manuscript <doi:10.48550/arXiv.2312.14549>.
Implementation of Neural Networks, Extreme Gradient Boosting,
and Cox model with splines to optimise the partial log-likelihood of proportional hazard models.
URL: https://github.com/edhofman/ReSurv
BugReports: https://github.com/edhofman/ReSurv/issues
License: GPL (>= 2)
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34 changes: 0 additions & 34 deletions R/ResurvcvIndividualData.R
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#' @import tidyverse
#' @import xgboost
#'
#' @examples
#' ## Not run
#' input_data <- data_generator(random_seed = 1964)
#'
#' individual_data <- IndividualDataPP(input_data,
#' id="claim_number",
#' continuous_features=NULL,
#' categorical_features="claim_type",
#' accident_period="AP",
#' calendar_period="RP",
#' input_time_granularity = "months",
#' output_time_granularity = "quarters",
#' years=4,
#' continuous_features_spline=NULL,
#' calendar_period_extrapolation=FALSE)
#'
#' resurv.cv.xgboost <- ReSurvCV(IndividualDataPP=individual_data,
#' model="XGB",
#' hparameters_grid=list(booster="gbtree",
#' eta=c(.001,.01,.2,.3),
#' max_depth=c(3,6,8),
#' subsample=c(1),
#' alpha=c(0,.2,1),
#' lambda=c(0,.2,1),
#' min_child_weight=c(.5,1)),
#' print_every_n = 1L,
#' nrounds=1L, ##set to one to run quickly
#' verbose=FALSE,
#' verbose.cv=TRUE,
#' early_stopping_rounds = 100L,
#' folds=5L,
#' parallel=TRUE,
#' ncores=2L,
#' random_seed=1L)
#'
#'
#' @references
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7 changes: 0 additions & 7 deletions R/data_generator.R
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#'
#' @import SynthETIC
#'
#' @examples
#' ## Generate four years of daily data for scenario Alpha.
#' input_data <- data_generator(random_seed = 7,
#' scenario='alpha',
#' time_unit = 1/360,
#' years = 4,
#' period_exposure = 200)
#'
#'
#'
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10 changes: 5 additions & 5 deletions docs/404.html

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