ChainLadder
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Add a Bootstrap under Mack Hypothesis.
This adds :
1° A S3 class BootMackChainLadder and some methods (print, summary, mean, CDR)
2° A S3 class MultiBootMackChainLadder and some methods (mean, CDR, NyIBNR, Corel)
From our discussions, I extracted the following todos:
- [x] Clean the issue page
- [x] Rebase the branch
- [x] Add message in NEWS.md
- [x] Merge the vignette and rewrite it completely
- [x] Check the documentation and code for french, and english mistakes.
- [x] Output: When printing the model, it should look more like MackChainLadder;
- [x] BMCL results: NyInc before NyCum ; Totals are characters ????
- [ ] Look in BootstrapReserve files for functions at the end of the file: remove as much as possible. -> This is not possible as the functions are not the same at all. Changing them would be a pain.
- [ ] Put references in the docuentation according to MackChainLadder.Rd -> ligne 142.
- [ ] Reproduce Devineau's example in the documentation @examples sections: adds credibility. Show that the variance is macks
- [ ] See MackChainLadder documentation and rewrite my documenttion to match it.
- [ ] Write some examples from Devinau & al as tunit tests / use a triangle in the package. See inst/unitTests/runit.MackChainLadder.R for the procedure of writing these tests. 5 to 10 tests : diferent parameters etc. The starting points are the examples in the documentation.
- [ ] Rebase and cherry-pick commits at the end before merging.