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Add a Bootstrap under Mack Hypothesis.

Open lrnv opened this issue 5 years ago • 0 comments

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.

lrnv avatar Sep 08 '20 10:09 lrnv