Dan Murphy

Results 12 comments of Dan Murphy

Here is the plotParms view of the MackChainLadder(ibrow's data): [image: Inline image 1] Those curves may be the tamest plotParms I've ever seen. Wow. The coefficient of variation of f-1...

The two objects were created differently -- with different calls: > m_piped$call lm(formula = y ~ x, data = .) > m$call lm(formula = y ~ x, data = data.frame(x...

I believe this is a *feature*, not an issue, of the piping paradigm. E.g., if the formula had not been omitted in the toy example, the call of the result...

@mages I am coming around to your way of limiting the number of years in the average. However I have a few comments: 1. Your example should run the Mack...

The idea of using data to estimate the variability of a set of judgmentally selected factors is basis of the paper I wrote with Bardis and Majidi that extends the...

Apologies, but that fix did not work when more than one triangle is included: > plot(MultiChainLadder(list(GenIns, RAA))) Error in x %*% diag(B[[i]], nrow = p) : non-conformable arguments But this...

It would appear that your RExcel issue and your "R it takes absolutely ages" issue are related. Please provide a minimal, reproducible example **without** RExcel. If you cannot reproduce the...

@actuaryzhang Hi Wayne. Is it possible to modify the procedure to use real valued residuals? Long time no see. Dan

@actuaryzhang In another context I have chosen to "wipe out" negative simulated values when a subsequent dependent calculation / function requires positive support (like 'log'). Is this a similar situation?...

@kennedymwavu I targeted you in my reply above because, when I saw your comment [Has anyone found workarounds for this issue? I'm facing the same problem in R.], I assumed...