CRAN/E | reservr

reservr

Fit Distributions and Neural Networks to Censored and Truncated Data

Installation

About

Define distribution families and fit them to interval-censored and interval-truncated data, where the truncation bounds may depend on the individual observation. The defined distributions feature density, probability, sampling and fitting methods as well as efficient implementations of the log-density log f(x) and log-probability log P(x0 <= X <= x1) for use in 'TensorFlow' neural networks via the 'tensorflow' package. Allows training parametric neural networks on interval-censored and interval-truncated data with flexible parameterization. Applications include Claims Development in Non-Life Insurance, e.g. modelling reporting delay distributions from incomplete data, see Bücher, Rosenstock (2022) doi:10.1007/s13385-022-00314-4.

ashesitr.github.io/reservr/
github.com/AshesITR/reservr
System requirements GNU make
Bug report File report

Key Metrics

Version 0.0.2
R ≥ 3.5
Published 2023-10-18 162 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks reservr results

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Maintainer

Maintainer

Alexander Rosenstock

alexander.rosenstock@web.de

Authors

Alexander Rosenstock

aut / cre / cph

Material

README
NEWS
Reference manual
Package source

Vignettes

Working with Distributions
TensorFlow Integration

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

reservr archive

Depends

R ≥ 3.5

Imports

assertthat ≥ 0.2.1
generics
glue ≥ 1.3.1
keras ≥2.2.5.0
matrixStats
nloptr
numDeriv
purrr ≥ 0.3.3
R6 ≥ 2.4.1
Rcpp
RcppParallel
rlang ≥ 0.4.5
stats
utils

Suggests

covr
callr
colorspace
data.table
dplyr ≥ 0.8.4
evmix
fitdistrplus ≥ 1.0.14
flextable ≥ 0.5.8
formattable ≥0.2.0.1
furrr ≥ 0.1.0
ggplot2 ≥ 3.2.1
ggridges ≥0.5.2
knitr ≥ 1.28
logKDE ≥ 0.3.2
officer ≥ 0.3.7
patchwork ≥ 1.0.0
reticulate
rmarkdown ≥ 2.1
rstudioapi
tensorflow ≥ 2.0.0
testthat ≥ 2.1.0
tidyr ≥ 1.0.2
tibble

LinkingTo

BH
Rcpp
RcppArmadillo
RcppParallel