reservr
0.0.3Fit Distributions and Neural Networks to Censored and Truncated Data
Overview
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.
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- Examples that run
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- Documented parameters
- 96%
- Return-value docs
- 98%
- References docs
- 4%
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3 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 0.0.3Latest
- RR 4.4.0 released · 2024-04-24
- 0.0.22023-10-18 · diff ↗
- RR 4.3.0 released · 2023-04-21
- 0.0.12022-12-09
- RR 4.2.0 released · 2022-04-22
Package metadata
- First published
- 2022-12-09
- Total releases
- 3 / 4 yrs
- License
- GPL
- Minimum R
- ≥ 3.5
- Download size
- 696 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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