Chibisi Chima-Okereke ActiveAnalytics
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/ 2014-06-24-speed-chain-ladder-analysis.cpp
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August 29, 2015 14:02
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| /** | |
| * @title Speed Chain Ladder Analysis with Rcpp | |
| * @author Chibisi Chima-Okereke | |
| * @license GPL (>= 2) | |
| * @tags Chain Ladder | |
| * @summary Demonstrates a speed up of Chain Ladder analysis by calling C++ routines from R | |
| * It uses both Rcpp and RcppArmadillo. | |
| */ | |
| /** |