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Oskar Laverny lrnv

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@lrnv
lrnv / .hyper.js
Created January 24, 2020 18:31
hyper.js file for win-bash
// Future versions of Hyper may add additional config options,
// which will not automatically be merged into this file.
// See https://hyper.is#cfg for all currently supported options.
module.exports = {
config: {
// choose either `'stable'` for receiving highly polished,
// or `'canary'` for less polished but more frequent updates
updateChannel: 'stable',
@lrnv
lrnv / check_model.R
Last active July 23, 2018 19:59
check_model
library(magrittr)
library(tidyverse)
library(ChainLadder)
############" Fits mack AND my model in parallel to check if it's ok :
check_model <- function(triangle){
df <- triangle %>%
as.data.frame %>%
mutate(
library(ChainLadder)
library(mvtnorm)
##### Usefull functions #####
.diag <- function(Triangle) {
# sympli returns the diagonal of the Triangle
unname(rev(diag(Triangle[nrow(Triangle):1, ])))
}
.DF <- function(Triangle) {
# Simply returns chain-ladder simples developpement factors.
n <- dim(Triangle)[1]