Example Dataset

dataset used for example in documentation.

SimulatedIndClaims

Simulated data from an Individual claims history simulation machine

Ready-to-use models

Already trained models A, B and C

fit_a

Model A

fit_b

Model B

fit_c

Model C

Bootstrap predictions (for each models)

for each model

bs_pred_a

20 Bootstrap samples from model A

bs_pred_b

20 Bootstrap samples from model B

bs_pred_c

20 Bootstrap samples from model C

Data wrangling

Helper function to do data manipulation

censoreDataset()

censoreDataset

getAggrTriangle()

getAggrTriangle

getLDF()

getLDF

widetolong()

widetolong

Tuning helper

Helper function to tune a xgboost model

tune_and_update()

tune_and_update

tune_nrounds()

tune_nrounds

Training environment

Helper function that generates a directory for a model with specific subdir

setup_training_env()

setup_training_env

Model quality

Helper function to access the quality of the model

bsPredDistribution()

bsPredDistribution

rmse_selon_variable()

rmse_selon_variable

Model vizualisation

Shiny app to help vizualise the interpretability of model and his predictions

black_box_explain()

Black Box explain