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A Bayesian time series loss development model. Features include skewed-t distribution with time-varying scale parameter, Reversible Jump MCMC for determining the functional form of the consumption path, and a structural break in this path.

• Development Status : 4 - Beta
• Environment : Console (Text Based)
• License : OSI Approved : GNU General Public License (GPL)
• Natural Language : English
• Operating System : Microsoft : Windows
• Programming Language : C/C++
• Programming Language : R
• Topic : Bayesian Statistics : Specific Model Fitting

Registered: 2009-10-28 14:53
Activity Ranking: 0
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