SCM

lossDev: Project Home – R-Forge

Project description

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.

Project Info
Public Areas
Tracker Tracker
 Public Forums (2 messages in 2 forums)
 Mailing Lists (1 public mailing list)
 SCM Repository (Subversion: 728 commits, 874 adds)
Project Members
Latest News
No News Items Found
Thanks to:
Vienna University of Economics and Business University of Wisconsin - Madison Powered By FusionForge