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0. lossDev - 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 [Filter]
Environment : Console (Text Based) (Now Filtering)
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English (Now Filtering)
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Programming Language : R [Filter]
Topic : Bayesian Statistics : Specific Model Fitting (Now Filtering)

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Registered: 2009-10-28 14:53