https://github.com/kkondo1981/aglm
A handy tool for actuarial modeling, which is designed to achieve both accuracy and accountability.
https://github.com/kkondo1981/aglm
actuarial-modeling
Last synced: 4 months ago
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A handy tool for actuarial modeling, which is designed to achieve both accuracy and accountability.
- Host: GitHub
- URL: https://github.com/kkondo1981/aglm
- Owner: kkondo1981
- License: gpl-2.0
- Created: 2018-12-31T04:57:38.000Z (over 6 years ago)
- Default Branch: master
- Last Pushed: 2022-01-02T19:22:25.000Z (over 3 years ago)
- Last Synced: 2024-10-13T13:20:59.020Z (6 months ago)
- Topics: actuarial-modeling
- Language: R
- Size: 437 KB
- Stars: 16
- Watchers: 4
- Forks: 5
- Open Issues: 5
-
Metadata Files:
- Readme: README.md
- License: LICENSE.md
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README
# What is this?
Accurate Generalized Linear Model (AGLM) is defined as a regularized GLM which applying a sort of feature transformations using a discretization of numerical features and specific coding methodologies of dummy variables.
More details can be found in [our paper](https://www.institutdesactuaires.com/global/gene/link.php?doc_id=16273&fg=1).
2021/6/6:
Now our paper won [Charles A. Hachemeister Prize](https://www.casact.org/about/awards-prizes-scholarships/charles-hachemeister-prize#:~:text=This%20prize%20was%20established%20in,between%20the%20CAS%20and%20ASTIN.).
# Installation
```r
# The simplest way:
install.packages("aglm")
# Or the development version from GitHub:
# install.packages("devtools")
devtools::install_github("kkondo1981/aglm", ref="develop")
```
# Usage
See the help as below after installing `aglm`.
```r
library(aglm)
?"aglm-package"
```