ChiSqr {bootstrap}R Documentation

Description

Chi-Square = (A-E)^2/E, which is the square of the residual

Usage

ChiSqr(A, E, ...)

Arguments

A ~~incremental loss triangle ~~
E ~~fitted incremental loss triangle~~
...

Examples

t<-bootstrap@Loss

#incremental triangle A
A<-Incremental(t)

#Fitted Cumulative Loss Payments
fitted<-fit(bootstrap, getWeightedAvg(t))

#E triangle, Fitted Incremental Loss Payments
E<-Incremental(fitted)

#Residuals  (A-E)/E^.5   in E&V paper
r<-residual(A, .E)

#Incremental Chi-Square Terms  =  (A-E)^2/E=  Residual^2
Chi<-ChiSqr(A, E)


[Package bootstrap version 1.0-1 Index]