Fit Distributions and Neural Networks to Censored and Truncated Data


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Documentation for package ‘reservr’ version 0.0.2

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as_params Convert TensorFlow tensors to distribution parameters recursively
as_trunc_obs Define a set of truncated observations
blended_transition Transition functions for blended distributions
blended_transition_inv Transition functions for blended distributions
callback_adaptive_lr Keras Callback for adaptive learning rate with weight restoration
callback_debug_dist_gradients Callback to monitor likelihood gradient components
dgpd The Generalized Pareto Distribution (GPD)
Distribution Base class for Distributions
dist_bdegp Construct a BDEGP-Family
dist_beta Beta Distribution
dist_binomial Binomial Distribution
dist_blended Blended distribution
dist_dirac Dirac (degenerate point) Distribution
dist_discrete Discrete Distribution
dist_empirical Empirical distribution
dist_erlangmix Erlang Mixture distribution
dist_exponential Exponential distribution
dist_gamma Gamma distribution
dist_genpareto Generalized Pareto Distribution
dist_genpareto1 Generalized Pareto Distribution
dist_lognormal Log Normal distribution
dist_mixture Mixture distribution
dist_negbinomial Negative binomial Distribution
dist_normal Normal distribution
dist_pareto Pareto Distribution
dist_poisson Poisson Distribution
dist_translate Tranlsated distribution
dist_trunc Truncated distribution
dist_uniform Uniform distribution
dist_weibull Weibull Distribution
dpareto The Pareto Distribution
dsoftmax Soft-Max function
fit.Distribution Fit a general distribution to observations
fit.reservr_keras_model Fit a neural network based distribution model to data
fit_blended Fit a Blended mixture using an ECME-Algorithm
fit_dist Fit a general distribution to observations
fit_dist_direct Fit a general distribution to observations
fit_dist_start Find starting values for distribution parameters
fit_dist_start.MixtureDistribution Find starting values for distribution parameters
fit_erlang_mixture Fit an Erlang mixture using an ECME-Algorithm
fit_mixture Fit a generic mixture using an ECME-Algorithm
flatten_bounds Flatten / Inflate parameter lists / vectors
flatten_params Flatten / Inflate parameter lists / vectors
flatten_params_matrix Flatten / Inflate parameter lists / vectors
GenPareto The Generalized Pareto Distribution (GPD)
inflate_params Flatten / Inflate parameter lists / vectors
integrate_gk Adaptive Gauss-Kronrod Quadrature for multiple limits
interval Intervals
interval-operations Convex union and intersection of intervals
interval_intersection Convex union and intersection of intervals
interval_union Convex union and intersection of intervals
is.Distribution Test if object is a Distribution
is.Interval Intervals
k_matrix Cast to a TensorFlow matrix
Pareto The Pareto Distribution
pgpd The Generalized Pareto Distribution (GPD)
plot_distributions Plot several distributions
ppareto The Pareto Distribution
predict.reservr_keras_model Predict individual distribution parameters
prob_report Determine probability of reporting under a Poisson arrival Process
qgpd The Generalized Pareto Distribution (GPD)
qpareto The Pareto Distribution
quantile.Distribution Quantiles of Distributions
repdel_obs Define a set of truncated observations
rgpd The Generalized Pareto Distribution (GPD)
rpareto The Pareto Distribution
softmax Soft-Max function
tf_compile_model Compile a Keras model for truncated data under dist
tf_initialise_model Initialise model weights to a global parameter fit
truncate_claims Truncate claims data subject to reporting delay
truncate_obs Define a set of truncated observations
trunc_obs Define a set of truncated observations
weighted_median Compute weighted quantiles
weighted_moments Compute weighted moments
weighted_quantile Compute weighted quantiles
weighted_tabulate Compute weighted tabulations