alpha {sccr}

The alpha matrix

Description

The matrix corresponding I_(ijy) function

Usage

alpha(data, tau)

Arguments

data

input matrix of probabilities

tau

the vector of time points corresponding to columns in input matrix

References

Adamic, P., Caron, S. (2014), "SC-CR Algorithms with Informative Masking", Scandinavian Actuarial Journal, 2014(4), 339-351.

Examples

data(censoredMatrix)
res <- inputM(censoredMatrix)

alpha(res$input, res$tau)