casact / FASLR

Free Actuarial System for Loss Reserving
https://faslr.com
GNU General Public License v3.0
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Support Mack 1997 correlation test #54

Closed genedan closed 2 years ago

genedan commented 2 years ago

It would be nice to have this placed right under the link ratio triangles, perhaps a display that can be toggled by the user so as to not be visible at all times.

raa = cl.load_sample("raa")
raa.valuation_correlation(p_critical=0.1, total=False).z_critical

https://chainladder-python.readthedocs.io/en/latest/tutorials/development-tutorial.html#testing-for-violation-of-chain-ladder-s-assumptions

genedan commented 2 years ago

closed via https://github.com/casact/FASLR/commit/554f526eea6fc112558173c73676fd41f2da8422