kkondo1981 / aglm

A handy tool for actuarial modeling, which is designed to achieve both accuracy and accountability.
GNU General Public License v2.0
16 stars 5 forks source link
actuarial-modeling

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.

2021/6/6: Now our paper won Charles A. Hachemeister Prize.

Installation

# 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.

library(aglm)
?"aglm-package"