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mages / ChainLadder

Claims reserving models in R
https://mages.github.io/ChainLadder/
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dfCorTest and cyEffTest fail for mxn triangle #77

Open spencer-miller opened 3 years ago

spencer-miller commented 3 years ago

The functions are set up to only handle nxn triangles. The AY correlation function appears to just need the value of n adjusted for years with one LDF. However, the CY test function may need more nuance.

marcopark90 commented 3 years ago

Yes, you are right. As of now, the functions are set up only to handle symmetrical triangles. The implementations for non-symmetrical matrices are not yet developed.