reservr
Fit Distributions and Neural Networks to Censored and Truncated Data
Last update: 18 October 2023
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 0.0.1, 0.0.2
Define distribution families and fit them to interval-censored and interval-truncated data, where the truncation bounds may depend on the individual observation. The defined distributions feature density, probability, sampling and fitting methods as well as efficient implementations of the log-density log f(x) and log-probability log P(x0 <= X <= x1) for use in 'TensorFlow' neural networks via the 'tensorflow' package. Allows training parametric neural networks on interval-censored and interval-truncated data with flexible parameterization. Applications include Claims Development in Non-Life Insurance, e.g. modelling reporting delay distributions from incomplete data, see Bücher, Rosenstock (2022) <doi:10.1007/s13385-022-00314-4>.
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