mcTrans {ProfileLadder} | R Documentation |
Access Markov Chain Transition Matrix in the MACRAME Algorithm
Description
Retrieves the Markov chain components from a profileLadder
object returned
from the function mcReserve()
– in particular, the function returns
the matrix of the estimated transition probabilities used by the underlying
Markov Chain to provide the reserve prediction.
Usage
mcTrans(object)
Arguments
object |
An object of class |
Value
The matrix of the estimated Markov chain transition probabilities
See Also
mcReserve()
, mcBreaks()
, mcStates()
Examples
## MACRAME reserve prediction with the DEFAULT Markov chain setup
output <- mcReserve(CameronMutual)
## Extracting the corresponding break points
mcTrans(output)
[Package ProfileLadder version 0.1.3 Index]