mcStates {ProfileLadder} | R Documentation |
Access Markov Chain States 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 vector of states used by the underlying Markov Chain utilized in the MACRAME
reserve prediction.
Usage
mcStates(object)
Arguments
object |
An object of class |
Value
The vector of the Markov chain states that are used by the MACRAME algorithm.
See Also
mcReserve()
, mcBreaks()
, mcTrans()
Examples
## MACRAME reserve prediction with the DEFAULT Markov chain setup
output <- mcReserve(CameronMutual)
## Extracting the corresponding break points
mcStates(output)
[Package ProfileLadder version 0.1.3 Index]