Aglm
A handy tool for actuarial modeling, which is designed to achieve both accuracy and accountability.
Install / Use
/learn @kkondo1981/AglmREADME
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"
