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A handy tool for actuarial modeling, which is designed to achieve both accuracy and accountability.

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kkondo1981/aglm

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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 inour paper.

2021/6/6:Now our paper wonCharles 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 installingaglm.

library(aglm)?"aglm-package"

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A handy tool for actuarial modeling, which is designed to achieve both accuracy and accountability.

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