powered by
Weighted average of unit Poisson deviance, see e.g. [1].
deviance_poisson(actual, predicted, w = NULL, ...)
Observed values.
Predicted values.
Optional case weights.
Further arguments passed to deviance_tweedie.
deviance_tweedie
A numeric vector of length one.
[1] Ohlsson E. and Johansson B. (2015). Non-Life Insurance Pricing with Generalized Linear Models. Springer Nature EN. ISBN 978-3642107900.
deviance_tweedie.
# NOT RUN { deviance_poisson(1:10, (1:10)^2) deviance_poisson(1:10, (1:10)^2, w = rep(1, 10)) deviance_poisson(1:10, (1:10)^2, w = 1:10) # }
Run the code above in your browser using DataLab