CVA_AccurateGLM-class

Class for results of <code>cva.aglm()</code>

Provides functions to fit Accurate Generalized Linear Model (AGLM) models, visualize them, and predict for new data. AGLM is defined as a regularized GLM which applies a sort of feature transformations using a discretization of numerical features and specific coding methodologies of dummy variables. For more information on AGLM, see Suguru Fujita, Toyoto Tanaka, Kenji Kondo and Hirokazu Iwasawa (2020) <https://www.institutdesactuaires.com/global/gene/link.php?doc_id=16273&fg=1>.

Kenji Kondo

aglm

Accurate Generalized Linear Model

Kazuhisa Takahashi

Hikari Banno

CVA_AccurateGLM-class function

<dl>
<dt><code>models_list</code></dt>
<dd>A list consists of <code>cv.glmnet()</code>'s results for all \(\alpha\) values.</dd></dl>
<dt><code>alpha</code></dt>
<dd>Same as in cv.aglm.</dd>
<dt><code>nfolds</code></dt>
<dd>Same as in cv.aglm.</dd>
<dt><code>alpha.min.index</code></dt>
<dd>The index of <code>alpha.min</code> in the vector <code>alpha</code>.</dd>
<dt><code>alpha.min</code></dt>
<dd>The \(\alpha\) value achieving the minimum loss among all the values of <code>alpha</code>.</dd>
<dt><code>lambda.min</code></dt>
<dd>The \(\lambda\) value achieving the minimum loss when \(\alpha\) is equal to <code>alpha.min</code>.</dd>
<dt><code>call</code></dt>
<dd>An object of class <code>call</code>, corresponding to the function call when this <code>CVA_AccurateGLM</code> object is created.</dd>

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Class for results of cva.aglm() — CVA_AccurateGLM-class

<dl>
<dt><code>models_list</code></dt>
<dd>A list consists of <code>cv.glmnet()</code>'s results for all \(\alpha\) values.</dd>


<dt><code>alpha</code></dt>
<dd>Same as in cv.aglm.</dd>


<dt><code>nfolds</code></dt>
<dd>Same as in cv.aglm.</dd>


<dt><code>alpha.min.index</code></dt>
<dd>The index of <code>alpha.min</code> in the vector <code>alpha</code>.</dd>


<dt><code>alpha.min</code></dt>
<dd>The \(\alpha\) value achieving the minimum loss among all the values of <code>alpha</code>.</dd>


<dt><code>lambda.min</code></dt>
<dd>The \(\lambda\) value achieving the minimum loss when \(\alpha\) is equal to <code>alpha.min</code>.</dd>


<dt><code>call</code></dt>
<dd>An object of class <code>call</code>, corresponding to the function call when this <code>CVA_AccurateGLM</code> object is created.</dd>


</dl>

CVA_AccurateGLM-class: Class for results of `cva.aglm()`

Description

Arguments

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Author