SHIP'S PROW, LAWRENCE GRASSI, AND HA LING PEAK, CANMORE, CANADA | Copyright © Matúš Maciak

Software packages

The R software is a free, open-source (GNU public licence) programming language and environment designed for statistical computing, data analysis, and graphical visualization.

The CRAN (Comprehensive R Archive Network) is the official repository for R packages, documentation, and software versions. It hosts thousands of user-contributed packages that extend R’s capabilities, allowing users to easily download and install additional tools for specialized analyses. Bellow, there are some CRAN packages that I authored or co-authored. Further details can be found in the packages' documentation.




➢   R  package ProfileLadder


Functional-Based Chain Ladder for Claims Reserving

Functional claims reserving methods based on aggregated chain-ladder data, also known as a run-off triangle, implemented in three nonparametric algorithms (PARALLAX, REACT, and MACRAME) proposed in Maciak, Mizera, and Pešta (2022).
[DOI:10.1017/asb.2022.4]


CRAN link: https://cran.r-project.org/package=ProfileLadder

GitHub  |  ghPages  |  PDF manual  |  HTML manual  |  Vignette