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residCov-methods

Generic function for residCov and residCor

Description

residCov and residCov are a generic functions to extract residual covariance and residual correlation from a system of fitted regressions respectively.

Usage

residCov(object,...)
residCor(object,...)

## S4 method for signature 'MultiChainLadder'
residCov(object,...)
## S4 method for signature 'MultiChainLadder'
residCor(object,...)

Arguments

object

An object of class "MultiChainLadder".

...

Currently not used.

Author(s)

See Also

See also MultiChainLadder.

ChainLadder

Statistical Methods and Models for Claims Reserving in General Insurance

v0.2.12
GPL (>= 2)
Authors
Markus Gesmann [aut, cre], Daniel Murphy [aut], Yanwei (Wayne) Zhang [aut], Alessandro Carrato [aut], Giuseppe Crupi [ctb], Christophe Dutang [ctb], Arnaud Lacoume [ctb], Arthur Charpentier [ctb], Mario Wuthrich [aut], Fabio Concina [aut], Eric Dal Moro [aut], Yuriy Krvavych [ctb], Vincent Goulet [ctb], Marco De Virgilis [ctb]
Initial release
2021-01-05

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