MRMR version 0.1.3 is now available on CRAN. This is (almost) the same version that was discussed at the CLRS two weeks ago. MRMR - Multivariate Regression Models for Reserving- is a tool for non-life actuaries to estimate liability reserves. The emphasis is on exploratory data analysis, visualization and model diagnostics. At present, the framework [...]

PirateGrunt goes to the CLRS

Yesterday, I had the great pleasure to speak about using R for loss reserving at the Casualty Loss Reserving Seminar in Boston. My time was spent talking about MRMR, an R package that I've created. Version 0.1.2 is now on CRAN, but as there are a couple of bugs, I'd suggest waiting until version 0.1.3 [...]