Oskar Laverny

Results 55 issues of Oskar Laverny

Hey, This should solve #127 , at least it allows me to run ( and obtain correct result) in the exemples from @migarstka, but also on my own application (fixing...

Solves https://github.com/JuliaNLSolvers/NLSolvers.jl/issues/8 This adds the Scout machanisme to the PSO algorithm to enhance the volatility of the process and avoid particles that cannot updates their pbest for some time. The...

Could you explain to me why the tanh-sinh quadrature in bounded to 3-dimensional problems ? Would it be very hard to code it for general dimensions $d > 3$ ?...

Hey, Writing up the frailty representation of Archimedean copulas in [Copulas.jl](https://www.github.com/lrnv/Copulas.jl), I wrote a few univariate distributions samplers: - [Logarithmic distribution](https://github.com/lrnv/Copulas.jl/blob/main/src/univariate_distributions/Logarithmic.jl) - [Sibuya distribution](https://github.com/lrnv/Copulas.jl/blob/main/src/univariate_distributions/Sibuya.jl) There is also an [Alpha stable...

Hey, I end up needing the Debye function D_1 from https://www.gnu.org/software/gsl/doc/html/specfunc.html#debye-functions Would be nice to have this type agnostic and not Float64-only-because-C++

Hi, We have an issue there https://github.com/iitis/DatagenCopulaBased.jl/issues/7 that would require the gamma_inv_inc function to work with bigfloats. Is there in the bigfloat package an implementation of such a function, or...

enhancement

Hey, What would be needed for your code to use any copulas from [ `Copulas.jl`](https://github.com/lrnv/Copulas.jl)? It might reduce maintenability burden in your `copulas.jl` file, and allow for many more parametric...

This adds : 1° A S3 class `BootMackChainLadder` and some methods (print, summary, mean, CDR) 2° A S3 class `MultiBootMackChainLadder` and some methods (mean, CDR, NyIBNR, Corel) ----------------------- From our...

Hi, I'm actualy trying to add some missing reserving models to the package. Is there some norms that all models should implement to be considered as viable models for Triangles...

Following the discutions that started at #44, i'd like to continue my investigation on norms for models. For Univariates (and non-bootstrap) models, do we agree that : - A model...