금융위험관리: LSMC-RNN 이용한 사고율 예측
링크1. LSMC-RNN 실행
링크2. 최종보고서
5년치 과거데이터를 활용해 미래 사고율 예측
NMC는 아래에 실행
library(coda)
library(rjags)
Linked to JAGS 4.3.0
Loaded modules: basemod,bugs
library(runjags)
Warning: package 'runjags' was built under R version 4.0.5
library(fda)
Warning: package 'fda' was built under R version 4.0.5
Loading required package: splines
Loading required package: Matrix
Loading required package: fds
Warning: package 'fds' was built under R version 4.0.5
Loading required package: rainbow
Warning: package 'rainbow' was built under R version 4.0.5
Loading required package: MASS
Loading required package: pcaPP
Warning: package 'pcaPP' was built under R version 4.0.5
Loading required package: RCurl
Warning: package 'RCurl' was built under R version 4.0.5
Attaching package: 'fda'
The following object is masked from 'package:graphics':
matplot
library(tictoc)
Warning: package 'tictoc' was built under R version 4.0.5
RMSE = c()
RMSE_fin = c()
per = 5000
param_beta =c(-3.5,1,2)
phi = 0.95
sig = 0.5
B=50
tic("total")
for (b in 1:B){
X_real = cbind(rep(1,5000),rbinom(n=5000, size=1, p = 0.5), rbinom(n=5000, size=1, p = 0.5))
lamb_real = exp(X_real %% param_beta)
R = matrix(0,nrow=5000, ncol=7)
Y_real = matrix(0,nrow=5000, ncol=6)
for (i in 1:5000){
R[i,1]= rnorm(1,0, sqrt(sig/(1-phi^2)))
for (t in 2:6){
R[i,t] = rnorm(1,phiR[i,t-1], sqrt(sig))
}
}
for(i in 1:5000){
Y_real[i,] = rpois(6,lamb_real[i]*exp(R[i,]) )
}
Y_real[Y_real>5] = 3
#}
jags
datalist
dataList=list(N=Y_real,X=X_real,I=5000,beta=param_beta,sig=sig,phi=phi)
model
modelString="model {
######################
Start of Prior for R
for(i in 1:I){
R[i,1] ~ dnorm(0, (1-phi^2)/sig)
for(t in 2:7){
R[i,t] ~ dnorm(phi*R[i,t-1], 1/sig)
}
return_hidden_1[i] = R[i,7] #save R_6}
End of Prior for R
######################
##########################
Start of Likelihood Part
for(i in 1:I){ #I: number of people
for(t in 1:6){
mu_N[i,t] = exp( inprod(X[i,],beta[]) + R[i,t+1] )
N[i,t] ~ dpois( mu_N[i,t] )
}
}
End of Likelihood Part
##########################
}
"
model <- jags.model(textConnection(modelString), data =dataList, n.chains = 3, n.adapt = 50)
update(model, 100)
mcmc.samples.R <- coda.samples(model, variable.names = c("return_hidden_1"), n.iter = 1000, thin=10)
Rhat6 <- exp(colMeans(mcmc.samples.R[[3]]))
prem = lamb_real*Rhat6
prem[prem>5] = 3
RMSE_fin[b] = sqrt(mean((prem - Y_real[,6])^2))
RMSE_fin[b]
RMSE_fin_cum = mean(RMSE_fin)
print("RMSE_fin")
print(RMSE_fin[b])
print("RMSE_fin_cum")
print(RMSE_fin_cum)
}
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4761615
[1] "RMSE_fin_cum"
[1] 0.4761615
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4516762
[1] "RMSE_fin_cum"
[1] 0.4639189
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.464745
[1] "RMSE_fin_cum"
[1] 0.4641943
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4598368
[1] "RMSE_fin_cum"
[1] 0.4631049
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4533913
[1] "RMSE_fin_cum"
[1] 0.4611622
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4600085
[1] "RMSE_fin_cum"
[1] 0.4609699
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4750208
[1] "RMSE_fin_cum"
[1] 0.4629772
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4541017
[1] "RMSE_fin_cum"
[1] 0.4618678
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.466839
[1] "RMSE_fin_cum"
[1] 0.4624201
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4546846
[1] "RMSE_fin_cum"
[1] 0.4616466
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4467665
[1] "RMSE_fin_cum"
[1] 0.4602938
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4739907
[1] "RMSE_fin_cum"
[1] 0.4614352
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4746583
[1] "RMSE_fin_cum"
[1] 0.4624524
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4529623
[1] "RMSE_fin_cum"
[1] 0.4617745
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4636306
[1] "RMSE_fin_cum"
[1] 0.4618983
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4649633
[1] "RMSE_fin_cum"
[1] 0.4620898
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4530092
[1] "RMSE_fin_cum"
[1] 0.4615557
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4572971
[1] "RMSE_fin_cum"
[1] 0.4613191
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4699829
[1] "RMSE_fin_cum"
[1] 0.4617751
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4615964
[1] "RMSE_fin_cum"
[1] 0.4617661
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4624349
[1] "RMSE_fin_cum"
[1] 0.461798
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4684455
[1] "RMSE_fin_cum"
[1] 0.4621002
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4765301
[1] "RMSE_fin_cum"
[1] 0.4627275
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4679979
[1] "RMSE_fin_cum"
[1] 0.4629471
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4780816
[1] "RMSE_fin_cum"
[1] 0.4635525
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4723169
[1] "RMSE_fin_cum"
[1] 0.4638896
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4595934
[1] "RMSE_fin_cum"
[1] 0.4637305
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4533788
[1] "RMSE_fin_cum"
[1] 0.4633608
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4828235
[1] "RMSE_fin_cum"
[1] 0.4640319
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4818229
[1] "RMSE_fin_cum"
[1] 0.464625
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4655779
[1] "RMSE_fin_cum"
[1] 0.4646557
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.450451
[1] "RMSE_fin_cum"
[1] 0.4642118
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4685054
[1] "RMSE_fin_cum"
[1] 0.4643419
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4491741
[1] "RMSE_fin_cum"
[1] 0.4638958
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4592447
[1] "RMSE_fin_cum"
[1] 0.4637629
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4727575
[1] "RMSE_fin_cum"
[1] 0.4640128
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4548751
[1] "RMSE_fin_cum"
[1] 0.4637658
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4537369
[1] "RMSE_fin_cum"
[1] 0.4635019
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4532876
[1] "RMSE_fin_cum"
[1] 0.46324
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4589839
[1] "RMSE_fin_cum"
[1] 0.4631336
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4620498
[1] "RMSE_fin_cum"
[1] 0.4631071
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4589231
[1] "RMSE_fin_cum"
[1] 0.4630075
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4540098
[1] "RMSE_fin_cum"
[1] 0.4627983
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4637842
[1] "RMSE_fin_cum"
[1] 0.4628207
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4625612
[1] "RMSE_fin_cum"
[1] 0.4628149
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4599161
[1] "RMSE_fin_cum"
[1] 0.4627519
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4583348
[1] "RMSE_fin_cum"
[1] 0.4626579
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4567966
[1] "RMSE_fin_cum"
[1] 0.4625358
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.4625109
[1] "RMSE_fin_cum"
[1] 0.4625353
Compiling model graph
Resolving undeclared variables
Allocating nodes
Graph information:
Observed stochastic nodes: 30000
Unobserved stochastic nodes: 35000
Total graph size: 175018
Initializing model
Warning in jags.model(textConnection(modelString), data = dataList, n.chains =
3, : Adaptation incomplete
NOTE: Stopping adaptation
[1] "RMSE_fin"
[1] 0.470013
[1] "RMSE_fin_cum"
[1] 0.4626848
RMSE_fin_cum
[1] 0.4626848
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Hey this is a simple portfolio of a Statistics Graduate student. Since I'm a beginner of velog my portfolio's not sophisticated yet. But I'll upload and decorate mine soon~ Just enjoy what Data Scientist dreamer's doing:) Thank you!