Validation and diagnostics

Cross-validation, the actuarial ranking and lift charts, and the model-adequacy tests for dispersion, zero inflation and non-nested comparison.

superglm.cross_validate	Cross-validate a SuperGLM model with a pluggable splitter.
superglm.CrossValidationResult	Structured result from superglm.cross_validate().
superglm.lorenz_curve	Lorenz curve with Gini coefficient computation.
superglm.LorenzCurveResult	Result from superglm.lorenz_curve().
superglm.lift_chart	Lift chart: observed vs predicted across equal-exposure quantile bins.
superglm.LiftChartResult	Result from superglm.lift_chart().
superglm.double_lift_chart	CAS-style double lift chart (CAS RPM 2016 methodology).
superglm.DoubleLiftChartResult	Result from superglm.double_lift_chart().
superglm.loss_ratio_chart	Loss ratio chart: observed vs predicted loss ratios per bin.
superglm.LossRatioChartResult	Result from superglm.loss_ratio_chart().
superglm.dispersion_test	Cameron & Trivedi (1990) regression-based overdispersion test.
superglm.DispersionTestResult	Result from superglm.dispersion_test().
superglm.score_test_zi	Van den Broek (1995) score test for zero-inflation.
superglm.ScoreTestZIResult	Result from superglm.score_test_zi().
superglm.zero_inflation_index	Descriptive zero-inflation index.
superglm.ZeroInflationResult	Result from superglm.zero_inflation_index().
superglm.vuong_test	Vuong (1989) likelihood-ratio test for non-nested model comparison.
superglm.VuongTestResult	Result from superglm.vuong_test().