calendarYearEffect-comma-AnnualAggLossDevModelOutput-dash-method: A method to plot and/or return predicted and forecast...

In BALD: Robust Loss Development Using MCMC

Description

A method to plot and/or return predicted and forecast calendar year effects for models in BALD.

Arguments

object	The object of type AnnualAggLossDevModelOuput from which to plot and/or return the calendar year effect.
restrictedSize	A logical value. If TRUE, the plotted calendar year effect is restricted to the square of dimension equal to the observed triangle with which the model was estimated.
plot	A logical value. If TRUE, the plot is generated and the statistics are returned; otherwise only the statistics are returned.

Details

The first cell is NA. Values in the first column represent the rate of inflation/escalation to the corresponding cell from the cell in the same column but previous row. Values in the 2nd column and beyond represent the rate of inflation/escalation to the corresponding cell from the cell in the same row but previous column.

Value

Mainly called for the side effect of plotting. Also returns a named array with the median predicted values (not on the log scale). Returned invisibly.

See Also

calendarYearEffect calendarYearEffectErrors autoregressiveParameter standardDeviationOfCalendarYearEffect calendarYearEffectErrorTracePlot

BALD documentation built on May 2, 2019, 6:51 a.m.