Description Arguments Details Value See Also Examples
A generic function to generate the trace plots for select calendar year effect errors.
object |
The object from which to generate the trace plots. |
elements |
A numeric vector indicating the elements for which to plot the trace. Valid values are 2 through the total number of exposure years(observed and forecast). If NULL, values are selected automatically. |
The calendar year effect is comprised of two components: 1) a prior expected value that may be unique to every cell and 2) a diagonal-specific error term.
This function generates trace plots for the diagonal specific error terms only.
See vignette('BALD')
.
NULL invisibly. Only called for the side effect of plotting.
calendarYearEffectErrorTracePlot("AnnualAggLossDevModelOutput")
calendarYearEffectErrors
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 | rm(list=ls())
options(device.ask.default=FALSE)
library(BALD)
data(IncrementalGeneralLiablityTriangle)
IncrementalGeneralLiablityTriangle <- as.matrix(IncrementalGeneralLiablityTriangle)
print(IncrementalGeneralLiablityTriangle)
data(PCE)
PCE <- as.matrix(PCE)[,1]
PCE.rate <- PCE[-1] / PCE[-length(PCE)] - 1
PCE.rate.length <- length(PCE.rate)
PCE.years <- as.integer(names(PCE.rate))
years.available <- PCE.years <= max(as.integer(
dimnames(IncrementalGeneralLiablityTriangle)[[1]]))
PCE.rate <- PCE.rate[years.available]
PCE.rate.length <- length(PCE.rate)
standard.model.input <- makeStandardAnnualInput(
incremental.payments = IncrementalGeneralLiablityTriangle,
stoch.inflation.weight = 1,
non.stoch.inflation.weight = 0,
stoch.inflation.rate = PCE.rate,
exp.year.type = 'ay',
extra.dev.years=5,
use.skew.t=TRUE)
## Not run:
standard.model.output <- runLossDevModel(
standard.model.input,
burnIn=30.0E+3,
sampleSize=30.0E+3,
thin=10)
calendarYearEffectErrorTracePlot(standard.model.output)
## End(Not run)
|
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