calendarYearEffectErrors-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 effect errors for models in BALD.

Arguments

object	The object of type AnnualAggLossDevModelOuput from which to plot and/or return the calendar year effect errors.
extraYears	An integer expressing the (maximum) number of years to plot (beyond the final observed calendar year). Must greater than or equal to zero.
plot	A logical value. If TRUE, the plot is generated and the statistics are returned; otherwise only the statistics are returned.

Value

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

See Also

calendarYearEffectErrors calendarYearEffect autoregressiveParameter standardDeviationOfCalendarYearEffect calendarYearEffectErrorTracePlot

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