getJagsData-comma-BreakAnnualLossDevModelInput-dash-method: A method to collect all the needed model input specific to...

In BALD: Robust Loss Development Using MCMC

Description

A method to collect all the needed model input specific to the break model.

Arguments

object

An object of type BreakAnnualAggLossDevModelInput from which to collect the needed model input.

Details

There are currently two types of AnnualAggLossDevModels (break and standard). These models have many data elements in common. This method appends only the elements specific to the break model onto the list created by a call to NextMethod().

The following elements are appended:

x.0

Two values. The lower bound for the number of knots. First is for first spline.

x.r

Two values. The upper bound for the number of knots. First is for first spline.

break.row

Two integer values given the (inclusive) range of rows in which the first year in the new regime could occur.

break.row.priors

The parameters for the beta distribution which serves as the prior for the location of the structural break.

K.trim

The maximum number of columns in the post-break triangle.

beta.prior

A matrix giving the prior for the location of knots. First column is for the pre-break spline. Second is for the post-break spline.

mu.number.of.knots.prior

A matrix giving the prior for the mean of the number of knots. First column is for the pre-break spline. Second is for the post-break spline

number.of.knots.ubound

A vector giving the upper bound for the number of knots. First is for the pre-break spline. Second is for the post-break spline

Value

A named list of the specific model elements. See details for more info.

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