stochasticInflation-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 stochastic inflation rates for models in BALD.

Arguments

object	The object of type AnnualAggLossDevModelOuput from which to plot and/or return predicted and forecast stochastic inflation rates.
extraYears	An integer expressing the (maximum) number of years to plot (beyond the final observed year). Must be at least 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 of the median predicted inflation rate (not on the log scale). Returned invisibly.

See Also

stochasticInflation stochasticInflationRhoParameter stochasticInflationStationaryMean

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