inst/unitTests/runit.ChainLadder.R

In ChainLadder: Statistical Methods and Models for Claims Reserving in General Insurance

test.getLatestCumulative.RAA <- function() {
    ## by Ben Escoto
    ## Test the getLatestCumulative function on RAA data
    ## First check one value from normal RAA data
    latest <- ChainLadder:::getLatestCumulative(RAA)
    checkEquals(latest[1], RAA[1, ncol(RAA)], checkNames=FALSE)

    ## Now try again after removing some early valuations
    RAA2 <- RAA
    RAA2[row(RAA) + col(RAA) <= 4] <- NA
    latest2 <- ChainLadder:::getLatestCumulative(RAA2)
    checkEquals(latest2[1], RAA2[1, ncol(RAA2)], checkNames=FALSE)
}

test.getLatestCumulative.simple <- function() {
    ## by Ben Escoto
    ## Test the getLatestCumulative function on simple toy data set
    ## 11/2/2012 remove attributes of new version of getLatestCumulative
    ##           before comparing -- Dan Murphy
    ## First, a traditional triangle
    simple.tri1 <- rbind(c(1,2), c(3, NA))
    latest <- ChainLadder:::getLatestCumulative(simple.tri1)
    checkEquals(c(latest), c(2,3), checkNames=FALSE)

    ## Now check very simple "trapezoidal" triangle
    simple.tri2 <- rbind(c(NA ,2), c(3, NA))
    latest2 <- ChainLadder:::getLatestCumulative(simple.tri2)
    checkEquals(c(latest2), c(2,3), checkNames=FALSE)
}

test.tailfactor <- function () {
    ## by Ben Escoto
    ## Test the tailfactor function for generating tail factors
    clratios <- c(1.2, 1.1, 1.05)
    tf <- ChainLadder:::tailfactor(clratios)$tail.factor
    checkEquals(tf, 1.050839, tolerance=1e-4)
}


test.asTriangles <- function () {
	## Following a bug report by Ben Escoto
	## In the old version as.triangle didn't work when development periods
	## were in different units, e.g. 10's and 100's and not ordered
	data(RAA)
	dimnames(RAA)$dev <- c(1,1e1,1e2,1e3,1e4,1e5,1e6,1e7,1e8,1e9)
	reverseRAA <- RAA[,10:1]
	zRAA <- as.triangle(as.data.frame(reverseRAA,na.rm=TRUE))
	any(dimnames(RAA)$dev==dimnames(zRAA)$dev)	
	
}

test.names_of_chainladder_Triangle <- function () {
  # Prior to April 2013 the column names of the triangle returned by
  # chainladder() were integers 1:n. Now they should be the same as 
  # the column names of the argument triangle.
	x <- chainladder(RAA)
  colnames(x) <- 12*(as.numeric(colnames(x)))
  y <- chainladder(x)
	checkEquals(colnames(y$Triangle), colnames(x))
}