MRMR: Multivariate Regression Models for Reserving
Version 0.1.4

Non-life runoff reserves may be analyzed using linear models. This generalizes the special cases of multiplicative chain ladder and the additive model. In addition, the package provides visual and statistical diagnostics to assess the quality of modeled link ratios.

Browse man pages Browse package API and functions Browse package files

AuthorBrian A. Fannin
Date of publication2016-07-16 15:16:52
MaintainerBrian A. Fannin <FanninQED@Yahoo.com>
LicenseGPL (>= 2)
Version0.1.4
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("MRMR")

Man pages

CompleteTriangle: CompleteTriangle
CreateCumulative: Create cumulative
CreateDevelopmentLags: Create triangle development lags
CreateEvaluationDates: Create triangle evaluation dates
CreateIncrementals: Create incrementals
CreateOriginPeriods: CreateOriginPeriods
CreatePriors: Create priors
FitSerialCorrelation: Fit the serial correlation in a triangle
FormMeasureNames: Form measures
Friedland: Friedland data
GetStochasticColumnNames: GetStochasticColumnNames
GetTriangleData: GetTriangleData
is.Triangle: is.Triangle
LatestDiagonal: LatestDiagonal
Mack: Mack data
MRMR: Multivariate Regression Models for Reserving
Multiline: Multiline data
newTriangle: Create a Triangle object.
newTriangleModel: Create a new TriangleModel object
PlotModelFactors: PlotModelFactors
PlotModelGoF: PlotModelGoF
PlotResiduals: PlotResiduals
plotSerialCorrelation: Plot the serial correlation in a triangle
plotTriangle: plot.Triangle
plotTriangleModel: plotTriangleModel
ProjectToDate: ProjectToDate
summaryTriangleModel: summaryTriangleModel
Triangle-class: Triangle class
TriangleModel-class: TriangleModel class
TriangleProjection: TriangleProjection
TriangleProjection-class: TriangleProjection class

Functions

CleanMeasureNames Source code
CompleteTriangle Man page Source code
CreateCumulative Man page Source code
CreateDevelopmentLags Man page Source code
CreateEvaluationDates Man page Source code
CreateIncrementals Man page Source code
CreateLagsFromEvalDates Source code
CreateLagsFromIntegers Source code
CreateOriginPeriods Man page Source code
CreatePriors Man page Source code
FitSerialCorrelation Man page Source code
FormMeasureNames Man page Source code
Friedland Man page
GetCumulativeNames Source code
GetPriorNames Source code
GetPriorResiduals Source code
GetStochasticColumnNames Man page Source code
GetTriangleData Man page Source code
GetX Source code
HasGroups Source code
LatestDiagonal Man page Source code
MRMR Man page
MRMR-package Man page
Mack Man page
Multiline Man page
OriginDevMatch Source code
OriginPeriodFromDates Source code
OriginPeriodFromYears Source code
PlotModelFactors Man page Source code
PlotModelGoF Man page Source code
PlotResiduals Man page Source code
ProjectStaticValues Source code
ProjectStochasticValues Source code
ProjectToDate Man page Source code
ProjectToDev Source code
TailFunction Source code
TestDataFrame Source code
Triangle-class Man page
TriangleCalendarPeriods Source code
TriangleModel-class Man page
TriangleOriginPeriods Source code
TriangleProjection Man page Source code
TriangleProjection-class Man page
checkTriangle Source code
checkTriangleModel Source code
is.StaticMeasure Source code
is.StochasticMeasure Source code
is.Triangle Man page Source code
is.TriangleModel Source code
newTriangle Man page Source code
newTriangleModel Man page Source code
plotSerialCorrelation Man page Source code
plotTriangle Man page Source code
plotTriangleModel Man page Source code
summaryTriangleModel Man page Source code

Files

inst
inst/tests
inst/tests/test-TriangleConstruction.R
tests
tests/test-all.R
NAMESPACE
demo
demo/Friedland.R
demo/00Index
NEWS
data
data/Mack.rda
data/Multiline.rda
data/Friedland.rda
R
R/PlotModelFactors.R
R/TriangleProjection.R
R/CreateDevelopmentLags.R
R/CreateEvaluationDates.R
R/GetTriangleData.R
R/Help.R
R/PlotTriangleModel.R
R/CompleteTriangle.R
R/data.R
R/PlotTriangle.R
R/SummaryTriangleModel.R
R/ProjectToDev.R
R/LatestDiagonal.R
R/TriangleAdjustMeasures.R
R/SerialCorrelation.R
R/TriangleModel.R
R/CreateOriginPeriods.R
R/ProjectValues.R
R/TriangleMeta.R
R/PlotModelGoF.R
R/ProjectToDate.R
R/Triangle.R
R/PlotResiduals.R
README.md
MD5
DESCRIPTION
man
man/FormMeasureNames.Rd
man/Mack.Rd
man/CreateIncrementals.Rd
man/Friedland.Rd
man/LatestDiagonal.Rd
man/plotTriangle.Rd
man/newTriangleModel.Rd
man/PlotModelGoF.Rd
man/is.Triangle.Rd
man/PlotResiduals.Rd
man/CreateOriginPeriods.Rd
man/TriangleProjection-class.Rd
man/plotSerialCorrelation.Rd
man/CreateCumulative.Rd
man/CreateEvaluationDates.Rd
man/summaryTriangleModel.Rd
man/Multiline.Rd
man/Triangle-class.Rd
man/PlotModelFactors.Rd
man/newTriangle.Rd
man/FitSerialCorrelation.Rd
man/GetStochasticColumnNames.Rd
man/CreatePriors.Rd
man/CompleteTriangle.Rd
man/GetTriangleData.Rd
man/CreateDevelopmentLags.Rd
man/ProjectToDate.Rd
man/MRMR.Rd
man/TriangleModel-class.Rd
man/plotTriangleModel.Rd
man/TriangleProjection.Rd
MRMR documentation built on May 19, 2017, 1:11 p.m.