CreateDevelopmentLags: Create triangle development lags

Description Usage Arguments Value See Also

View source: R/CreateDevelopmentLags.R

Description

If the triangle dataframe does not record development lags as lubridate periods, they must be created. Development lags may be established one of three ways: 1. The development lags are passed in as lubridate periods. Everything's cool. The evaluation dates are established by adding the periods to the starting point of the origin periods. 2. The development lags are passed in as integers, with a presumed time period. The program will establish lubridate period objects using the integers and time periods and then proceed as above. 3. An evaluation date is passed in. Here we must take the difference between the evaluation dates and the origin periods. We will assume months as the default period. The user may pass in another.

Usage

1
2
CreateDevelopmentLags(LagValues, DevelopmentPeriod = months(1),
  EvaluationDates = NULL, OriginPeriods = NULL, Verbose = TRUE)

Arguments

LagValues

Vector of development lags

DevelopmentPeriod

A period object indicating the common time period between evaluations

EvaluationDates

A vector of evaluation dates

OriginPeriods

A vector of origin periods

Verbose

Show warnings?

Value

A vector of intervals

See Also

CreateDevelopmentLags, CreateEvaluationDates



MRMR documentation built on May 19, 2017, 1:11 p.m.
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