CreateOriginPeriods: CreateOriginPeriods

In MRMR: Multivariate Regression Models for Reserving

Description

This will create a set of origin period values

Usage

CreateOriginPeriods(OriginStart, OriginEnd = NULL, OriginLength = years(1),
  StartDay = 1, StartMonth = 1, Verbose = FALSE)

Arguments

OriginStart	Either a vector of date-time objects, or a vector of numbers indicating the year.
OriginEnd	A vector of date-time objects. If this argument is supplied, it is assumed that OriginStart contains date-time objects.
OriginLength	A Period object. These are easily created as shown in the example below. The default is a period of one year. If OriginStart and OriginEnd are supplied, this argument is ignored.
StartDay	If OriginStart and OriginEnd are supplied, this argument is ignored.
StartMonth	If OriginStart and OriginEnd are supplied, this argument is ignored.
Verbose	Boolean indicating whether or not to display warning messages.

Details

If the triangle dataframe does not have lubridate intervals, they must be created. Origin periods may be established one of three ways: 1. The origin periods are passed in as POSIX dates. This is a simple matter of forming the interval using lubridate. 2. The origin periods are passed in with a start date, but no end date. We need to have a common period to establish the end date. 3. The origin periods are passed in as parts of a date. This will typically happen if we know the year, but not the month or day. In this case , the user may pass in month and day values

Value

A vector of intervals

See Also

CreateDevelopmentLags, CreateEvaluationDates

Examples

## Not run: 
# Case 1
library(lubridate)
OriginStart = c(mdy("1/1/2000"), mdy("1/1/2000"), mdy("1/1/2001"))
OriginEnd = c(mdy("12/31/2000"), mdy("12/31/2000"), mdy("12/31/2001"))

OriginPeriods = CreateOriginPeriods(OriginStart, OriginEnd)
OriginPeriods

# Case 2
OriginStart = c(mdy("1/1/2000"), mdy("1/1/2000"), mdy("1/1/2001"))
OriginPeriods = CreateOriginPeriods(OriginStart, OriginLength = months(12))
OriginPeriods

# Case 3
OriginStartYear = c(2000, 2000, 2001)
OriginPeriods = CreateOriginPeriods(OriginStartYear, OriginLength = years(1)
                                     , StartDay = 1, StartMonth = 1)
OriginPeriods

## End(Not run)

MRMR documentation built on May 2, 2019, 2:08 a.m.