R/CreateDevelopmentLags.R

Defines functions CreateDevelopmentLags CreateLagsFromEvalDates CreateLagsFromIntegers

Documented in CreateDevelopmentLags

CreateLagsFromIntegers = function(LagValues, DevelopmentPeriod = months(1), Verbose = TRUE)
{
  if (!is.period(DevelopmentPeriod)) stop ("A period object was not specified for the DevelopmentPeriod.")
  
  if (!is.integer(LagValues)){
    if (Verbose) warning ("LagValues converted to integer.")
    LagValues = as.integer(LagValues)
  }
  
  DevelopmentLag = LagValues * DevelopmentPeriod
  
}

CreateLagsFromEvalDates = function(EvalDates, OriginPeriods, DevelopmentPeriod = months(1))
{
  if (!is.period(DevelopmentPeriod)) stop ("A period object was not specified for the DevelopmentPeriod.")
  
  if (is.null(OriginPeriods)) stop ("OriginPeriods were not specified.")
  
  DevelopmentInterval = interval(int_start(OriginPeriods), EvalDates + days(3))
  DevelopmentLag = suppressMessages (DevelopmentInterval / DevelopmentPeriod)
  DevelopmengLag = DevelopmentLag * DevelopmentPeriod
}

#' Create triangle development lags
#' 
#' 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.
#' @export CreateDevelopmentLags
#' 
#' @param LagValues Vector of development lags
#' @param DevelopmentPeriod A period object indicating the common time period between evaluations
#' @param EvaluationDates A vector of evaluation dates
#' @param OriginPeriods A vector of origin periods
#' @param Verbose Show warnings?
#' 
#' @return A vector of intervals
#' 
#' @seealso \code{\link{CreateDevelopmentLags}}, \code{\link{CreateEvaluationDates}}
#' 
#' @importFrom lubridate is.period
#' @importFrom lubridate days
#' @importFrom lubridate int_start
#' 
CreateDevelopmentLags = function(LagValues, DevelopmentPeriod = months(1), EvaluationDates = NULL, OriginPeriods = NULL, Verbose = TRUE)
{
  if (!is.period(DevelopmentPeriod)) stop ("A period object was not specified for the DevelopmentPeriod.")
  
  if (is.null(EvaluationDates))
  {
    return (CreateLagsFromIntegers(LagValues, DevelopmentPeriod, Verbose))
  } else {
    return (CreateLagsFromEvalDates(EvaluationDates, OriginPeriods, DevelopmentPeriod))
  }
  
}

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MRMR documentation built on May 29, 2017, 3:25 p.m.