buhlmannStraubGLM-class: Class "buhlmannStraubGLM" of fitted Buhlmann-Straub GLM...

In actuaRE: Handling Single-Level and Hierarchically Structured Risk Factors using Credibility and Random Effects Models

Class "buhlmannStraubGLM" of fitted Buhlmann-Straub GLM credibility models

Description

Class "buhlmannStraubGLM" of fitted Buhlmann-Straub GLM credibility models

Usage

## S3 method for class 'buhlmannStraubGLM'
predict(object, newdata = NULL, ...)

## S3 method for class 'buhlmannStraubGLM'
print(x, ...)

## S3 method for class 'buhlmannStraubGLM'
summary(object, ...)

## S3 method for class 'buhlmannStraubGLM'
fitted(object, ...)

Arguments

object	an object of class buhlmannStraubGLM
newdata	optionally, a data frame in which to look for variables with which to predict.
...	currently ignored.
x	an object of class buhlmannStraubGLM

Value

The function buhlmannStraubGLM returns an object of class buhlmannStraubGLM, which has the following slots:

call	the matched call
CredibilityResults	results of the Buhlmann-Straub credibility model.
fitGLM	the results from fitting the GLM part.
iter	total number of iterations.
Converged	logical indicating whether the algorithm converged.
LevelsCov	object that summarizes the unique levels of each of the contract-specific covariates.
fitted.values	the fitted mean values, resulting from the model fit.
prior.weights	the weights (exposure) initially supplied.
y	if requested, the response vector.

S3 methods

print:

Prints the call, convergence status, number of iterations, and GLM summary. The ... argument is currently ignored. Returns an invisible copy of the original object.

summary:

In addition to the output of the print.buhlmannStraubGLM function, the summary function prints the credibility results and random effect estimates as well. Returns an invisible copy of the original object.

fitted:

Returns the fitted values.

predict:

Predict method for new data.

ranef:

Returns the random effects (cluster relativities).

fixef:

Returns the fixed effects coefficients.

weights:

Returns either credibility weights or exposure weights.

See Also

buhlmannStraubGLM

actuaRE documentation built on July 3, 2026, 5:07 p.m.