coverage.R
In actuar: Actuarial Functions and Heavy Tailed Distributions

### R code from vignette source 'coverage.Rnw'

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### code chunk number 1: coverage.Rnw:11-12
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library(actuar)


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### code chunk number 2: coverage.Rnw:57-59
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deductible <- 5
limit <- 13


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### code chunk number 3: coverage.Rnw:64-75
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pgammaL <- coverage(cdf = pgamma, deductible = deductible, limit = limit,
                     per.loss = TRUE)
dgammaL <- coverage(dgamma, pgamma, deductible = deductible, limit = limit,
                     per.loss = TRUE)
pgammaP <- coverage(cdf = pgamma, deductible = deductible, limit = limit)
dgammaP <- coverage(dgamma, pgamma, deductible = deductible, limit = limit)

d <- deductible
u <- limit - d
e <- 0.001
ylim <- c(0, dgammaL(0, 5, 0.6))


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### code chunk number 4: coverage.Rnw:100-106
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par(mar = c(2, 3, 1, 1))
curve(pgammaP(x, 5, 0.6), from = 0, to = u - e,
      xlim = c(0, limit), ylim = c(0, 1),
      xlab = "", ylab = "", xaxt = "n", lwd = 2)
curve(pgammaP(x, 5, 0.6), from = u, add = TRUE, lwd = 2)
axis(1, at = c(0, u), labels = c("0", "u - d"))


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### code chunk number 5: coverage.Rnw:123-129
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par(mar = c(2, 3, 1, 1))
curve(dgammaP(x, 5, 0.6), from = 0 + e, to = u - e,
      xlim = c(0, limit), ylim = ylim,
      xlab = "", ylab = "", xaxt = "n", lwd = 2)
points(u, dgammaP(u, 5, 0.6), pch = 16)
axis(1, at = c(0, u), labels = c("0", "u - d"))


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### code chunk number 6: coverage.Rnw:159-165
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par(mar = c(2, 3, 1, 1))
curve(pgammaL(x, 5, 0.6), from = 0, to = u - e,
      xlim = c(0, limit), ylim = c(0, 1),
      xlab = "", ylab = "", xaxt = "n", lwd = 2)
curve(pgammaL(x, 5, 0.6), from = u, add = TRUE, lwd = 2)
axis(1, at = c(0, u), labels = c("0", "u - d"))


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### code chunk number 7: coverage.Rnw:180-186
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par(mar = c(2, 3, 1, 1))
curve(dgammaL(x, 5, 0.6), from = 0 + e, to = u - e,
      xlim = c(0, limit), ylim = ylim,
      xlab = "", ylab = "", xaxt = "n", lwd = 2)
points(c(0, u), dgammaL(c(0, u), 5, 0.6), pch = 16)
axis(1, at = c(0, u), labels = c("0", "u - d"))


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### code chunk number 8: coverage.Rnw:194-207
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pgammaL <- coverage(cdf = pgamma, deductible = deductible, limit = limit,
                     per.loss = TRUE, franchise = TRUE)
dgammaL <- coverage(dgamma, pgamma, deductible = deductible, limit = limit,
                     per.loss = TRUE, franchise = TRUE)
pgammaP <- coverage(cdf = pgamma, deductible = deductible, limit = limit,
                    franchise = TRUE)
dgammaP <- coverage(dgamma, pgamma, deductible = deductible, limit = limit,
                    franchise = TRUE)

d <- deductible
u <- limit
e <- 0.001
ylim <- c(0, dgammaL(0, 5, 0.6))


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### code chunk number 9: coverage.Rnw:232-238
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par(mar = c(2, 3, 1, 1))
curve(pgammaP(x, 5, 0.6), from = 0, to = u - e,
      xlim = c(0, limit + d), ylim = c(0, 1),
      xlab = "", ylab = "", xaxt = "n", lwd = 2)
curve(pgammaP(x, 5, 0.6), from = u, add = TRUE, lwd = 2)
axis(1, at = c(0, d, u), labels = c("0", "d", "u"))


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### code chunk number 10: coverage.Rnw:255-262
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par(mar = c(2, 3, 1, 1))
curve(dgammaP(x, 5, 0.6), from = d + e, to = u - e,
      xlim = c(0, limit + d), ylim = ylim,
      xlab = "", ylab = "", xaxt = "n", lwd = 2)
curve(dgammaL(x, 5, 0.6), from = 0 + e, to = d, add = TRUE, lwd = 2)
points(u, dgammaP(u, 5, 0.6), pch = 16)
axis(1, at = c(0, d, u), labels = c("0", "d", "u"))


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### code chunk number 11: coverage.Rnw:292-298
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par(mar = c(2, 3, 1, 1))
curve(pgammaL(x, 5, 0.6), from = 0, to = u - e,
      xlim = c(0, limit + d), ylim = c(0, 1),
      xlab = "", ylab = "", xaxt = "n", lwd = 2)
curve(pgammaL(x, 5, 0.6), from = u, add = TRUE, lwd = 2)
axis(1, at = c(0, d, u), labels = c("0", "d", "u"))


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### code chunk number 12: coverage.Rnw:312-319
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par(mar = c(2, 3, 1, 1))
curve(dgammaL(x, 5, 0.6), from = d + e, to = u - e,
      xlim = c(0, limit + d), ylim = ylim,
      xlab = "", ylab = "", xaxt = "n", lwd = 2)
curve(dgammaL(x, 5, 0.6), from = 0 + e, to = d, add = TRUE, lwd = 2)
points(c(0, u), dgammaL(c(0, u), 5, 0.6), pch = 16)
axis(1, at = c(0, d, u), labels = c("0", "d", "u"))