Index-class: An S4 class to represent a time index for frequency or...

In cascsim: Casualty Actuarial Society Individual Claim Simulator

Description

An S4 class to represent a time index for frequency or severity distribution.

Slots

indexID

A string to identify the index.

startDate

The date the index starts. It is expected to be consistent with the start date of the claim analysis.

tabulate

A boolean to indicate whether the index is determined by a constant rate (FALSE) or a series of index values (TRUE).

annualizedRate

A yearly index growth rate. It is only used when tabulate == FALSE.

yearlyIndex

A vector that contains index value on a yearly basis.

monthlyIndex

A vector that contains index value on a monthly basis.

seasonality

A vector that contains seasonal adjustment factor on a monthly basis.

cascsim documentation built on Jan. 13, 2020, 5:07 p.m.