setObservation-methods: Input the raw data.

In cascsim: Casualty Actuarial Society Individual Claim Simulator

Description

Input the raw data.

Usage

setObservation(this) <- value

## S4 replacement method for signature 'CopulaObj,matrix'
setObservation(this) <- value

## S4 replacement method for signature 'FitDist,matrix'
setObservation(this) <- value

Arguments

this

FitDist Object or Copula Object

value

A data frame or a matrix. For FitDist object, it could be a two-column data frame with the occurrence date and loss size/number of occurrence. Or a one-column data frame with loss size (ifreq == FALSE) or number of occurrence (ifreq == TRUE && idate == FALSE) or occurrence dates (ifreq == TRUE && idate == TRUE). For Copula object, it could be a matrix with each column contains the experience data of a variable.

Examples

library(cascsim)
dist1<-new("Pareto",p1=20,p2=3)
dist2<-new("Normal",p1=5,p2=3,min=0,max=20,truncated=TRUE)
nom.cop <- new("CopulaObj", param=c(0.5),marginal=list(dist1=dist1,dist2=dist2),dimension=2)
setObservation(nom.cop)<-copulaSample(nom.cop,100)
nom.cop@observation

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