autoplot.bootstrap_performance: Plot the resampled performance distribution

In insurancerating: Actuarial Tools for Insurance Pricing Models

Plot the resampled performance distribution

Description

Display the empirical distribution of resampled RMSE values from bootstrap_performance(). The histogram shows the observed resampling distribution, while the density curve provides a smooth visual summary.

Usage

## S3 method for class 'bootstrap_performance'
autoplot(object, fill = "#E6E6E6", color = NA, ...)

Arguments

object	An object of class "bootstrap_performance", produced by bootstrap_performance().
fill	Fill colour of the histogram bars. Default is "#E6E6E6".
color	Border colour of the histogram bars. Default is NA, which removes bar borders.
...	Currently unused.

Details

The dashed orange line marks the RMSE of the original fitted model. The dotted grey lines mark the 2.5 and 97.5 percent empirical quantiles of the resampled values when these can be calculated. Their distance provides a practical indication of sampling variability; it is not a formal prediction interval for future portfolio performance.

Value

A ggplot2::ggplot object.

Author(s)

Martin Haringa

See Also

bootstrap_performance(), rmse()

Examples

## Not run: 
mod1 <- glm(nclaims ~ age_policyholder, data = MTPL,
            offset = log(exposure), family = poisson())
x <- bootstrap_performance(mod1, MTPL, n_resamples = 100,
                           show_progress = FALSE)
autoplot(x)

## End(Not run)

insurancerating documentation built on Sept. 1, 2026, 5:08 p.m.