construct_model_points: Construct model points from Generalized Linear Model

In insurancerating: Analytic Insurance Rating Techniques

Construct model points from Generalized Linear Model

Description

construct_model_points() is used to construct model points from generalized linear models, and must be preceded by model_data(). construct_model_points() can also be used in combination with a data.frame.

Usage

construct_model_points(
  x,
  exposure = NULL,
  exposure_by = NULL,
  agg_cols = NULL,
  drop_na = FALSE
)

Arguments

x	Object of class model_data or of class data.frame
exposure	column with exposure
exposure_by	split column exposure by (e.g. year)
agg_cols	list of columns to aggregate (sum) by, e.g. number of claims
drop_na	drop na values (default to FALSE)

Value

data.frame

Author(s)

Martin Haringa

Examples

## Not run: 
# With data.frame
library(dplyr)
mtcars %>%
 select(cyl, vs) %>%
 construct_model_points()

mtcars %>%
  select(cyl, vs, disp) %>%
  construct_model_points(exposure = disp)

mtcars %>%
 select(cyl, vs, disp, gear) %>%
 construct_model_points(exposure = disp, exposure_by = gear)

mtcars %>%
 select(cyl, vs, disp, gear, mpg) %>%
 construct_model_points(exposure = disp, exposure_by = gear,
   agg_cols = list(mpg))

# With glm
library(datasets)
data1 <- warpbreaks %>%
 mutate(jaar = c(rep(2000, 10), rep(2010, 44))) %>%
 mutate(exposure = 1) %>%
 mutate(nclaims = 2)

pmodel <- glm(breaks ~ wool + tension, data1, offset = log(exposure),
 family = poisson(link = "log"))

model_data(pmodel) %>%
 construct_model_points()

model_data(pmodel) %>%
 construct_model_points(agg_cols = list(nclaims))

model_data(pmodel) %>%
 construct_model_points(exposure = exposure, exposure_by = jaar) %>%
 add_prediction(., pmodel)
 
## End(Not run)

insurancerating documentation built on Dec. 28, 2022, 2:53 a.m.