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#' Simulate from a LifeRisk
#'
#' @description \code{simulate} is a generic S3 method for classes
#' inheriting from risk. It returns a vector of risk-factor
#' simulations for the corresponding risk.
#'
#' @param object S3 object of class lifeRisk.
#' @param nsim strictly positive integer value of length one. The number
#' of simulations.
#' @param seed positive integer value of length one. The seed for
#' reproducibility.
#' @param ... additional arguments to be passed to \code{rnorm}.
#'
#' @return a numeric value, the base simulations.
#'
#' @seealso \code{\link[stats]{simulate}}, \code{\link{lifeRisk}}.
#'
#' @export
simulate.lifeRisk <- function(object, nsim, seed = NULL, ...) {
# PUBLIC FUNCTION.
# input values checks
if (!is.numeric(nsim) || (!is.null(seed) && !is.numeric(seed))) {
stop("Invalid types, see ?simulate.lifeRisk.")
}
if ((length(nsim) != 1) || (!is.null(seed) && (length(seed) != 1))) {
stop("Invalid dimensions, see ?simulate.lifeRisk.")
}
if (any(sapply(list(nsim, seed), function(x) !is.null(x) && is.na(x)))) {
stop("Missing values, see ?simulate.lifeRisk.")
}
if (nsim < 0 || (!is.null(seed) && (seed < 0))) {
stop("nsim and seed should be positive, ?simulate.lifeRisk.")
}
if (!is.integer(nsim)) {
nsim <- as.integer(nsim)
}
if (!is.null(seed) && !is.integer(seed)) {
seed <- as.integer(seed)
}
if (!is.null(seed)) {
set.seed(seed)
}
return(stats::rnorm(n = nsim, ...))
}
#' Compute a LifeRisk
#'
#' \code{compute} is a generic S3 method for classes inheriting from risk.
#' It returns a vector of aggregated simulations for the corresponding risk.
#'
#' @param object S3 object of class lifeRisk.
#' @param market.risk S3 object of class marketRisk created using the constructor
#' \code{marketRisk}.
#' @param life.item S3 object of class life from a portfolio.
#' @param nsim strictly positive integer value of length one. The number
#' of simulations.
#' @param seed positive integer value of length one. The seed for
#' reproducibility.
#' @param ... additional arguments.
#'
#' @return a \code{data.table} value containing one column named \code{"lifeRisk"}. The
#' simulations result for a lifeRisk.
#'
#' @seealso \code{\link{compute}}, \code{\link{lifeRisk}}.
#'
#' @export
compute.lifeRisk <- function(object, market.risk, life.item, nsim, seed = NULL, ...) {
# PUBLIC FUNCTION.
# input values checks
if (!is.marketRisk(market.risk)) {
stop("Invalid types, see ?compute.lifeRisk")
}
if (!is.life(life.item)) {
stop("Invalid types, see ?compute.lifeRisk")
}
if (!is.numeric(nsim) || (!is.null(seed) && !is.numeric(seed))) {
stop("Invalid types, see ?simulate.lifeRisk.")
}
if ((length(nsim) != 1) || (!is.null(seed) && (length(seed) != 1))) {
stop("Invalid dimensions, see ?simulate.lifeRisk.")
}
if (any(sapply(list(nsim, seed), function(x) !is.null(x) && is.na(x)))) {
stop("Missing values, see ?simulate.lifeRisk.")
}
if (nsim < 0 || (!is.null(seed) && (seed < 0))) {
stop("nsim and seed should be positive, ?simulate.lifeRisk.")
}
if (!is.integer(nsim)) {
nsim <- as.integer(nsim)
}
if (!is.null(seed) && !is.integer(seed)) {
seed <- as.integer(seed)
}
checks <- check(object = life.item,
market.risk = market.risk,
life.risk = object)
if (any(!checks)) {
stop("Inconsistent market.risk, object and life.item.")
}
total.volatility <- valInfo(object = life.item,
market.risk = market.risk,
life.risk = object)
l <- simulate(object = object,
nsim = nsim,
seed = seed,
sd = total.volatility)
return(data.table::data.table(lifeRisk = l))
}
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