newTriangle: Create a Triangle object.

Description Usage Arguments

Description

Create a Triangle object.

Usage

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newTriangle(TriangleData, OriginPeriods = NULL, DevelopmentLags = NULL,
  OriginEnd = NULL, OriginLength = years(1), StartDay = 1,
  StartMonth = 1, DevelopmentPeriod = months(1), EvaluationDates = NULL,
  OriginPeriodType = "Accident Year", TriangleName = NULL,
  StaticMeasures = NULL, StochasticMeasures = NULL, Groups = NULL,
  Cumulative = TRUE, Verbose = TRUE)

Arguments

TriangleData

A dataframe

OriginPeriods

The name of the column in the TriangleData which holds the origin period.

DevelopmentLags

The column which holds the development lags.

OriginEnd

If the OriginPeriods argument refers to the start date of an origin period, this column holds the end dates.

OriginLength

If origin period is not an interval, this is used to construct the origin period.

StartDay

If origin period is not an interval, this is used to construct the origin period.

StartMonth

If origin period is not an interval, this is used to construct the origin period.

DevelopmentPeriod

If DevelopmentLags is not a period object, this is used to contruct DevelopmentLags.

EvaluationDates

A vector of dates corresponding to the data in TriangleData.

OriginPeriodType

A character value describing the type of origin period.

TriangleName

A character value used to refer to the Triangle object.

StaticMeasures

A character vector which names the static measures in the Triangle object.

StochasticMeasures

A character vector which names the stochastic measures in the Triangle object.

Groups

A character vector which names the column which contains grouping data.

Cumulative

Boolean indicating if the stochastic measures are cumulative or incremental.

Verbose

Boolean indicating whether or not warnings should be displayed.


PirateGrunt/MRMR documentation built on May 8, 2019, 2:49 p.m.