setFitdata-methods: Preparing the input data (observation) for distribution...

In casact/cascsim: Casualty Actuarial Society Individual Claim Simulator

Preparing the input data (observation) for distribution fitting, including detrending, translating occurrence dates to frequency data, etc.

Description

Preparing the input data (observation) for distribution fitting, including detrending, translating occurrence dates to frequency data, etc.

Usage

setFitdata(object, ...)

## S4 method for signature 'FitDist'
setFitdata(object)

Arguments

object	FitDist Object
...	Additional function arguments

Examples

library(cascsim)
data(claimdata)

#frequecy fitting example
findex <- new("Index", startDate = as.Date("2012-01-01"), tabulate=TRUE, monthlyIndex = c(rep(1,11),
cumprod(c(1,rep(1.5^(1/12),11))),cumprod(c(1.5,rep((1.3/1.5)^(1/12),11))),
cumprod(c(1.3,rep((1.35/1.3)^(1/12),11))),cumprod(c(1.35,rep((1.4/1.35)^(1/12),11))),1.4))
rawdata <- as.data.frame(as.Date(claimdata[(claimdata[,"LoB"]=="Auto" & 
claimdata[,"Type"]=="H"),]$occurrenceDate))
colnames(rawdata)<-"occurrenceDate"
xFit <- new("FitDist", observation=rawdata, trend=findex,startDate = as.Date("2012-01-01"),
method="mle",ifreq=TRUE,idate=TRUE, freq="Monthly")
xFit <- setFitdata(xFit)
xFit@fitdata

casact/cascsim documentation built on Nov. 12, 2022, 11:53 p.m.