setTrialDistErr-methods: Distribution fitting and testing. Same as setTrialDist except...

In casact/cascsim: Casualty Actuarial Society Individual Claim Simulator

Distribution fitting and testing. Same as setTrialDist except for error tolerance.

Description

Distribution fitting and testing. Same as setTrialDist except for error tolerance.

Usage

setTrialDistErr(this) <- value

## S4 replacement method for signature 'FitDist,Distribution'
setTrialDistErr(this) <- value

Arguments

this	FitDist Object
value	Distribution to fit to

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)
setTrialDistErr(xFit) <- new("Poisson")
xFit@soutput
observationPlot(xFit)
fitPlot(xFit)

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