setprobs-methods: Set the percentiles to be matched. Only used when qme is...

In casact/cascsim: Casualty Actuarial Society Individual Claim Simulator

Set the percentiles to be matched. Only used when qme is chosen for fitting method.

Description

Set the percentiles to be matched. Only used when qme is chosen for fitting method.

Usage

setprobs(this, ...) <- value

## S4 replacement method for signature 'FitDist,vector'
setprobs(this) <- value

Arguments

this	FitDist Object
...	Additional function arguments
value	A numeric vector with values between 0 and 1.

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")
setprobs(xFit) <- c(0.1,0.5,0.9)
xFit@probs

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