test.getLatestCumulative.RAA <- function() {
## by Ben Escoto
## Test the getLatestCumulative function on RAA data
## First check one value from normal RAA data
latest <- ChainLadder:::getLatestCumulative(RAA)
checkEquals(latest[1], RAA[1, ncol(RAA)], checkNames=FALSE)
## Now try again after removing some early valuations
RAA2 <- RAA
RAA2[row(RAA) + col(RAA) <= 4] <- NA
latest2 <- ChainLadder:::getLatestCumulative(RAA2)
checkEquals(latest2[1], RAA2[1, ncol(RAA2)], checkNames=FALSE)
}
test.getLatestCumulative.simple <- function() {
## by Ben Escoto
## Test the getLatestCumulative function on simple toy data set
## 11/2/2012 remove attributes of new version of getLatestCumulative
## before comparing -- Dan Murphy
## First, a traditional triangle
simple.tri1 <- rbind(c(1,2), c(3, NA))
latest <- ChainLadder:::getLatestCumulative(simple.tri1)
checkEquals(c(latest), c(2,3), checkNames=FALSE)
## Now check very simple "trapezoidal" triangle
simple.tri2 <- rbind(c(NA ,2), c(3, NA))
latest2 <- ChainLadder:::getLatestCumulative(simple.tri2)
checkEquals(c(latest2), c(2,3), checkNames=FALSE)
}
test.tailfactor <- function () {
## by Ben Escoto
## Test the tailfactor function for generating tail factors
clratios <- c(1.2, 1.1, 1.05)
tf <- ChainLadder:::tailfactor(clratios)$tail.factor
checkEquals(tf, 1.050839, tolerance=1e-4)
}
test.asTriangles <- function () {
## Following a bug report by Ben Escoto
## In the old version as.triangle didn't work when development periods
## were in different units, e.g. 10's and 100's and not ordered
data(RAA)
dimnames(RAA)$dev <- c(1,1e1,1e2,1e3,1e4,1e5,1e6,1e7,1e8,1e9)
reverseRAA <- RAA[,10:1]
zRAA <- as.triangle(as.data.frame(reverseRAA,na.rm=TRUE))
any(dimnames(RAA)$dev==dimnames(zRAA)$dev)
}
test.names_of_chainladder_Triangle <- function () {
# Prior to April 2013 the column names of the triangle returned by
# chainladder() were integers 1:n. Now they should be the same as
# the column names of the argument triangle.
x <- chainladder(RAA)
colnames(x) <- 12*(as.numeric(colnames(x)))
y <- chainladder(x)
checkEquals(colnames(y$Triangle), colnames(x))
}
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