ChainLadder (version 0.2.5)

triangle S3 Methods: Generic functions for triangles

Description

Functions to ease the work with triangle shaped matrix data. A 'triangle' is a matrix with some generic functions. Triangles are usually stored in a 'long' format in data bases. The function as.triangle can transform a data.frame into a triangle shape.

Usage

# S3 method for matrix
as.triangle(Triangle,origin="origin", dev="dev", value="value",...)
# S3 method for data.frame
as.triangle(Triangle, origin="origin", dev="dev", value="value",...)
# S3 method for triangle
as.data.frame(x, row.names=NULL, optional, lob=NULL, na.rm=FALSE, ...)
as.triangle(Triangle, origin="origin", dev="dev", value="value",...)
# S3 method for triangle
plot(x, type = "b", xlab = "dev. period", ylab = NULL, lattice=FALSE, ...)

Arguments

Triangle

a triangle

origin

name of the origin period, default is "origin".

dev

name of the development period, default is "dev".

value

name of the value, default is "value".

row.names

default is set to NULL an will merge origin and dev. period to create row names.

lob

default is NULL. The idea is to use lob (line of business) as an additional column to label a triangle in a long format, see the examples for more details.

optional

not used

na.rm

logical. Remove missing values?

x

a matrix of class 'triangle'

xlab

a label for the x axis, defaults to 'dev. period'

ylab

a label for the y axis, defaults to NULL

lattice

logical. If FALSE the function matplot is used to plot the developments of the triangle in one graph, otherwise the xyplot function of the lattice package is used, to plot developments of each origin period in a different panel.

type

type, see plot.default

…

arguments to be passed to other methods

Warning

Please note that for the function as.triangle the origin and dev. period columns have to be of type numeric or a character which can be converted into numeric.

Also note that when converting from a data.frame to a matrix with as.triangle, multiple records with the same origin and dev will be aggregated.

Examples

# NOT RUN {
GenIns
plot(GenIns)
plot(GenIns, lattice=TRUE)


## Convert long format into triangle
## Triangles are usually stored as 'long' tables in data bases
head(GenInsLong)
as.triangle(GenInsLong, origin="accyear", dev="devyear", "incurred claims")

X <- as.data.frame(RAA)
head(X)

Y <- as.data.frame(RAA, lob="General Liability")
head(Y)

# }