insurancerating (version 0.7.5)

reduce: Reduce portfolio by merging redundant date ranges

Description

Transform all the date ranges together as a set to produce a new set of date ranges. Ranges separated by a gap of at least min.gapwidth days are not merged.

Usage

reduce(df, begin, end, ..., agg_cols = NULL, agg = "sum", min.gapwidth = 5)

Value

An object of class "reduce". The function summary is used to obtain and print a summary of the results. An object of class "reduce" is a list usually containing at least the following elements:

df

data frame with reduced time periods

begin

name of column in df with begin dates

end

name of column in df with end dates

cols

names of columns in df used to group date ranges by

Arguments

df

data.frame

begin

name of column df with begin dates

end

name of column in df with end dates

...

names of columns in df used to group date ranges by

agg_cols

list with columns in df to aggregate by (defaults to NULL)

agg

aggregation type (defaults to "sum")

min.gapwidth

ranges separated by a gap of at least min.gapwidth days are not merged. Defaults to 5.

Author

Martin Haringa

Details

This function is adopted from IRanges::reduce().

Examples

portfolio <- structure(list(policy_nr = c("12345", "12345", "12345", "12345",
"12345", "12345", "12345", "12345", "12345", "12345", "12345"),
productgroup = c("fire", "fire", "fire", "fire", "fire", "fire",
"fire", "fire", "fire", "fire", "fire"), product = c("contents",
"contents", "contents", "contents", "contents", "contents", "contents",
"contents", "contents", "contents", "contents"),
begin_dat = structure(c(16709,16740, 16801, 17410, 17440, 17805, 17897,
17956, 17987, 18017, 18262), class = "Date"),
end_dat = structure(c(16739, 16800, 16831, 17439, 17531, 17896, 17955,
17986, 18016, 18261, 18292), class = "Date"),
premium = c(89L, 58L, 83L, 73L, 69L, 94L, 91L, 97L, 57L, 65L, 55L)),
row.names = c(NA, -11L), class = "data.frame")

# Merge periods
pt1 <- reduce(portfolio, begin = begin_dat, end = end_dat, policy_nr,
    productgroup, product, min.gapwidth = 5)

# Aggregate per period
summary(pt1, period = "days", policy_nr, productgroup, product)

# Merge periods and sum premium per period
pt2 <- reduce(portfolio, begin = begin_dat, end = end_dat, policy_nr,
    productgroup, product, agg_cols = list(premium), min.gapwidth = 5)

# Create summary with aggregation per week
summary(pt2, period = "weeks", policy_nr, productgroup, product)