residuals.MackChainLadder {ChainLadder}R Documentation

Extract residuals of a MackChainLadder model

Description

Extract residuals of a MackChainLadder model by origin period, calendar period and development period.

Usage

## S3 method for class 'MackChainLadder':
residuals(object, ...)

Arguments

object output of MackChainLadder
... not in use

Value

The function returns a data.frame of residuals and standardised residuals by origin-, calendar- and development period.

Author(s)

Markus Gesmann

See Also

See Also MackChainLadder

Examples


 RAA
 MCL=MackChainLadder(RAA)
 MCL  

 residuals(MCL)


[Package ChainLadder version 0.1.2-11 Index]