triangle S3 Methods {ChainLadder} | R Documentation |
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.
## S3 method for class 'matrix': as.triangle(Triangle,origin="origin", dev="dev", value="value",...) ## S3 method for class 'data.frame': as.triangle(Triangle, origin="origin", dev="dev", value="value",...) ## S3 method for class '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 class 'triangle': plot(x, t = "b", xlab = "dev. period", ylab = NULL, lattice=FALSE, ...)
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. |
t |
type, see plot.default |
... |
arguments to be passed to other methods |
Markus Gesmann
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)