triResi {BALD} | R Documentation |
A generic function to plot and/or return residuals for models in the BALD package. See vignette('BALD')
.
object |
The object from which to plot and/or return the residuals. |
standardize |
A logical value. If |
timeAxis |
A character value describing along which of the three time axes to plot the residuals: ‘dy’ for development year time, ‘cy’ for calendar year time, ‘ey’ for exposure year time. |
plot |
A logical value. If |
Mainly called for the side effect of plotting.
triResi("AnnualAggLossDevModelOutput")
QQPlot
rm(list=ls()) options(device.ask.default=FALSE) library(BALD) data(IncrementalGeneralLiablityTriangle) IncrementalGeneralLiablityTriangle <- as.matrix(IncrementalGeneralLiablityTriangle) print(IncrementalGeneralLiablityTriangle) data(PCE) PCE <- as.matrix(PCE)[,1] PCE.rate <- PCE[-1] / PCE[-length(PCE)] - 1 PCE.rate.length <- length(PCE.rate) PCE.years <- as.integer(names(PCE.rate)) years.available <- PCE.years <= max(as.integer( dimnames(IncrementalGeneralLiablityTriangle)[[1]])) PCE.rate <- PCE.rate[years.available] PCE.rate.length <- length(PCE.rate) standard.model.input <- makeStandardAnnualInput( incremental.payments = IncrementalGeneralLiablityTriangle, stoch.inflation.weight = 1, non.stoch.inflation.weight = 0, stoch.inflation.rate = PCE.rate, exp.year.type = 'ay', extra.dev.years=5, use.skew.t=TRUE) ## Not run: standard.model.output <- runLossDevModel( standard.model.input, burnIn=30.0E+3, sampleSize=30.0E+3, thin=10) #residule plot by Development Year triResi(standard.model.output, timeAxis='dy') #residule plot by exposure year triResi(standard.model.output, timeAxis='ey') #residule plot by calendar year triResi(standard.model.output, timeAxis='cy') ## End(Not run)