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.

`triangle`

creates a triangle from the given set of vectors of
observed data.

`as.triangle`

attempts to turn its argument into a triangle.
Triangles are usually stored in a “long” format in data bases. The
function can transform a `data.frame`

into a triangle shape.

`as.data.frame`

turns a triangle into a data frame.

triangle(..., bycol=FALSE, origin="origin", dev="dev", value="value") ## 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, type = "b", xlab = "dev. period", ylab = NULL, lattice=FALSE, ...)

`Triangle` |
a triangle |

`bycol` |
logical. If |

`origin` |
name of the origin period, default is |

`dev` |
name of the development period, default is |

`value` |
name of the value, default is |

`row.names` |
default is set to |

`lob` |
default is |

`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 |

`type` |
type, see |

`...` |
vectors of data in |

Function `triangle`

builds a triangle matrix from the vectors of
*known* data provided in `...`

. Normally, each of these
vectors should be one shorter than the preceeding one. The length of
the first vector dictates the number of development periods or origin
periods (respectively when `bycol`

is `FALSE`

or
`TRUE`

). As a special case, the function will build an *n
\times n* triangle from a single vector of *n(n + 1)/2* data
points.

The names of the arguments in `...`

for function
`triangle`

(when there are more than one) are retained for
row/column names. Similarly, the names of the elements of the
*first* argument are used as column/row names.

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.

Markus Gesmann, Dan Murphy, Vincent Goulet

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) ## Basic creation of a triangle from loss development data triangle(c(100, 150, 175, 180, 200), c(110, 168, 192, 205), c(115, 169, 202), c(125, 185), 150) ## Same, with named origin periods triangle("2012" = c(100, 150, 175, 180, 200), "2013" = c(110, 168, 192, 205), "2014" = c(115, 169, 202), "2015" = c(125, 185), "2016" = 150) ## Again, with also named development periods triangle("2012" = c("12 months" = 100, "24 months" = 150, "36 months" = 175, "48 months" = 180, "60 months" = 200), "2013" = c(110, 168, 192, 205), "2014" = c(115, 169, 202), "2015" = c(125, 185), "2016" = 150) ## Quick, simplified usage triangle(c(100, 150, 175, 110, 168, 115))

[Package *ChainLadder* version 0.2.12 Index]