getLatestCumulative {ChainLadder} | R Documentation |
Return most recent values for all origin periods of a cumulative development triangle.
getLatestCumulative(Triangle, na.values = NULL)
Triangle |
a Triangle in matrix format. |
na.values |
a vector specifying values that should be considered synonymous with NA when searching for the rightmost non-NA. |
A vector of most recent non-'NA' (and synonyms, if appropriate) values
of a triangle for all origin periods.
The names
of the vector equal the origin names of the Triangle.
The vector will have additional attributes:
"latestcol" equalling the index of the column in Triangle corresponding
to the row's rightmost entry;
"rowsname" equalling the name of the row dimension of Triangle, if any;
"colnames" equalling the corresponding column name of Triangle, if any;
"colsname" equalling the name of the column dimension of Triangle, if any.
Ben Escoto, Markus Gesmann, Dan Murphy
See also as.triangle
.
RAA
getLatestCumulative(RAA)
Y <- matrix(c(1, 2, 3,
4, 5, 0,
6, NA, NA), byrow=TRUE, nrow=3)
getLatestCumulative(Y) # c(3, 0, 6)
getLatestCumulative(Y, na.values = 0) # c(3, 5, 6)