plot-MultiChainLadder {ChainLadder} | R Documentation |
Methods for function plot
to produce different diagonostic plots for an object of class "MultiChainLadder".
## S4 method for signature 'MultiChainLadder,missing' plot(x, y, which.plot=1:4, which.triangle=NULL, main=NULL, portfolio=NULL, lowess=TRUE, legend.cex=0.75,...)
x |
An object of class "MultiChainLadder". |
y |
"missing" |
which.plot |
This specifies which type of plot is desired. Its range is 1:5, but defaults to 1:4. "1" is the barplot of observed losses and predicted IBNR stacked and MSE predictions as error bars; "2" is a trajectory plot of the development pattern; "3" is the residual plot of standardized residuals against the fitted values; "4" is the Normal-QQ plot of the standardized residuals. "5" is the "xyplot" of development with confidence intervals for each accident year. Note that "3" and "4" are not available for portfolio. |
which.triangle |
This specifies which triangles are to be plotted. Default value is NULL, where all triangles plus the portfolio result will be plotted. |
main |
It should be a list of titles for each plot. If not supplied, use default titles. |
portfolio |
It specifies which triangles are to be summed as the portfolio, to be passed on to |
lowess |
Logical. If |
legend.cex |
plotting parameter to be passes on to |
... |
optional graphical arguments. |
See also MultiChainLadder
## Not run: data(liab) fit.liab <- MultiChainLadder(liab) # generate diagonostic plots par(mfcol=(c(3,2))) plot(fit.liab,which.plot=1:2) par(mfrow=(c(2,2))) plot(fit.liab,which.plot=3:4) plot(fit.liab,which.triangle=1,which.plot=5) graphics.off() ## End(Not run)