summary.BootChainLadder {ChainLadder} | R Documentation |
summary
, print
, mean
, and quantile
methods for BootChainLadder
objects
## S3 method for class 'BootChainLadder'
summary(object, probs=c(0.75,0.95), ...)
## S3 method for class 'BootChainLadder'
print(x, probs=c(0.75,0.95), ...)
## S3 method for class 'BootChainLadder'
quantile(x, probs=c(0.75, 0.95), na.rm = FALSE,
names = TRUE, type = 7,...)
## S3 method for class 'BootChainLadder'
mean(x, ...)
## S3 method for class 'BootChainLadder'
residuals(object, ...)
x , object |
output from |
probs |
numeric vector of probabilities with values in [0,1],
see |
na.rm |
logical; if true, any |
names |
logical; if true, the result has a |
type |
an integer between 1 and 9 selecting one of the nine quantile
algorithms detailed below to be used, see |
... |
further arguments passed to or from other methods |
print.BootChainLadder
calls summary.BootChainLadder
and
prints a formatted version of the summary.
residuals.BootChainLadder
gives the residual triangle of
the expected chain-ladder minus the actual triangle back.
summary.BootChainLadder
, mean.BootChainLadder
, and
quantile.BootChainLadder
, give a list with two elements back:
ByOrigin |
data frame with summary/mean/quantile statistics by origin period |
Totals |
data frame with total summary/mean/quantile statistics for all origin period |
Markus Gesmann
See also BootChainLadder
B <- BootChainLadder(RAA, R=999, process.distr="gamma")
B
summary(B)
mean(B)
quantile(B, c(0.75,0.95,0.99, 0.995))