Handling Hierarchically Structured Risk Factors using Random Effects Models


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Documentation for package ‘actuaRE’ version 0.1.5

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actuaRE-package Handling Hierarchically Structured Risk Factors using Random Effects Models
.addREs Add random effects to the data frame
actuaRE Handling Hierarchically Structured Risk Factors using Random Effects Models
adjustIntercept Adjust the intercept to regain the balance property
BalanceProperty Balance property
dataCar data Car
findbars Determine random-effects expressions from a formula
fitted.hierCredGLM Class "hierCredGLM" of fitted random effects models estimated with Ohlsson's GLMC algorithm
fitted.hierCredibility Class "hierCredibility" of fitted hierarchical credibility models
fitted.hierCredTweedie Class "hierCredTweedie" of fitted random effects models estimated with Ohlsson's GLMC algorithm
fixed.effects Extract fixed-effects estimates
fixef Extract fixed-effects estimates
fixef-actuaRE Extract the fixed-effects estimates from a fitted random effects model
fixef.hierCredGLM Extract the fixed-effects estimates from a fitted random effects model
fixef.hierCredTweedie Extract the fixed-effects estimates from a fitted random effects model
glFormula Modular Functions for Mixed Model Fits
hachemeisterLong Hachemeister Data Set
hierCredGLM Combining the hierarchical credibility model with a GLM (Ohlsson, 2008)
hierCredGLM-class Class "hierCredGLM" of fitted random effects models estimated with Ohlsson's GLMC algorithm
hierCredibility Hierarchical credibility model of Jewell
hierCredibility-class Class "hierCredibility" of fitted hierarchical credibility models
hierCredTweedie Combining the hierarchical credibility model with a GLM (Ohlsson, 2008)
hierCredTweedie-class Class "hierCredTweedie" of fitted random effects models estimated with Ohlsson's GLMC algorithm
is.formula Formula
isNested Is f1 nested within f2?
nobars Omit terms separated by vertical bars in a formula
NrUnique Number of unique elements in a vector
plotRE Visualizing the random effect estimates using ggplot2
predict.hierCredGLM Model predictions
predict.hierCredibility Model predictions
predict.hierCredTweedie Model predictions
print.BalanceProperty Print method for an object of class 'BalanceProperty'
print.hierCredGLM Class "hierCredGLM" of fitted random effects models estimated with Ohlsson's GLMC algorithm
print.hierCredibility Class "hierCredibility" of fitted hierarchical credibility models
print.hierCredTweedie Class "hierCredTweedie" of fitted random effects models estimated with Ohlsson's GLMC algorithm
ranef Extract the modes of the random effects
ranef-actuaRE Extract the random effect estimates from a fitted random effects model
ranef.hierCredGLM Extract the random effect estimates from a fitted random effects model
ranef.hierCredibility Extract the random effect estimates from a fitted random effects model
ranef.hierCredTweedie Extract the random effect estimates from a fitted random effects model
summary.hierCredGLM Class "hierCredGLM" of fitted random effects models estimated with Ohlsson's GLMC algorithm
summary.hierCredibility Class "hierCredibility" of fitted hierarchical credibility models
summary.hierCredTweedie Class "hierCredTweedie" of fitted random effects models estimated with Ohlsson's GLMC algorithm
tweedieGLMM Fitting a Tweedie GLMM, using the initial estimates of hierCredTweedie
weights-actuaRE Extract the model weights
weights.cpglm Extract the model weights
weights.hierCredGLM Extract the model weights
weights.hierCredTweedie Extract the model weights