hierCredTweedie-class {actuaRE}

R Documentation

Class "hierCredTweedie" of fitted random effects models estimated with Ohlsson's GLMC algorithm

Description

Class "hierCredTweedie" of fitted random effects models estimated with Ohlsson's GLMC algorithm

Usage

## S3 method for class 'hierCredTweedie'
print(x, ...)

## S3 method for class 'hierCredTweedie'
summary(object, ...)

## S3 method for class 'hierCredTweedie'
fitted(object, ...)

Arguments

x	an object of class hierCredTweedie
...	currently ignored.
object	an object of class hierCredTweedie

Value

The function hierCredGLM returns an object of class hierCredGLM, which has the following slots:

call	the matched call
HierarchicalResults	results of the hierarchical credibility model.
fitGLM	the results from fitting the GLM part.
iter	total number of iterations.
Converged	logical indicating whether the algorithm converged.
LevelsCov	object that summarizes the unique levels of each of the contract-specific covariates.
fitted.values	the fitted mean values, resulting from the model fit.
prior.weights	the weights (exposure) initially supplied.
y	if requested, the response vector. Default is TRUE.

S3 methods

print:

Prints the call, the estimated variance parameters, the unique number of categories of the hierarchical MLF and the output of the GLM part. The ... argument is currently ignored. Returns an invisible copy of the original object.

summary:

In addition to the output of the print.hierCredTweedie function, the summary function also prints the random effect estimates and a summary of the GLM (see summary.glm). Returns an invisible copy of the original object.

fitted:

Returns the fitted values.

See Also

hierCredTweedie

---