plotresiduals.clmplusmodel {clmplus} | R Documentation |
Plot the hazard model residuals
Description
This function allows to plot the hazard model residuals on the triangle payments.
Usage
## S3 method for class 'clmplusmodel'
plotresiduals(clmplusmodel, heat.lim = c(-2.5, 2.5))
Arguments
clmplusmodel |
clmplusmodel object to be plotted. |
heat.lim |
limits in the residuals plot. |
Value
No return value, plots the hazard model residuals in triangular form.
References
Hiabu, Munir. “On the relationship between classical chain ladder and granular reserving.” Scandinavian Actuarial Journal 2017 (2017): 708 - 729.
Examples
data(sifa.mtpl)
sifa.mtpl.rtt <- RtTriangle(cumulative.payments.triangle=sifa.mtpl)
hz.chl<-clmplus(sifa.mtpl.rtt, 'a')
plotresiduals(hz.chl)
[Package clmplus version 0.1.0 Index]