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]