CreateDevelopmentLags: Create triangle development lags
Description
If the triangle dataframe does not record development lags as lubridate periods, they must be
created.
Development lags may be established one of three ways:
1. The development lags are passed in as lubridate periods.
Everything's cool. The evaluation dates are established by adding the periods to the starting
point
of the origin periods.
2. The development lags are passed in as integers, with a presumed time period.
The program will establish lubridate period objects using the integers and time periods and then
proceed
as above.
3. An evaluation date is passed in. Here we must take the difference between the evaluation dates
and the origin periods. We will assume months as the default period. The user may pass in another.
Usage
CreateDevelopmentLags(LagValues, DevelopmentPeriod = months(1), EvaluationDates = NULL, OriginPeriods = NULL, Verbose = TRUE)
Arguments
LagValues
Vector of development lags
DevelopmentPeriod
A period object indicating the common time period between evaluations
EvaluationDates
A vector of evaluation dates
OriginPeriods
A vector of origin periods
Value
A vector of intervals