BALD (version 1.0.0-3)

firstYearInNewRegimeTracePlot: A generic function to generate the trace plot for the posterior change point.

Description

A generic function to generate the trace plot for the posterior change point. See vignette('BALD').

Arguments

object

The object from which to generate the trace plot for the change point estimate.

Value

Only called for the side effect of plotting.

See Also

firstYearInNewRegimeTracePlot("BreakAnnualAggLossDevModelOutput") firstYearInNewRegimeTracePlot

Examples

# NOT RUN {
rm(list=ls())
library(BALD)
data(CumulativeAutoBodilyInjuryTriangle)
CumulativeAutoBodilyInjuryTriangle <- as.matrix(CumulativeAutoBodilyInjuryTriangle)
sample.col <- (dim(CumulativeAutoBodilyInjuryTriangle)[2] - 6:0)
print(decumulate(CumulativeAutoBodilyInjuryTriangle)[1:7, sample.col])
data(HPCE)
HPCE <- as.matrix(HPCE)[,1]
HPCE.rate <- HPCE[-1] / HPCE[-length(HPCE)] - 1
print(HPCE.rate[(-10):0 + length(HPCE.rate)])
HPCE.years <- as.integer(names(HPCE.rate))
max.exp.year <- max(as.integer(
dimnames(CumulativeAutoBodilyInjuryTriangle)[[1]]))
years.to.keep <- HPCE.years <=  max.exp.year + 3
HPCE.rate <- HPCE.rate[years.to.keep]
break.model.input <- makeBreakAnnualInput(
cumulative.payments = CumulativeAutoBodilyInjuryTriangle,
stoch.inflation.weight = 1,
non.stoch.inflation.weight = 0,
stoch.inflation.rate = HPCE.rate,
first.year.in.new.regime = c(1986, 1987),
prior.for.first.year.in.new.regime=c(2,1),
exp.year.type = 'ay',
extra.dev.years = 5,
use.skew.t = TRUE,
bound.for.skewness.parameter=5)
# }
# NOT RUN {
break.model.output <- runLossDevModel(
break.model.input,
burnIn=30.0E+3,
sampleSize=30.0E+3,
thin=10)
firstYearInNewRegimeTracePlot(break.model.output)
# }