ChainLadder (version 0.2.15)

plot.cyEffTest: Plot method for a cyEffTest object

Description

plot.cyEffTest, a method to plot the output of cyEffTest. It is designed to give a quick overview of a cyEffTest object and to check the assumption of independece between calendar years.

Usage

# S3 method for cyEffTest
plot(x, type = "l", xlab = "Z", ylab = "Density", 
                          main = "Calendar Year Effect", col.area = "gray", 
                          border = NA, ...)

Arguments

x

output from cyEffTest

type

Default: "l". What type of plot should be drawn

xlab

Default: "Z". X axis label

ylab

Default: "Density". Y axis label

main

Default: "Calendar Year Effect". Plot title

col.area

Default: "gray". Color of the shaded area.

border

Default: NULL, the color to draw the border. Use border = NA to omit borders.

...

optional arguments. See plot.default for more details.

Author

Marco De Virgilis

Details

plot.cyEffTest shows the underlying distribution, the test statistic \(Z\) and the relative Confidence Interval. If the test statistic \(Z\) is within the highlighted region the hypothesis of dependence between calendar years could be rejected.

See Also

See Also cyEffTest, summary.cyEffTest

Examples

plot(cyEffTest(RAA))