ChainLadder (version 0.2.19)

plot.dfCorTest: Plot method for a dfCorTest object

Description

plot.dfCorTest, a method to plot the output of dfCorTest. It is designed to give a quick overview of a dfCorTest object and to check the assumption of independece between development factors.

Usage

# S3 method for dfCorTest
plot(x, type = "l", xlab = "T", ylab = "Density", 
                          main = "Development Factor Correlation", col.area = "gray",
                          border = NA, ...)

Arguments

x

output from dfCorTest

type

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

xlab

Default: "Z". X axis label

ylab

Default: "Density". Y axis label

main

Default: "Development Factor Correlation". 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.dfCorTest 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 correlation between development factors could be rejected.

See Also

See Also dfCorTest, summary.dfCorTest

Examples

plot(dfCorTest(RAA))