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MRMR (version 0.1.4)

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
Verbose
Show warnings?

Value

A vector of intervals

See Also

CreateDevelopmentLags, CreateEvaluationDates