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MRMR (version 0.1.4)

newTriangle: Create a Triangle object.

Description

Create a Triangle object.

Usage

newTriangle(TriangleData, OriginPeriods = NULL, DevelopmentLags = NULL, OriginEnd = NULL, OriginLength = years(1), StartDay = 1, StartMonth = 1, DevelopmentPeriod = months(1), EvaluationDates = NULL, OriginPeriodType = "Accident Year", TriangleName = NULL, StaticMeasures = NULL, StochasticMeasures = NULL, Groups = NULL, Cumulative = TRUE, Verbose = TRUE)

Arguments

TriangleData
A dataframe
OriginPeriods
The name of the column in the TriangleData which holds the origin period.
DevelopmentLags
The column which holds the development lags.
OriginEnd
If the OriginPeriods argument refers to the start date of an origin period, this column holds the end dates.
OriginLength
If origin period is not an interval, this is used to construct the origin period.
StartDay
If origin period is not an interval, this is used to construct the origin period.
StartMonth
If origin period is not an interval, this is used to construct the origin period.
DevelopmentPeriod
If DevelopmentLags is not a period object, this is used to contruct DevelopmentLags.
EvaluationDates
A vector of dates corresponding to the data in TriangleData.
OriginPeriodType
A character value describing the type of origin period.
TriangleName
A character value used to refer to the Triangle object.
StaticMeasures
A character vector which names the static measures in the Triangle object.
StochasticMeasures
A character vector which names the stochastic measures in the Triangle object.
Groups
A character vector which names the column which contains grouping data.
Cumulative
Boolean indicating if the stochastic measures are cumulative or incremental.
Verbose
Boolean indicating whether or not warnings should be displayed.