S4 Class "triangles"
triangles-class.RdThis is a S4 class that has "list" in the data part. This class is created to facilitate validation and extraction of data.
Objects from the Class
Objects can be created by calls of the form new("triangles", ...), or use as(...,"triangles"), where ... is a "list".
Methods
- Mse
signature(ModelFit = "GMCLFit", FullTriangles = "triangles"): SeeMse- Mse
signature(ModelFit = "MCLFit", FullTriangles = "triangles"): SeeMse- [
signature(x = "triangles", i = "missing", j = "numeric", drop = "logical"): Method for primitive function "[" to subset certain columns. Ifdrop=TRUE, rows composed of all "NA"s are removed. Dimensions are not dropped.- [
signature(x = "triangles", i = "missing", j = "numeric", drop = "missing"): Method for primitive function "[" to subset certain columns, where rows composed of all "NA"s are removed. Dimensions are not dropped.- [
signature(x = "triangles", i = "numeric", j = "missing", drop = "logical"): Method for primitive function "[" to subset certain rows. Ifdrop=TRUE, columns composed of all "NA"s are removed. Dimensions are not dropped.- [
signature(x = "triangles", i = "numeric", j = "missing", drop = "missing"): Method for primitive function "[" to subset certain rows, where columns composed of all "NA"s are removed. Dimensions are not dropped.- [
signature(x = "triangles", i = "numeric", j = "numeric", drop = "missing"): Method for primitive function "[" to subset certain rows and columns. Dimensions are not dropped.- [<-
signature(x = "triangles", i = "numeric", j = "numeric", value = "list"): Method for primitive function "[<-" to replace one cell in each triangle with values specified invalue.- coerce
signature(from = "list", to = "triangles"): Method to construct a "triangles" object from "list".- dim
signature(x = "triangles"): Method to get the dimensions. The return value is a vector of length 3, where the first element is the number of triangles, the sencond is the number of accident years, and the third is the number of development years.- cbind2
signature(x = "triangles", y="missing"): Method to column bind all triangles usingcbindinternally.- rbind2
signature(x = "triangles", y="missing"): Method to row bind all triangles usingrbindinternally.
Author
Wayne Zhang actuary_zhang@hotmail.com
See also
See also MultiChainLadder
Examples
data(auto)
# "coerce"
auto <- as(auto,"triangles") # transform "list" to be "triangles"
# method for "["
auto[,4:6,drop=FALSE] # rows of all NA's not dropped
#> An object of class "triangles"
#> [[1]]
#> [,1] [,2] [,3]
#> [1,] 305107 327850 340669
#> [2,] 303182 328932 340948
#> [3,] 345542 367760 377999
#> [4,] 340669 359979 369248
#> [5,] 354490 372376 382738
#> [6,] 365780 386725 NA
#> [7,] 367357 NA NA
#> [8,] NA NA NA
#> [9,] NA NA NA
#> [10,] NA NA NA
#>
#> [[2]]
#> [,1] [,2] [,3]
#> [1,] 347726 350995 353598
#> [2,] 349295 351038 351583
#> [3,] 384699 387678 387954
#> [4,] 384819 380914 380163
#> [5,] 409322 394154 392802
#> [6,] 406711 406503 NA
#> [7,] 400540 NA NA
#> [8,] NA NA NA
#> [9,] NA NA NA
#> [10,] NA NA NA
#>
#> [[3]]
#> [,1] [,2] [,3]
#> [1,] 77398 88079 95695
#> [2,] 92356 104958 112399
#> [3,] 88435 102044 112672
#> [4,] 98063 113149 121515
#> [5,] 104936 117663 126180
#> [6,] 108835 121326 NA
#> [7,] 111987 NA NA
#> [8,] NA NA NA
#> [9,] NA NA NA
#> [10,] NA NA NA
#>
auto[,4:6] # drop rows of all NA's
#> An object of class "triangles"
#> [[1]]
#> [,1] [,2] [,3]
#> [1,] 305107 327850 340669
#> [2,] 303182 328932 340948
#> [3,] 345542 367760 377999
#> [4,] 340669 359979 369248
#> [5,] 354490 372376 382738
#> [6,] 365780 386725 NA
#> [7,] 367357 NA NA
#>
#> [[2]]
#> [,1] [,2] [,3]
#> [1,] 347726 350995 353598
#> [2,] 349295 351038 351583
#> [3,] 384699 387678 387954
#> [4,] 384819 380914 380163
#> [5,] 409322 394154 392802
#> [6,] 406711 406503 NA
#> [7,] 400540 NA NA
#>
#> [[3]]
#> [,1] [,2] [,3]
#> [1,] 77398 88079 95695
#> [2,] 92356 104958 112399
#> [3,] 88435 102044 112672
#> [4,] 98063 113149 121515
#> [5,] 104936 117663 126180
#> [6,] 108835 121326 NA
#> [7,] 111987 NA NA
#>
auto[8:10, ,drop=FALSE] #columns of all NA's not dropped
#> An object of class "triangles"
#> [[1]]
#> [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10]
#> [1,] 127177 244249 317972 NA NA NA NA NA NA NA
#> [2,] 128631 246803 NA NA NA NA NA NA NA NA
#> [3,] 126288 NA NA NA NA NA NA NA NA NA
#>
#> [[2]]
#> [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10]
#> [1,] 378754 361097 369328 NA NA NA NA NA NA NA
#> [2,] 351081 335507 NA NA NA NA NA NA NA NA
#> [3,] 329236 NA NA NA NA NA NA NA NA NA
#>
#> [[3]]
#> [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10]
#> [1,] 31803 63471 92439 NA NA NA NA NA NA NA
#> [2,] 40559 77667 NA NA NA NA NA NA NA NA
#> [3,] 46285 NA NA NA NA NA NA NA NA NA
#>
auto[8:10, ] #columns of all NA's dropped
#> An object of class "triangles"
#> [[1]]
#> [,1] [,2] [,3]
#> [1,] 127177 244249 317972
#> [2,] 128631 246803 NA
#> [3,] 126288 NA NA
#>
#> [[2]]
#> [,1] [,2] [,3]
#> [1,] 378754 361097 369328
#> [2,] 351081 335507 NA
#> [3,] 329236 NA NA
#>
#> [[3]]
#> [,1] [,2] [,3]
#> [1,] 31803 63471 92439
#> [2,] 40559 77667 NA
#> [3,] 46285 NA NA
#>
auto[1:2,1]
#> An object of class "triangles"
#> [[1]]
#> [,1]
#> [1,] 101125
#> [2,] 102541
#>
#> [[2]]
#> [,1]
#> [1,] 325423
#> [2,] 323627
#>
#> [[3]]
#> [,1]
#> [1,] 19827
#> [2,] 22331
#>
# replacement method
auto[1:2,1] <- list(1,2,3)
auto[1,2]
#> An object of class "triangles"
#> [[1]]
#> [,1]
#> [1,] 209921
#>
#> [[2]]
#> [,1]
#> [1,] 336426
#>
#> [[3]]
#> [,1]
#> [1,] 44449
#>
dim(auto)
#> [1] 3 10 10
cbind2(auto[1:2,1])
#> [,1] [,2] [,3]
#> [1,] 1 2 3
#> [2,] 1 2 3
rbind2(auto[1:2,1])
#> [,1]
#> [1,] 1
#> [2,] 1
#> [3,] 2
#> [4,] 2
#> [5,] 3
#> [6,] 3