A B C D E F G H I L M N P Q R S T misc
accountForZeroPayments | A function to take a triangle estimated without considering zero payments, and account for the possibility of zero payments. |
AnnualAggLossDevModelInput-class | The base class for all aggregate models. |
AnnualAggLossDevModelOutput-class | The base output class for all aggregate annual models. |
AnnualAggLossDevModelOutputWithZeros-class | The parent of StandardAnnualAggLossDevModelOutputWithZeros and BreakAnnualAggLossDevModelOutputWithZeros. |
autoregressiveParameter | A generic function to plot and/or return the posterior of the autoregressive parameter for models in BALD. |
autoregressiveParameter-method | A method to plot and/or return the posterior of the autoregressive parameter for models in BALD. |
BALD | A package for robust stochastic loss development. |
BreakAnnualAggLossDevModelInput-class | The final input class for models with a break. |
BreakAnnualAggLossDevModelOutput-class | The final output class for all standard aggregate annual models. |
BreakAnnualAggLossDevModelOutputWithZeros-class | The class to handle incremental payments of zero for the break model. |
calculateProbOfPayment | A function to calculate an empirical vector of the probability of payment. |
calendarYearEffect | A generic function to plot and/or return the predicted and forecast calendar year effects for models in BALD. |
calendarYearEffect-method | A method to plot and/or return predicted and forecast calendar year effects for models in BALD. |
calendarYearEffectAutoregressiveParameter | A generic function to plot and/or return the posterior of the autoregressive parameter for the calendar year effect for models in BALD. |
calendarYearEffectAutoregressiveParameter-method | A method to plot and/or return the posterior of the autoregressive parameter for the calendar year effect for models in BALD. |
calendarYearEffectErrors | A generic function to plot and/or return predicted and forecast calendar year effect errors for models in BALD. |
calendarYearEffectErrors-method | A method to plot and/or return predicted and forecast calendar year effect errors for models in BALD. |
calendarYearEffectErrorTracePlot | A generic function to generate the trace plots for select calendar year effect errors. |
calendarYearEffectErrorTracePlot-method | A method to generate the trace plots for select calendar year effect errors. |
consumptionPath | A generic function to plot and/or return the estimated consumption path vs development year time. |
consumptionPath-method | A method to plot and/or return the estimated consumption path vs development year time for break models. |
consumptionPath-method | A method to plot and/or return the estimated consumption path vs development year time for standard models. |
consumptionPathTracePlot | A generic function to generate the trace plots for select consumption path values. |
consumptionPathTracePlot-method | A method to generate the trace plots for select consumption path values. |
consumptionPathTracePlot-method | A method to generate the trace plots for select consumption path values. |
CPI | Consumer price index (CPI-U) for the United States. |
cumulate | A function to cumulate a triangle. |
CumulativeAutoBodilyInjuryTriangle | An and example of a cumulative loss triangle. |
decumulate | A function to decumulate a triangle. |
degreesOfFreedom | A generic function to plot and/or return the posterior of the degrees of freedom for the Student-t in models in BALD. |
degreesOfFreedom-method | A method to plot and/or return the posterior of the degrees of freedom for the Student-t in models in BALD. |
estimate.priors | A function to estimate priors for the gompertz curve. |
exposureGrowth | A generic function to plot and/or return the posterior predicted exposure growth (corresponding to eta in the model). |
exposureGrowth-method | A method to plot and/or return the posterior predicted exposure growth (corresponding to eta in the model). |
exposureGrowthAutoregressiveParameter | A generic function to plot and/or return the posterior of the autoregressive parameter for the exposure growth for models in BALD. |
exposureGrowthAutoregressiveParameter-method | A method to plot and/or return the posterior of the autoregressive parameter for the exposure growth for models in BALD. |
exposureGrowthTracePlot | A generic function to generate the trace plots for select exposure growth rates. |
exposureGrowthTracePlot-method | A method to generate the trace plots for select exposure growth rates. |
finalCumulativeDiff | A generic function to plot and/or return the difference between final actual and predicted cumulative payments. |
finalCumulativeDiff-method | A method to plot and/or return the difference between final actual and predicted cumulative payments. |
finalCumulativeDiff-method | A method to plot and/or return the difference between final actual and predicted cumulative payments. |
firstYearInNewRegime | A generic function to plot and/or return the posterior change point. |
firstYearInNewRegime-method | A method to plot and/or return the posterior change point. |
firstYearInNewRegimeTracePlot | A generic function to generate the trace plot for the posterior change point. |
firstYearInNewRegimeTracePlot-method | A method to generate the trace plot for the posterior change point. |
get.color | A function to get color values. |
getExposureYearLabel | A function to return a "nice" character string for the exposure year label in charts. |
getJagsData | A method to retrieve data for a JAGS model. |
getJagsData-method | A method to create all the needed JAGS input common to both the standard model and the break model. |
getJagsData-method | A method to collect all the needed model input specific to the break model. |
getJagsData-method | A method to collect all the needed model input specific to the standard model. |
getJagsInits | A method to retrieve initial values for a JAGS model. |
getJagsInits-method | A method to collect all the needed initial values common to both the standard model and the break model. |
getJagsInits-method | A method to collect all the needed model initial values unique to the break model. |
getJagsInits-method | A method to collect all the needed initial values unique to the standard model. |
getModelOutputNodes | A method to determine which JAGS nodes the output object is expecting. |
getModelOutputNodes-method | A method to determine which JAGS nodes the output object is expecting. |
getPaymentNoPaymentMatrix | A function to turn a matrix of incremental payments into zero or ones depending upon whether a payment is positive. |
getTriDim | A generic function to get the dimension of the observed triangle. |
getTriDim-method | A method to get the dimension of the observed triangle. |
gompertz | The gompertz function. |
gompertzParameters | A generic function to plot and/or return the posterior of the parameters for the gompertz curve which describes the probability of payment. |
gompertzParameters-method | A method to plot and/or return the posterior of the parameters for the gompertz curve which describes the probability of payment. |
HPCE | Health Care price index for the United States. |
IncrementalGeneralLiablityTriangle | An and example of an incremental incurred loss triangle. |
lossDevelopmentFactors | A generic function to plot and/or return a table of predicted age-to-age loss development factors (or link ratios). |
lossDevelopmentFactors-method | A method to plot and/or return a table of predicted age-to-age loss development factors (or link ratios). |
LossDevModelInput-class | The base input class for all models in BALD. |
LossDevModelOutput-class | The base output class for all models in BALD. |
lossDevOptions | Options for BALD. |
makeBreakAnnualInput | Create an Object of class BreakAnnualAggLossDevModelInput. |
makeStandardAnnualInput | Create an Object of class StandardAnnualAggLossDevModelInput. |
mcmcACF | A generic function to plot autocorrelations found in the MCMC samples for select parameters. |
mcmcACF-method | A method to plot autocorrelations found in the MCMC samples for select parameters. |
mcmcACF-method | A method to plot autocorrelations found in the MCMC samples for select parameters. |
MCPI | Medical Care price index for the United States. |
meanExposureGrowth | A generic function to plot and/or return the posterior of the mean exposure growth for models in BALD. |
meanExposureGrowth-method | A method to plot and/or return the posterior of the mean exposure growth for models in BALD. |
myLibPath | Installation Library of the Package. |
myPkgName | Current Name of the Package. |
newNodeOutput | A method to construct new object of type NodeOutput. |
NodeOutput-class | A class to hold JAGS output. |
numberOfKnots | A generic function to plot and/or return the posterior number of knots. |
numberOfKnots-method | A method to plot and/or return the posterior number of knots. |
numberOfKnots-method | A method to plot and/or return the posterior number of knots. |
PCE | Personal Consumption Expenditure (PCE) for the United States. |
plot.density.and.or.trace | A rather generic function to plot diagnostics for a single node (a one-dimensional node or a single slot from a multi-dimensional node). |
plot.top.bottom | A function to plot a top and bottom graph on the same chart. |
plot.top.middle.bottom | A function to plot a top, middle, and bottom graph on the same chart. |
plot.trace.plots | A rather generic function to plot (multiple) trace plots in one call on one graph. |
predictedPayments | A generic function to plot predicted vs actual payments for models from the BALD package. |
predictedPayments-method | A method to plot predicted vs actual payments for models from the BALD package. |
predictedPayments-method | A method to plot predicted vs actual payments for models from the BALD package. |
probablityOfPayment | A generic function to plot the probability of a payment. |
probablityOfPayment-method | A method to plot the probability of a payment. |
QQPlot | A generic function to plot a Q-Q plot for models in the BALD package. |
QQPlot-method | A method to plot a Q-Q plot for models in the BALD package. |
rateOfDecay | A generic function to plot and/or return the esimtated rate of decay vs development year time. |
rateOfDecay-method | A method to plot and/or return the esimtated rate of decay vs development year time for break models. |
rateOfDecay-method | A method to plot and/or return the esimtated rate of decay vs development year time for standard models. |
rateOfDecayTracePlot | A generic function to plot the trace plots for select rate of decay values. |
rateOfDecayTracePlot-method | A method to generate the trace plots for select rate of decay values. |
rateOfDecayTracePlot-method | A method to generate the trace plots for select rate of decay values. |
runLossDevModel | A generic function to run models in BALD. |
runLossDevModel-method | A method to run models in BALD. |
scaleParameter | A generic function to plot and/or return the posterior of the scale parameter for the Student-t measurement equation for models in BALD. |
scaleParameter-method | A method to plot and/or return the posterior of the scale parameter for the Student-t measurement equation for models in BALD. |
setGenericVerif | A Safe Version of setGeneric. |
skewnessParameter | A generic function to plot and/or return the posterior of the skewness parameter for models in BALD. |
skewnessParameter-method | A method to plot and/or return the posterior of the skewness parameter for models in BALD. |
slot-method | A method to override the behavoir of the function slot. |
StandardAnnualAggLossDevModelInput-class | The final input class for models without a break. |
StandardAnnualAggLossDevModelOutput-class | The final output class for all standard aggregate annual models. |
StandardAnnualAggLossDevModelOutputWithZeros-class | The class to handle incremental payments of zero for the standard model. |
standardDeviationForScaleInnovation | A generic function to plot and/or return the posterior of the standard deviation for the innovation in the scale parameter for models in BALD. |
standardDeviationForScaleInnovation-method | A method to plot and/or return the posterior of the standard deviation for the innovation in the scale parameter for models in BALD. |
standardDeviationOfCalendarYearEffect | A generic function to plot and/or return the posterior of the standard deviation of the calendar year effect for models in BALD. |
standardDeviationOfCalendarYearEffect-method | A method to plot and/or return the posterior of the standard deviation of the calendar year effect for models in BALD. |
standardDeviationOfExposureGrowth | A generic function to plot and/or return the posterior of the standard deviation of the exposure growth rate for models in BALD. |
standardDeviationOfExposureGrowth-method | A method to plot and/or return the posterior of the standard deviation of rhe exposure growth rate for models in BALD. |
standardDeviationVsDevelopmentTime | A generic function to plot and/or return the posterior estimated standard deviation by development year. |
standardDeviationVsDevelopmentTime-method | A method to plot and/or return the posterior estimated standard deviation by development year. |
stochasticInflation | A generic function to plot and/or return predicted and forecast stochastic inflation rates for models in BALD. |
stochasticInflation-method | A method to plot and/or return predicted and forecast stochastic inflation rates for models in BALD. |
stochasticInflationRhoParameter | A generic function to plot and/or return the posterior of the stochastic inflation rho parameter for models in BALD. |
stochasticInflationRhoParameter-method | A method to plot and/or return the posterior of the stochastic inflation rho parameter for models in BALD. |
stochasticInflationStationaryMean | A generic function to plot and/or return the posterior of the stochastic inflation stationary mean for models in BALD. |
stochasticInflationStationaryMean-method | A method to plot and/or return the posterior of the stochastic inflation stationary mean for models in BALD. |
tailFactor | A generic function to plot and/or return the predicted tail factors for a specific attachment point. |
tailFactor-method | A method to plot and/or return the predicted tail factors for a specific attachment point. |
tailFactor-method | A method to plot and/or return the predicted tail factors for a specific attachment point. |
tailFactor-method | A method to plot and/or return the predicted tail factors for a specific attachment point. |
tailFactor-method | A method to plot and/or return the predicted tail factors for a specific attachment point. |
triResi | A generic function to plot and/or return residuals for models in the BALD package. |
triResi-method | A method to plot and/or return residuals for models in the BALD package. |
.onLoad | Intialize the Namespace. |