search for: genins

...o much to ask" question, but can I improve the Lattice plot produced by the following code? The type of figure I would like to produce in each segment of the plot appears below the code. library(reserving) # http://toolkit.pbwiki.com/RToolkit <http://toolkit.pbwiki.com/RToolkit> data(GenIns) GenInsInc <- incrementalTriangle(GenIns) basicCL <- ChainLadder(GenIns, quarterly=FALSE, usetail=FALSE, YOA=c(1997:2006)) # lattice plot by underwriting years plot(basicCL, byYOA=TRUE) Instead of the ordinary "confidence bands" produced by the re lines, I would like to display a...

...lty Actuarial Society) *Forum* paper "LDF Curve-Fitting and Stochastic Reserving: A Maximum Likelihood Approach." Clark's methods are ready to be put to use on a wide variety of "triangles". To see a demonstration of the example in Clark's paper (ChainLadder's "GenIns" is the same dataset), run > library(ChainLadder) > demo(clarkDemo) This will run the "LDF Method" with the loglogistic growth function limited to 20 years of development, per Clark's example. It will also run the "CapeCod Method" with the weibull growth functio...

Arrrrr, I think I've found a bug in the behavior of the stats::cor function when NAs are present, but in case I'm missing something, could you look over this example and let me know what you think: > a = c(1,3,NA,1,2) > b = c(1,2,1,1,4) > cor(a,b,method="spearman", use="complete.obs") [1] 0.8164966 > cor(a,b,method="spearman",