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. |