rhub workflows

.github/workflows/rhub.yaml

@@ -0,0 +1,95 @@
+# R-hub's generic GitHub Actions workflow file. It's canonical location is at
+# https://github.com/r-hub/actions/blob/v1/workflows/rhub.yaml
+# You can update this file to a newer version using the rhub2 package:
+#
+# rhub::rhub_setup()
+#
+# It is unlikely that you need to modify this file manually.
+
+name: R-hub
+run-name: "${{ github.event.inputs.id }}: ${{ github.event.inputs.name || format('Manually run by {0}', github.triggering_actor) }}"
+
+on:
+  workflow_dispatch:
+    inputs:
+      config:
+        description: 'A comma separated list of R-hub platforms to use.'
+        type: string
+        default: 'linux,windows,macos'
+      name:
+        description: 'Run name. You can leave this empty now.'
+        type: string
+      id:
+        description: 'Unique ID. You can leave this empty now.'
+        type: string
+
+jobs:
+
+  setup:
+    runs-on: ubuntu-latest
+    outputs:
+      containers: ${{ steps.rhub-setup.outputs.containers }}
+      platforms: ${{ steps.rhub-setup.outputs.platforms }}
+
+    steps:
+    # NO NEED TO CHECKOUT HERE
+    - uses: r-hub/actions/setup@v1
+      with:
+        config: ${{ github.event.inputs.config }}
+      id: rhub-setup
+
+  linux-containers:
+    needs: setup
+    if: ${{ needs.setup.outputs.containers != '[]' }}
+    runs-on: ubuntu-latest
+    name: ${{ matrix.config.label }}
+    strategy:
+      fail-fast: false
+      matrix:
+        config: ${{ fromJson(needs.setup.outputs.containers) }}
+    container:
+      image: ${{ matrix.config.container }}
+
+    steps:
+      - uses: r-hub/actions/checkout@v1
+      - uses: r-hub/actions/platform-info@v1
+        with:
+          token: ${{ secrets.RHUB_TOKEN }}
+          job-config: ${{ matrix.config.job-config }}
+      - uses: r-hub/actions/setup-deps@v1
+        with:
+          token: ${{ secrets.RHUB_TOKEN }}
+          job-config: ${{ matrix.config.job-config }}
+      - uses: r-hub/actions/run-check@v1
+        with:
+          token: ${{ secrets.RHUB_TOKEN }}
+          job-config: ${{ matrix.config.job-config }}
+
+  other-platforms:
+    needs: setup
+    if: ${{ needs.setup.outputs.platforms != '[]' }}
+    runs-on: ${{ matrix.config.os }}
+    name: ${{ matrix.config.label }}
+    strategy:
+      fail-fast: false
+      matrix:
+        config: ${{ fromJson(needs.setup.outputs.platforms) }}
+
+    steps:
+      - uses: r-hub/actions/checkout@v1
+      - uses: r-hub/actions/setup-r@v1
+        with:
+          job-config: ${{ matrix.config.job-config }}
+          token: ${{ secrets.RHUB_TOKEN }}
+      - uses: r-hub/actions/platform-info@v1
+        with:
+          token: ${{ secrets.RHUB_TOKEN }}
+          job-config: ${{ matrix.config.job-config }}
+      - uses: r-hub/actions/setup-deps@v1
+        with:
+          job-config: ${{ matrix.config.job-config }}
+          token: ${{ secrets.RHUB_TOKEN }}
+      - uses: r-hub/actions/run-check@v1
+        with:
+          job-config: ${{ matrix.config.job-config }}
+          token: ${{ secrets.RHUB_TOKEN }}

DESCRIPTION

@@ -17,8 +17,7 @@ Authors@R:
              family = "Villegas",
              role = c("aut", "cph"),
              email="[email protected]"))
-Description: Implementation of the age-period-cohort models for the claim development
-    introduced in Pittarello G., Hiabu M., and Villegas A. (2024) <doi:10.48550/arXiv.2301.03858>.
+Description: Implementation of the age-period-cohort models for the claim development presented in the manuscript 'Replicating and extending chain-ladder via an age-period-cohort structure on the claim development in a run-off triangle' <doi:10.48550/arXiv.2301.03858>.
 URL: https://github.com/gpitt71/clmplus
 BugReports: https://github.com/gpitt71/clmplus/issues
 License: GPL (>= 2)

NAMESPACE

@@ -8,3 +8,5 @@ S3method(plot,clmpluspredictions)
 S3method(predict,clmplusmodel)
 export(AggregateDataPP)
 export(clmplus)
+importFrom(forecast,Arima)
+importFrom(forecast,forecast)

R/globalVariables.R

@@ -1,3 +1,7 @@
+#' @importFrom forecast Arima
+#' @importFrom forecast forecast
+
+
 # Create environment ----
 pkg.env <- new.env()
 
@@ -468,6 +472,7 @@ pkg.env$fcst <- function(object,
                          gk.order=c(1,1,0),
                          ckj.order=c(0,1,0)){
 
+
   J=dim(object$Dxt)[2]
 
   rates=array(.0,dim=c(J,J))
@@ -489,10 +494,10 @@ pkg.env$fcst <- function(object,
 
     if(gk.fc.model=='a'){
 
-      gc.model <- forecast::Arima(object$gc[1:gc.nNA], 
+      gc.model <- Arima(object$gc[1:gc.nNA], 
                                   order = gk.order, 
                                   include.constant = T)
-      gc.f <- forecast::forecast(gc.model,h=(length(object$cohorts)-gc.nNA))
+      gc.f <- forecast(gc.model,h=(length(object$cohorts)-gc.nNA))
 
 
     }else{

R/predictclmplusmodel.R

@@ -2,7 +2,7 @@
 #'
 #' Predict the lower triangle with a \code{clmplus} model.
 #' 
-#' @param clmplusmodel \code{clmplusmodel}, Model to predict from. 
+#' @param object \code{clmplusmodel}, Model to predict from. 
 #' @param gk.fc.model \code{character}, model to forecast the cohort component for the last accident period. It can be either arima ('a') or linear model ('l'). Disregarded for models that do not have a cohort effect.
 #' @param ckj.fc.model \code{character}, model to forecast the calendar period effect. It can be either arima ('a') or linear model ('l'). Disregarded for models that do not have a period effect.
 #' @param gk.order \code{integer}, order of the arima model with drift for the accident year effect extrapolation. Default to (1,1,0).
@@ -33,7 +33,7 @@
 #'  
 #' @export
 #' 
-predict.clmplusmodel <- function(clmplusmodel,
+predict.clmplusmodel <- function(object,
                                  gk.fc.model='a',
                                  ckj.fc.model='a',
                                  gk.order=c(1,1,0),
@@ -42,17 +42,17 @@ predict.clmplusmodel <- function(clmplusmodel,
                                  ...){
 
   # forecasting horizon
-  J <- clmplusmodel$apc_input$J
+  J <- object$apc_input$J
   # fitted model
-  model <- clmplusmodel$model.fit
+  model <- object$model.fit
   # occurrences distribution
-  eta <- clmplusmodel$apc_input$eta
+  eta <- object$apc_input$eta
   # hazard model
-  hazard.model <- clmplusmodel$apc_input$hazard.model
+  hazard.model <- object$apc_input$hazard.model
   # diagonal
-  d <- clmplusmodel$apc_input$diagonal[1:J-1]
+  d <- object$apc_input$diagonal[1:J-1]
   # cumulative payments 
-  cumulative.payments.triangle <- clmplusmodel$apc_input$cumulative.payments.triangle
+  cumulative.payments.triangle <- object$apc_input$cumulative.payments.triangle
 
   if(hazard.model %in% names(pkg.env$models)){