clmplus package is complete.

.Rbuildignore

@@ -1 +1,3 @@
 ^README\.Rmd$
+^.*\.Rproj$
+^\.Rproj\.user$

DESCRIPTION

@@ -1,6 +1,6 @@
 Package: clmplus
 Type: Package
-Title: most versatile approach for modeling the claims reserve with the chain-ladder algorithm.
+Title: Versatile chain-ladder model
 Version: 0.0.1
 Author: Gabriele Pittarello, Munir Hiabu, Andres Villegas
 Maintainer: Gabriele Pittarello <[email protected]>
@@ -12,7 +12,9 @@ Imports:
     ggplot2,
     forecast,
     gridExtra,
-    grid
+    grid,
+    methods,
+    reshape2
 Encoding: UTF-8
 LazyData: true
 VignetteBuilder: knitr

NAMESPACE

@@ -1,2 +1,7 @@
 # Generated by roxygen2: do not edit by hand
 
+S3method(plot,RtTriangle)
+S3method(plot,clmplusmodel)
+export(RtTriangle)
+export(clmplus)
+export(plotresiduals)

R/clmplusRtTriangle.R

@@ -20,25 +20,25 @@
 #' @examples
 #' data(sifa.mtpl)
 #' sifa.mtpl.rtt <- RtTriangle(cumulative.payments.triangle=sifa.mtpl)
-#' hz.chl=xchl(sifa.mtpl.rtt, 'a')
+#' hz.chl=clmplus(sifa.mtpl.rtt, 'a')
 #' 
 #' @references 
 #' 
 #' Hiabu, Munir. “On the relationship between classical chain ladder and granular reserving.” 
 #' Scandinavian Actuarial Journal 2017 (2017): 708 - 729.
 #' 
 #' @export
-xchl <- function(RtTriangle,
+clmplus <- function(RtTriangle,
                  hazard.model,
                  xc=NULL,
                  iter.max=1e+04,
                  tolerance.max=1e-06){
 
-  UseMethod("xchl")}
+  UseMethod("clmplus")}
 
-xchl.default <- function(RtTriangle){message('The object provided must be of class RtTriangle')}
+clmplus.default <- function(RtTriangle){message('The object provided must be of class RtTriangle')}
 
-xchl.RtTriangle <- function(RtTriangle,
+clmplus.RtTriangle <- function(RtTriangle,
                             hazard.model,
                             xc = NULL,
                             iter.max=1e+04,
@@ -58,7 +58,7 @@ xchl.RtTriangle <- function(RtTriangle,
                                iter.max=iter.max,
                                tolerance.max=tolerance.max)
 
-    kt.fit=arima(model$kt,c(0,1,0))
+    kt.fit=stats::arima(model$kt,c(0,1,0))
 
     kt.fcst = forecast::forecast(kt.fit,
                        J)
@@ -183,11 +183,11 @@ xchl.RtTriangle <- function(RtTriangle,
              converged=converged,
              citer=citer)
 
-  class(out) <- c('xchlmodel')
+  class(out) <- c('clmplusmodel')
 
   return(out)
 }
 
 
-setMethod("xchl", "RtTriangle", xchl.RtTriangle)
+setMethod("clmplus", "RtTriangle", clmplus.RtTriangle)
 

R/plotresidualsclmplusmodel.R

@@ -29,7 +29,7 @@ plotresiduals.clmplusmodel <- function(clmplusmodel,
 
   if(clmplusmodel$hazard.model %in% names(pkg.env$models)){
 
-    res.m = residuals(clmplusmodel$model.fit)
+    res.m = stats::residuals(clmplusmodel$model.fit)
     res.tr=pkg.env$c2t(res.m$residuals)
     colnames(res.tr) <- rownames(res.tr) <- c(0:(dim(res.tr)[2]-1))
     longdf.no.0 = ChainLadder::as.LongTriangle(res.tr)

clmplus.Rproj

@@ -11,3 +11,8 @@ Encoding: UTF-8
 
 RnwWeave: Sweave
 LaTeX: pdfLaTeX
+
+BuildType: Package
+PackageUseDevtools: Yes
+PackageInstallArgs: --no-multiarch --with-keep.source
+PackageRoxygenize: rd,collate,namespace