[R] generating random events (dd-mm-yyyy)

Carsten Steinhoff carsten.steinhoff at gmx.de
Mon Mar 27 00:56:35 CEST 2006


I have to generate a couple of random datasets to validate an actuarial
Each set has to contain at least two columns: (1) Date of the loss events
occurrence; (2) Severity of loss

I'm generating the dates on a monthly basis by, for example:
	ts(matrix(rpois(36,10)), start=c(2003, 1), frequency=12).
>From that output I generate dates "by hand", what is REALLY time consuming

I think it should be possible to get a direct output in "real" dates
(dd.mm.yyyy). The day of occurence doesn't matter,it can be chosen randomly,
too. Important is only, that the MONTHLY simulated frequency follows the
chosen distribution.
Any ideas?

Thank you very much,


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