[R-sig-ins] how to convert a claims development aggregates into the class "triangle" "matrix" with Chain Ladder Package

Christophe Dutang dutangc at gmail.com
Mon Apr 27 09:14:31 CEST 2015


Hi,

I think you need to use as.triangle and look also to the vignette : http://cran.r-project.org/web/packages/ChainLadder/vignettes/ChainLadder.pdf

CD
---------------------------------------
Christophe Dutang
LMM, UdM, Le Mans, France
web: http://dutangc.free.fr

Le 27 avr. 2015 à 09:07, Charles Thuo <tcmuigai at gmail.com> a écrit :

> I have claims development data  that has already aggregate into the
> triangles as shown below;
> 
> When i read the data into R using the following command:
> 
> d<- read.table(file="clipboard",sep="\t",header=TRUE,check.names=FALSE) it
> yields a data frame.
> 
> However when i check the class of sample data in Chain Ladder
> 
>> class(RAA)
> [1] "triangle" "matrix"
>> 
> How can i convert my data to be the same class as RAA
> 
> 
> Charles.
> 
> 	[[alternative HTML version deleted]]
> 
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