Hi all,

I have uploaded version 0.1.3-3 of the ChainLadder package to
http://code.google.com/p/chainladder/ and also to CRAN.

We will present the package at the CAS Spring Meeting 2010 in San Diego on Tuesday, May 25, see concurrent session C-21 on reserve variability calculations. 
ChainLadder is an R package that grew out of presentations given at the Stochastic Reserving Seminar at the Institute of Actuaries in 2007 and 2008 and followed by talks at CAS meetings in 2008 and 2010. The package has currently implementations for the Mack-, Munich- and Bootstrap-chain-ladder methods. Since version 0.1.3-3 it also provides general multivariate chain ladder models by Yanwei Zhang.

The package offers also some utility functions to convert quickly tables into triangles, triangles into tables, cumulative into incremental and incremental into cumulative triangles.

The ChainLadder-package comes with an example spreadsheet which demonstrates how to use the ChainLadder functions in Excel. The spreadsheet is located in the Excel folder of the package. The R command system.file("Excel", package="ChainLadder") will tell you the exact path to the directory. To use the spreadsheet you will need the RExcel-Addin. The package also provides an example SWord file, demonstrating how the the functions of the package can be integrated into a MS Word file via SWord. Again you find the Word file via the command: system.file("SWord", package="ChainLadder")

My understanding is that you can get the new version of the package from CRAN for R 2.11.x and R 2.10.x
If you use an older version of R (<2.10) you should be able to use the ChainLadder package from the project web site:
http://code.google.com/p/chainladder/downloads/list

And now the details!
Version 0.1.3-3

================
NEW FEATURES

  o New: multivariate chain ladder function 'MultiChainLadder' by Wayne (Yanwei) Zhang  <actuaryzhang@uchicago.edu>
  o New: function 'getLatestCumulative' available. It returns for a given triangle the most recent values for each origin period.
  o New: ChainLadder comes now with demo files! Type demo(package='ChainLadder') for more information.
  o Demos exist for the following topics: ChainLadder, MackChainLadder, DatabaseExamples, MSOffice, MultiChainLadder
  o New SWord example file ChainLadder_SWord_Example.doc, which demonstrates how R code snippets can be integrated into a Word file.
     The following R command system.file("SWord", package="ChainLadder") will show the directory of the file.

USER-VISIBLE CHANGES
   o The examples in MackChainLadder and ChainLadder-package have been shortened and demo files have been created instead.
      The examples focus on the syntax of the function calls, while the demos give more detailed information 
      on how you might want to use the functions in a business context.
   
BUG FIXES

  o 'plot.MunichChainLadder':  The labels of the axis of the residuals plots where the mixed up. 
     Thanks to Ben Escoto for reporting this issue.
  o 'estimate.sigma' didn't check for sigma>0 before applying a log-linear regression. Thanks to Dan Murphy reporting this bug.

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