# Robust Loss Development Using MCMC

## Documentation for package ‘BALD’ version 1.0.0-3

- DESCRIPTION file.
- User guides, package vignettes and other documentation.

## Help Pages

A B C D E F G H I L M N P Q R S T misc

## -- A --

accountForZeroPayments | A function to take a triangle estimated without considering zero payments, and account for the possibility of zero payments.
AnnualAggLossDevModelInput-class | The base class for all aggregate models.
AnnualAggLossDevModelOutput-class | The base output class for all aggregate annual models.
AnnualAggLossDevModelOutputWithZeros-class | The parent of StandardAnnualAggLossDevModelOutputWithZeros and BreakAnnualAggLossDevModelOutputWithZeros.
autoregressiveParameter | A generic function to plot and/or return the posterior of the autoregressive parameter for models in BALD.
autoregressiveParameter-method | A method to plot and/or return the posterior of the autoregressive parameter for models in BALD.

## -- B --

BALD | A package for robust stochastic loss development.
BreakAnnualAggLossDevModelInput-class | The final input class for models with a break.
BreakAnnualAggLossDevModelOutput-class | The final output class for all standard aggregate annual models.
BreakAnnualAggLossDevModelOutputWithZeros-class | The class to handle incremental payments of zero for the break model.

## -- C --

calculateProbOfPayment | A function to calculate an empirical vector of the probability of payment.
calendarYearEffect | A generic function to plot and/or return the predicted and forecast calendar year effects for models in BALD.
calendarYearEffect-method | A method to plot and/or return predicted and forecast calendar year effects for models in BALD.
calendarYearEffectAutoregressiveParameter | A generic function to plot and/or return the posterior of the autoregressive parameter for the calendar year effect for models in BALD.
calendarYearEffectAutoregressiveParameter-method | A method to plot and/or return the posterior of the autoregressive parameter for the calendar year effect for models in BALD.
calendarYearEffectErrors | A generic function to plot and/or return predicted and forecast calendar year effect errors for models in BALD.
calendarYearEffectErrors-method | A method to plot and/or return predicted and forecast calendar year effect errors for models in BALD.
calendarYearEffectErrorTracePlot | A generic function to generate the trace plots for select calendar year effect errors.
calendarYearEffectErrorTracePlot-method | A method to generate the trace plots for select calendar year effect errors.
consumptionPath | A generic function to plot and/or return the estimated consumption path vs development year time.
consumptionPath-method | A method to plot and/or return the estimated consumption path vs development year time for break models.
consumptionPath-method | A method to plot and/or return the estimated consumption path vs development year time for standard models.
consumptionPathTracePlot | A generic function to generate the trace plots for select consumption path values.
consumptionPathTracePlot-method | A method to generate the trace plots for select consumption path values.
consumptionPathTracePlot-method | A method to generate the trace plots for select consumption path values.
CPI | Consumer price index (CPI-U) for the United States.
cumulate | A function to cumulate a triangle.
CumulativeAutoBodilyInjuryTriangle | An and example of a cumulative loss triangle.

## -- D --

decumulate | A function to decumulate a triangle.
degreesOfFreedom | A generic function to plot and/or return the posterior of the degrees of freedom for the Student-t in models in BALD.
degreesOfFreedom-method | A method to plot and/or return the posterior of the degrees of freedom for the Student-t in models in BALD.

## -- E --

estimate.priors | A function to estimate priors for the gompertz curve.
exposureGrowth | A generic function to plot and/or return the posterior predicted exposure growth (corresponding to eta in the model).
exposureGrowth-method | A method to plot and/or return the posterior predicted exposure growth (corresponding to eta in the model).
exposureGrowthAutoregressiveParameter | A generic function to plot and/or return the posterior of the autoregressive parameter for the exposure growth for models in BALD.
exposureGrowthAutoregressiveParameter-method | A method to plot and/or return the posterior of the autoregressive parameter for the exposure growth for models in BALD.
exposureGrowthTracePlot | A generic function to generate the trace plots for select exposure growth rates.
exposureGrowthTracePlot-method | A method to generate the trace plots for select exposure growth rates.

## -- F --

finalCumulativeDiff | A generic function to plot and/or return the difference between final actual and predicted cumulative payments.
finalCumulativeDiff-method | A method to plot and/or return the difference between final actual and predicted cumulative payments.
finalCumulativeDiff-method | A method to plot and/or return the difference between final actual and predicted cumulative payments.
firstYearInNewRegime | A generic function to plot and/or return the posterior change point.
firstYearInNewRegime-method | A method to plot and/or return the posterior change point.
firstYearInNewRegimeTracePlot | A generic function to generate the trace plot for the posterior change point.
firstYearInNewRegimeTracePlot-method | A method to generate the trace plot for the posterior change point.

## -- G --

get.color | A function to get color values.
getExposureYearLabel | A function to return a "nice" character string for the exposure year label in charts.
getJagsData | A method to retrieve data for a JAGS model.
getJagsData-method | A method to create all the needed JAGS input common to both the standard model and the break model.
getJagsData-method | A method to collect all the needed model input specific to the break model.
getJagsData-method | A method to collect all the needed model input specific to the standard model.
getJagsInits | A method to retrieve initial values for a JAGS model.
getJagsInits-method | A method to collect all the needed initial values common to both the standard model and the break model.
getJagsInits-method | A method to collect all the needed model initial values unique to the break model.
getJagsInits-method | A method to collect all the needed initial values unique to the standard model.
getModelOutputNodes | A method to determine which JAGS nodes the output object is expecting.
getModelOutputNodes-method | A method to determine which JAGS nodes the output object is expecting.
getPaymentNoPaymentMatrix | A function to turn a matrix of incremental payments into zero or ones depending upon whether a payment is positive.
getTriDim | A generic function to get the dimension of the observed triangle.
getTriDim-method | A method to get the dimension of the observed triangle.
gompertz | The gompertz function.
gompertzParameters | A generic function to plot and/or return the posterior of the parameters for the gompertz curve which describes the probability of payment.
gompertzParameters-method | A method to plot and/or return the posterior of the parameters for the gompertz curve which describes the probability of payment.

## -- H --

HPCE | Health Care price index for the United States.

## -- I --

IncrementalGeneralLiablityTriangle | An and example of an incremental incurred loss triangle.

## -- L --

lossDevelopmentFactors | A generic function to plot and/or return a table of predicted age-to-age loss development factors (or link ratios).
lossDevelopmentFactors-method | A method to plot and/or return a table of predicted age-to-age loss development factors (or link ratios).
LossDevModelInput-class | The base input class for all models in BALD.
LossDevModelOutput-class | The base output class for all models in BALD.
lossDevOptions | Options for BALD.

## -- M --

makeBreakAnnualInput | Create an Object of class BreakAnnualAggLossDevModelInput.
makeStandardAnnualInput | Create an Object of class StandardAnnualAggLossDevModelInput.
mcmcACF | A generic function to plot autocorrelations found in the MCMC samples for select parameters.
mcmcACF-method | A method to plot autocorrelations found in the MCMC samples for select parameters.
mcmcACF-method | A method to plot autocorrelations found in the MCMC samples for select parameters.
MCPI | Medical Care price index for the United States.
meanExposureGrowth | A generic function to plot and/or return the posterior of the mean exposure growth for models in BALD.
meanExposureGrowth-method | A method to plot and/or return the posterior of the mean exposure growth for models in BALD.
myLibPath | Installation Library of the Package.
myPkgName | Current Name of the Package.

## -- N --

newNodeOutput | A method to construct new object of type NodeOutput.
NodeOutput-class | A class to hold JAGS output.
numberOfKnots | A generic function to plot and/or return the posterior number of knots.
numberOfKnots-method | A method to plot and/or return the posterior number of knots.
numberOfKnots-method | A method to plot and/or return the posterior number of knots.

## -- P --

PCE | Personal Consumption Expenditure (PCE) for the United States.
plot.density.and.or.trace | A rather generic function to plot diagnostics for a single node (a one-dimensional node or a single slot from a multi-dimensional node).
plot.top.bottom | A function to plot a top and bottom graph on the same chart.
plot.top.middle.bottom | A function to plot a top, middle, and bottom graph on the same chart.
plot.trace.plots | A rather generic function to plot (multiple) trace plots in one call on one graph.
predictedPayments | A generic function to plot predicted vs actual payments for models from the BALD package.
predictedPayments-method | A method to plot predicted vs actual payments for models from the BALD package.
predictedPayments-method | A method to plot predicted vs actual payments for models from the BALD package.
probablityOfPayment | A generic function to plot the probability of a payment.
probablityOfPayment-method | A method to plot the probability of a payment.

## -- Q --

QQPlot | A generic function to plot a Q-Q plot for models in the BALD package.
QQPlot-method | A method to plot a Q-Q plot for models in the BALD package.

## -- R --

rateOfDecay | A generic function to plot and/or return the esimtated rate of decay vs development year time.
rateOfDecay-method | A method to plot and/or return the esimtated rate of decay vs development year time for break models.
rateOfDecay-method | A method to plot and/or return the esimtated rate of decay vs development year time for standard models.
rateOfDecayTracePlot | A generic function to plot the trace plots for select rate of decay values.
rateOfDecayTracePlot-method | A method to generate the trace plots for select rate of decay values.
rateOfDecayTracePlot-method | A method to generate the trace plots for select rate of decay values.
runLossDevModel | A generic function to run models in BALD.
runLossDevModel-method | A method to run models in BALD.

## -- S --

scaleParameter | A generic function to plot and/or return the posterior of the scale parameter for the Student-t measurement equation for models in BALD.
scaleParameter-method | A method to plot and/or return the posterior of the scale parameter for the Student-t measurement equation for models in BALD.
setGenericVerif | A Safe Version of setGeneric.
skewnessParameter | A generic function to plot and/or return the posterior of the skewness parameter for models in BALD.
skewnessParameter-method | A method to plot and/or return the posterior of the skewness parameter for models in BALD.
slot-method | A method to override the behavoir of the function slot.
StandardAnnualAggLossDevModelInput-class | The final input class for models without a break.
StandardAnnualAggLossDevModelOutput-class | The final output class for all standard aggregate annual models.
StandardAnnualAggLossDevModelOutputWithZeros-class | The class to handle incremental payments of zero for the standard model.
standardDeviationForScaleInnovation | A generic function to plot and/or return the posterior of the standard deviation for the innovation in the scale parameter for models in BALD.
standardDeviationForScaleInnovation-method | A method to plot and/or return the posterior of the standard deviation for the innovation in the scale parameter for models in BALD.
standardDeviationOfCalendarYearEffect | A generic function to plot and/or return the posterior of the standard deviation of the calendar year effect for models in BALD.
standardDeviationOfCalendarYearEffect-method | A method to plot and/or return the posterior of the standard deviation of the calendar year effect for models in BALD.
standardDeviationOfExposureGrowth | A generic function to plot and/or return the posterior of the standard deviation of the exposure growth rate for models in BALD.
standardDeviationOfExposureGrowth-method | A method to plot and/or return the posterior of the standard deviation of rhe exposure growth rate for models in BALD.
standardDeviationVsDevelopmentTime | A generic function to plot and/or return the posterior estimated standard deviation by development year.
standardDeviationVsDevelopmentTime-method | A method to plot and/or return the posterior estimated standard deviation by development year.
stochasticInflation | A generic function to plot and/or return predicted and forecast stochastic inflation rates for models in BALD.
stochasticInflation-method | A method to plot and/or return predicted and forecast stochastic inflation rates for models in BALD.
stochasticInflationRhoParameter | A generic function to plot and/or return the posterior of the stochastic inflation rho parameter for models in BALD.
stochasticInflationRhoParameter-method | A method to plot and/or return the posterior of the stochastic inflation rho parameter for models in BALD.
stochasticInflationStationaryMean | A generic function to plot and/or return the posterior of the stochastic inflation stationary mean for models in BALD.
stochasticInflationStationaryMean-method | A method to plot and/or return the posterior of the stochastic inflation stationary mean for models in BALD.

## -- T --

tailFactor | A generic function to plot and/or return the predicted tail factors for a specific attachment point.
tailFactor-method | A method to plot and/or return the predicted tail factors for a specific attachment point.
tailFactor-method | A method to plot and/or return the predicted tail factors for a specific attachment point.
tailFactor-method | A method to plot and/or return the predicted tail factors for a specific attachment point.
tailFactor-method | A method to plot and/or return the predicted tail factors for a specific attachment point.
triResi | A generic function to plot and/or return residuals for models in the BALD package.
triResi-method | A method to plot and/or return residuals for models in the BALD package.

## -- misc --

.onLoad | Intialize the Namespace.