insurancerating 0.7.5
rating_factors()
now always returns correct output when
column with exposure in data is not named exposure
intercept_only
in update_glm()
is added to
apply the manual changes and refit the intercept, ensuring that the
changes have no impact on the other variables.
smoothing
in smooth_coef()
is added to
choose smoothing specification
- The README has been revised
insurancerating 0.7.4
bootstrap_rmse()
now uses
after_stat(density)
instead of the deprecated dot-dot
notation
custom_theme
in autoplot.univariate()
is
added to customize the theme
insurancerating 0.7.3
autoplot.univariate()
now generates a plot even when
there are missing values in the rows
rating_factors()
now always returns the correct
coefficients when used on a ‘refitsmooth’ or ‘refitrestricted’ class of
GLM.
insurancerating 0.7.2
update_glm()
now always returns the correct interval in
case the function is used in combination with
smooth_coef()
insurancerating 0.7.1
rotate_angle
in autoplot.univariate()
is
added to rotate x-labels
univariate()
now accepts external vectors for
x
; vec_ext()
must be used
insurancerating 0.7.0
smooth_coef()
now gives correct results for intervals
with scientific notation
reduce()
now returns no errors anymore for columns with
dates in POSIXt format
insurancerating 0.6.9
refit_glm()
is renamed to
update_glm()
construct_model_points()
and model_data()
are added to create model points
insurancerating 0.6.8
show_total
in autoplot.univariate()
is
added to add line for total of groups in case by
is used in
univariate()
; total_color
can be used to
change the color of the line, and total_name
is added to
change the name of the legend for the line
rating_factors()
now accepts GLMs with an intercept
only
fit_truncated_dist()
is added to fit the original
distribution (gamma, lognormal) from truncated severity data
join_to_nearest()
now returns NA in case NA is used as
input
insurancerating 0.6.7
smooth_coef()
now returns an error message when
intervals are not obtained by cut()
get_data()
is added to return the data used in
refit_glm()
insurancerating 0.6.6
summary.reduce()
now gives correct aggregation for
periods “months” and “quarters”
rows_per_date()
is added to determine active portfolio
for a certain date
insurancerating 0.6.5
smooth_coef()
and restrict_coef()
are
added for model refinement
histbin()
now uses darkblue as default fill color
insurancerating 0.6.4
- In
summary.reduce()
, name
can be used to
change the name of the new column in the output.
- Dataset
MTPL
now contains extra columns for
power
, bm
, and zip
.
- Some functions in
insight
are renamed, therefore
insight::format_table()
is replaced with
insight::export_table()
.
insurancerating 0.6.3
fit_gam()
for pure premium is now using average premium
for each x calculated as sum(pure_premium * exposure) / sum(exposure)
instead of sum(pure_premium) / sum(exposure) (#2).
histbin()
is added to create histograms with
outliers
reduce
now returns a data.frame as output
insurancerating 0.6.2
check_normality()
is now depreciated; use
check_residuals()
instead to detect overall deviations from
the expected distribution
rating_factors()
now shows significance stars for
p-values
period_to_months()
arithmetic operations with dates are
rewritten; much faster
univariate()
now has argument by
to
determine summary statistics for different subgroups
insurancerating 0.6.1
univariate_all()
and autoplot.univ_all()
are now depreciated; use univariate()
and
autoplot.univariate()
instead
check_overdispersion()
, check_normality()
,
model_performance()
, bootstrap_rmse()
, and
add_prediction()
are added to test model quality and return
performance metrics
reduce()
is added to reduce an insurance portfolio by
merging redundant date ranges
insurancerating 0.6.0
label_width
in autoplot()
is added to wrap
long labels in multiple lines
sort_manual
in autoplot()
is added to sort
risk factors into an own ordering
autoplot()
now works without manually loading package
ggplot2
and patchwork
first
rating_factors()
now returns an object of class
riskfactor
autoplot.riskfactor()
is added to create the
corresponding plots to the output given by
rating_factors()
insurancerating 0.5.2
autoplot.univ_all()
now gives correct labels on the
x-axis when ncol
> 1.
insurancerating 0.5.1
- A package website is added using pkgdown.
construct_tariff_classes()
and fit_gam()
now only returns tariff classes and fitted gam respectively; other items
are stored as attributes.
univariate_frequency()
,
univariate_average_severity()
,
univariate_risk_premium()
,
univariate_loss_ratio()
,
univariate_average_premium()
,
univariate_exposure()
, and univariate_all()
are added to perform an univariate analysis on an insurance
portfolio.
autoplot()
creates the corresponding plots to the
summary statistics calculated by univariate_*
.
insurancerating 0.5.0
construct_tariff_classes()
is now split in
fit_gam()
and construct_tariff_classes()
.
- A vignette is added on how to use the package.
insurancerating 0.4.3
period_to_months()
is added to split rows with a time
period longer than one month to multiple rows with a time period of
exactly one month each.
insurancerating 0.4.2
- In
construct_tariff_classes()
, model
now
also accepts ‘severity’ as specification.