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.