Plot the hazard model residuals — plot.clmplusmodel • clmplus

This function allows to plot the hazard model residuals on the triangle payments.

Usage

# S3 method for class 'clmplusmodel'
plot(x, heat.lim = c(-2.5, 2.5), ...)

Arguments

x: A fitted `clmplusmodel` object.
heat.lim: A length-two numeric vector giving the lower and upper fill scale limits for scaled deviance residuals.
...: Reserved; currently ignored.

Value

A `ggplot` object showing scaled deviance residuals in accident-year by development-year triangle form.

References

Pittarello, Gabriele, Munir Hiabu, and Andrés M. Villegas. "Replicating and extending chain ladder via an age-period-cohort structure on the claim development in a run-off triangle." arXiv preprint arXiv:2301.03858 (2023).

Examples

data(sifa.mtpl)
sifa.mtpl.rtt <- AggregateDataPP(cumulative.payments.triangle=sifa.mtpl)
clm.fit<-clmplus(sifa.mtpl.rtt, 'a')
#> Warning: StMoMo: 66 missing values which have been zero weighted
plot(clm.fit)