Package: actuaRE 0.1.5

actuaRE: Handling Hierarchically Structured Risk Factors using Random Effects Models

Using this package, you can fit a random effects model using either the hierarchical credibility model, a combination of the hierarchical credibility model with a generalized linear model or a Tweedie generalized linear mixed model. See Campo, B.D.C. and Antonio, K. (2023) <doi:10.1080/03461238.2022.2161413>.

Authors:Campo Bavo D.C. [aut, cre]

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actuaRE.pdf |actuaRE.html
actuaRE/json (API)

# Install 'actuaRE' in R:
install.packages('actuaRE', repos = c('https://bavodc.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/bavodc/websiteactuare/issues

Datasets:

On CRAN:

36 exports 0.00 score 50 dependencies 11 scripts 544 downloads

Last updated 1 years agofrom:296dc41739. Checks:OK: 5 NOTE: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 09 2024
R-4.5-winNOTESep 09 2024
R-4.5-linuxNOTESep 09 2024
R-4.4-winOKSep 09 2024
R-4.4-macOKSep 09 2024
R-4.3-winOKSep 09 2024
R-4.3-macOKSep 09 2024

Exports:adjustInterceptBalancePropertyfindbarsfitted.hierCredGLMfitted.hierCredibilityfitted.hierCredTweediefixeffixef.hierCredGLMfixef.hierCredTweedieglFormulahierCredGLMhierCredibilityhierCredTweedieis.formulaisNestednobarsNrUniqueplotREpredict.hierCredGLMpredict.hierCredibilitypredict.hierCredTweedieprint.BalancePropertyprint.hierCredGLMprint.hierCredibilityprint.hierCredTweedieranefranef.hierCredGLMranef.hierCredibilityranef.hierCredTweediesummary.hierCredGLMsummary.hierCredibilitysummary.hierCredTweedietweedieGLMMweights.cpglmweights.hierCredGLMweights.hierCredTweedie

Dependencies:biglmbootclicodacolorspacecplmdata.tableDBIevaluatefansifarverggplot2gluegtablehighrisobandknitrlabelinglatticelifecyclelme4magrittrMASSMatrixmgcvminqamunsellnlmenloptrpillarpkgconfigplyrR6RColorBrewerRcppRcppEigenreshape2rlangscalesstatmodstringistringrtibbletweedieutf8vctrsviridisLitewithrxfunyaml

Introduction to actuaRE

Rendered fromactuaRE.Rmdusingknitr::rmarkdownon Sep 09 2024.

Last update: 2023-02-24
Started: 2023-01-25

Readme and manuals

Help Manual

Help pageTopics
Handling Hierarchically Structured Risk Factors using Random Effects ModelsactuaRE-package actuaRE
Add random effects to the data frame.addREs
Adjust the intercept to regain the balance propertyadjustIntercept
Balance propertyBalanceProperty
data CardataCar
Determine random-effects expressions from a formulafindbars
Extract fixed-effects estimatesfixed.effects fixef
Extract the fixed-effects estimates from a fitted random effects modelfixef-actuaRE fixef.hierCredGLM fixef.hierCredTweedie
Hachemeister Data SethachemeisterLong
Combining the hierarchical credibility model with a GLM (Ohlsson, 2008)hierCredGLM
Class "hierCredGLM" of fitted random effects models estimated with Ohlsson's GLMC algorithmfitted.hierCredGLM hierCredGLM-class print.hierCredGLM summary.hierCredGLM
Hierarchical credibility model of JewellhierCredibility
Class "hierCredibility" of fitted hierarchical credibility modelsfitted.hierCredibility hierCredibility-class print.hierCredibility summary.hierCredibility
Combining the hierarchical credibility model with a GLM (Ohlsson, 2008)hierCredTweedie
Class "hierCredTweedie" of fitted random effects models estimated with Ohlsson's GLMC algorithmfitted.hierCredTweedie hierCredTweedie-class print.hierCredTweedie summary.hierCredTweedie
Formulais.formula
Is f1 nested within f2?isNested
Modular Functions for Mixed Model FitsglFormula
Omit terms separated by vertical bars in a formulanobars
Number of unique elements in a vectorNrUnique
Visualizing the random effect estimates using ggplot2plotRE
Model predictionspredict.hierCredGLM
Model predictionspredict.hierCredibility
Model predictionspredict.hierCredTweedie
Print method for an object of class 'BalanceProperty'print.BalanceProperty
Extract the modes of the random effectsranef
Extract the random effect estimates from a fitted random effects modelranef-actuaRE ranef.hierCredGLM ranef.hierCredibility ranef.hierCredTweedie
Fitting a Tweedie GLMM, using the initial estimates of hierCredTweedietweedieGLMM
Extract the model weightsweights-actuaRE weights.cpglm weights.hierCredGLM weights.hierCredTweedie