Reference

All functions

BalanceProperty()

Balance property

NrUnique()

Number of unique elements in a vector

actuaRE-package actuaRE

Handling Hierarchically Structured Risk Factors using Random Effects Models

adjustIntercept()

Adjust the intercept to regain the balance property

dataCar

data Car

.addREs()

Add random effects to the data frame

findbars()

Determine random-effects expressions from a formula

fixef(<hierCredGLM>) fixef(<hierCredTweedie>)

Extract the fixed-effects estimates from a fitted random effects model

fixed.effects fixef

Extract fixed-effects estimates

hachemeisterLong

Hachemeister Data Set

print(<hierCredGLM>) summary(<hierCredGLM>) fitted(<hierCredGLM>)

Class "hierCredGLM" of fitted random effects models estimated with Ohlsson's GLMC algorithm

hierCredGLM()

Combining the hierarchical credibility model with a GLM (Ohlsson, 2008)

print(<hierCredTweedie>) summary(<hierCredTweedie>) fitted(<hierCredTweedie>)

Class "hierCredTweedie" of fitted random effects models estimated with Ohlsson's GLMC algorithm

hierCredTweedie()

Combining the hierarchical credibility model with a GLM (Ohlsson, 2008)

print(<hierCredibility>) summary(<hierCredibility>) fitted(<hierCredibility>)

Class "hierCredibility" of fitted hierarchical credibility models

hierCredibility()

Hierarchical credibility model of Jewell

is.formula()

Formula

isNested()

Is f1 nested within f2?

glFormula()

Modular Functions for Mixed Model Fits

nobars()

Omit terms separated by vertical bars in a formula

plotRE()

Visualizing the random effect estimates using ggplot2

predict(<hierCredGLM>)

Model predictions

predict(<hierCredTweedie>)

Model predictions

predict(<hierCredibility>)

Model predictions

print(<BalanceProperty>)

Print method for an object of class BalanceProperty

ranef(<hierCredibility>) ranef(<hierCredGLM>) ranef(<hierCredTweedie>)

Extract the random effect estimates from a fitted random effects model

ranef

Extract the modes of the random effects

tweedieGLMM()

Fitting a Tweedie GLMM, using the initial estimates of hierCredTweedie

weights(<cpglm>) weights(<hierCredGLM>) weights(<hierCredTweedie>)

Extract the model weights