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Class "buhlmannStraubGLM" of fitted Buhlmann-Straub GLM credibility models

buhlmannStraubGLM-class.Rd

Class "buhlmannStraubGLM" of fitted Buhlmann-Straub GLM credibility models

Usage

# S3 method for class 'buhlmannStraubGLM'
predict(object, newdata = NULL, ...)

# S3 method for class 'buhlmannStraubGLM'
print(x, ...)

# S3 method for class 'buhlmannStraubGLM'
summary(object, ...)

# S3 method for class 'buhlmannStraubGLM'
fitted(object, ...)

Arguments

object

an object of class buhlmannStraubGLM

newdata

optionally, a data frame in which to look for variables with which to predict.

...

currently ignored.

x

an object of class buhlmannStraubGLM

Value

The function buhlmannStraubGLM returns an object of class buhlmannStraubGLM, which has the following slots:

call

the matched call

CredibilityResults

results of the Buhlmann-Straub credibility model.

fitGLM

the results from fitting the GLM part.

iter

total number of iterations.

Converged

logical indicating whether the algorithm converged.

LevelsCov

object that summarizes the unique levels of each of the contract-specific covariates.

fitted.values

the fitted mean values, resulting from the model fit.

prior.weights

the weights (exposure) initially supplied.

y

if requested, the response vector.

S3 methods

print:

Prints the call, convergence status, number of iterations, and GLM summary. The ... argument is currently ignored. Returns an invisible copy of the original object.

summary:

In addition to the output of the print.buhlmannStraubGLM function, the summary function prints the credibility results and random effect estimates as well. Returns an invisible copy of the original object.

fitted:

Returns the fitted values.

predict:

Predict method for new data.

ranef:

Returns the random effects (cluster relativities).

fixef:

Returns the fixed effects coefficients.

weights:

Returns either credibility weights or exposure weights.

See also

buhlmannStraubGLM