Package: clmplus 1.1.1

Gabriele Pittarello

clmplus: Tool-Box of Chain Ladder Plus Models

Implementation of the age-period-cohort models for the claim development presented in the manuscript 'Replicating and extending chain-ladder via an age-period-cohort structure on the claim development in a run-off triangle' <doi:10.1080/10920277.2025.2496725>.

Authors:Gabriele Pittarello [aut, cre, cph], Munir Hiabu [aut, cph], Andres Villegas [aut, cph]

clmplus_1.1.1.tar.gz
clmplus_1.1.1.zip(r-4.7-any)clmplus_1.1.1.zip(r-4.6-any)clmplus_1.1.1.zip(r-4.5-any)
clmplus_1.1.1.tgz(r-4.6-any)clmplus_1.1.1.tgz(r-4.5-any)
clmplus_1.1.1.tar.gz(r-4.7-any)clmplus_1.1.1.tar.gz(r-4.6-any)
clmplus_1.1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
clmplus/json (API)

# Install 'clmplus' in R:

install.packages('clmplus', repos = c('https://gpitt71.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/gpitt71/clmplus/issues

Pkgdown/docs site:https://gpitt71.github.io

Datasets:

amases.gtpl - Amases GTPL
amases.mod - Amases MOD
amases.mtpl - Amases MTPL
sifa.gtpl - Sifa GTPL
sifa.mod - Sifa MOD
sifa.mtpl - Sifa MTPL

On CRAN:

age-period-cohort-models insurance non-life reserving

5.48 score 5 stars 15 scripts 332 downloads 2 exports 92 dependencies

Last updated from:abcbb2d8e8. Checks:9 OK. Indexed: yes.

Target	Result	Time
linux-devel	OK	189
source / vignettes	OK	289
linux-release	OK	215
macos-release	OK	167
macos-oldrel	OK	206
windows-devel	OK	121
windows-release	OK	131
windows-oldrel	OK	111
wasm-release	OK	151

Exports:AggregateDataPP clmplus

Dependencies:abind actuar backports biglm boot broom car carData ChainLadder cli coda colorspace cowplot cplm cpp11 DBI Deriv doBy dotCall64 dplyr expint fanplot farver fields forecast Formula fracdiff generics ggplot2 glue gnm gridExtra gtable isoband labeling lattice lifecycle lme4 lmtest magrittr maps MASS Matrix MatrixModels mgcv minqa modelr nlme nloptr nnet numDeriv pbkrtest pillar pkgconfig plyr purrr quantreg qvcalc R6 rbibutils RColorBrewer Rcpp RcppArmadillo RcppEigen Rdpack reformulas relimp reshape2 rlang rootSolve S7 sandwich scales spam SparseM statmod StMoMo stringi stringr survival systemfit tibble tidyr tidyselect timeDate tweedie urca utf8 vctrs viridisLite withr zoo

Model comparison and reproducible regression checks

Updated replication workflow | Deterministic comparison

Rendered frommodelscomparison.Rmdusingknitr::rmarkdown

Last update: 2026-07-24
Started: 2022-07-21

Vignette 1

Rendered fromcasestudy1.Rmdusingknitr::rmarkdown

Last update: 2026-07-24
Started: 2022-07-21

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Pre-process Run-Off Triangles	AggregateDataPP
Amases GTPL	amases.gtpl
Amases MOD	amases.mod
Amases MTPL	amases.mtpl
Fit a Chain Ladder Plus hazard model	clmplus clmplus.AggregateDataPP clmplus.default
Plot the payments behavior	plot.AggregateDataPP
Plot the hazard model residuals	plot.clmplusmodel
Plot the hazard model fitted and forecasted parameters	plot.clmpluspredictions
Predict the Reserve using Chain Ladder Plus Models	predict.clmplusmodel
Sifa GTPL	sifa.gtpl
Sifa MOD	sifa.mod
Sifa MTPL	sifa.mtpl