Package: clmplus 1.1.0

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_1.1.0.tar.gz
clmplus_1.1.0.zip(r-4.7-any)clmplus_1.1.0.zip(r-4.6-any)clmplus_1.1.0.zip(r-4.5-any)
clmplus_1.1.0.tgz(r-4.6-any)clmplus_1.1.0.tgz(r-4.5-any)
clmplus_1.1.0.tar.gz(r-4.7-any)clmplus_1.1.0.tar.gz(r-4.6-any)
clmplus_1.1.0.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:

On CRAN:

Conda:

age-period-cohort-modelsinsurancenon-lifereserving

5.04 score 5 stars 11 scripts 316 downloads 2 exports 92 dependencies

Last updated from:bf7a31b4db. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK257
source / vignettesOK343
linux-release-x86_64OK190
macos-release-arm64OK173
macos-oldrel-arm64OK206
windows-devel-x86_64OK121
windows-release-x86_64OK164
windows-oldrel-x86_64OK107
wasm-releaseOK157

Exports:AggregateDataPPclmplus

Dependencies:abindactuarbackportsbiglmbootbroomcarcarDataChainLadderclicodacolorspacecowplotcplmcpp11DBIDerivdoBydotCall64dplyrexpintfanplotfarverfieldsforecastFormulafracdiffgenericsggplot2gluegnmgridExtragtableisobandlabelinglatticelifecyclelme4lmtestmagrittrmapsMASSMatrixMatrixModelsmgcvminqamodelrnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigplyrpurrrquantregqvcalcR6rbibutilsRColorBrewerRcppRcppArmadilloRcppEigenRdpackreformulasrelimpreshape2rlangrootSolveS7sandwichscalesspamSparseMstatmodStMoMostringistringrsurvivalsystemfittibbletidyrtidyselecttimeDatetweedieurcautf8vctrsviridisLitewithrzoo

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
Introduction | Replicate the chain-ladder with the clmplus package | Reproducible chain-ladder comparison | Adding a cohort effect on the claim development model | Modelling a period effect on the claim development | References
Rendered fromcasestudy1.Rmdusingknitr::rmarkdown

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

Readme and manuals

Help Manual

Help pageTopics
Pre-process Run-Off TrianglesAggregateDataPP
Amases GTPLamases.gtpl
Amases MODamases.mod
Amases MTPLamases.mtpl
Fit a Chain Ladder Plus hazard modelclmplus clmplus.AggregateDataPP clmplus.default
Plot the payments behaviorplot.AggregateDataPP
Plot the hazard model residualsplot.clmplusmodel
Plot the hazard model fitted and forecasted parametersplot.clmpluspredictions
Predict the Reserve using Chain Ladder Plus Modelspredict.clmplusmodel
Sifa GTPLsifa.gtpl
Sifa MODsifa.mod
Sifa MTPLsifa.mtpl