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optimizer_attempts, reject inadmissible final fits, and
avoid pathological near-zero/astronomical shape values that cause
catastrophic floating-point cancellation.1 - F(d) to avoid loss of tail precision.Corrected roxygen2 help text so mathematical expressions are not interpreted as cross-reference links. Qualified utils::head/tail and made ggplot data-mask references explicit for clean R CMD check.
Corrected invalid reserved-word argument names in
all-fixed-parameter fitting branches in fit_severity() and
fit_spliced_severity().
Automatic numerical parscale for estimated scale
intercepts; explicit optimizer overrides preserved, including in spliced
models.
Candidate comparison now includes individual runtimes, optimizer evaluation counts and convergence codes.
Reuse repeated deductible/scaling term probabilities within each ordinary likelihood evaluation.
Candidate and single-fit plots default to deterministic
censoring/truncation-aware bin/CDF summaries rather than simulating
large portfolios. method = "simulation" retains the
previous option.
fit_plot_data() and
candidate_plot_data() support
output = "plot_ready"; scaling_plot_data()
exposes the exact long plot data.
User-facing plot axis-label sizes, angles and explicit tick breaks; 45-degree tick rotation for faceted candidates.
Exact rejection simulation for inverse Gaussian draws conditional on a deductible, avoiding most per-row inverse-CDF root searches.
New regression tests and documented benchmark script; updated README/vignette/examples.
Documentation-only CRAN check cleanup: unique S3 aliases, correct plotting helper documentation association, and wrapped candidate usage lines.
Optional deductible and censoring-limit columns for single, candidate and spliced fits.
One-pass anomaly screening, warnings, original-position
excluded_rows, and reason table
excluded_details; invalid_rows = "error"
available.
Splice threshold search reports eligible body/exact-tail counts and explicit rejected-candidate reasons; configurable minimum uncensored tail observations.
Vectorized analytic limited expected values for exponential, Weibull, gamma and lognormal families; batched severity factor grids, plus paired scenario mode.
Log10 severity axes and xlim controls; candidate overlays/facets using observation-aware simulated claim data.
Expanded quick-start, worked candidate vignette, and API examples.
The package source is provided for local R checks. Its CRAN status is not certified in an environment without R.
Numerical warnings from invalid optimizer trial points are now handled internally; such points receive a penalized likelihood while invalid final fits still fail explicitly.
Initial release.
Fits common actuarial severity distributions to ground-up losses with deductible truncation and limit censoring.
Supports optional linear severity scaling, likelihood weights, fixed parameters, candidate comparison, and spliced body-tail models.
Generates limited expected severities, LERs, ILFs, deductible factors, combined rating factors, and valuation-adjusted expected payments.
Includes simulation-based goodness-of-fit diagnostics, scaling diagnostics, layer diagnostics, Hessian inference, and basic bootstrap support.
0.2.1 source maintenance: resolved candidate plotting default
argument handling within lapply() and consolidated roxygen2
source-of-truth maintenance for help pages, NAMESPACE, package docs, and
S3 print registration.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.