Split up the package into the ValuationTables and the LifeInsuranceContracts packages

DESCRIPTION

 Package: ValuationTables
 Type: Package
-Title: A framework for cohort life tables and general life insurance contracts
 Version: 1.0
-Date: 2016-04-01
-Author: Reinhold Kainhofer <reinhold@kainhofer.com>
+Date: 2016-05-01
+Title: A framework for cohort life tables and general life insurance contracts
+Authors@R: c(person("Reinhold", "Kainhofer", role=c("aut", "cre"), email="reinhold@kainhofer.com"))
+Author: Reinhold Kainhofer [aut, cre]
 Maintainer: Reinhold Kainhofer <reinhold@kainhofer.com>
-Description: Yet to be written
-License: Not yet finally decided, probably GPL v3+ or LGPL or something similar
+Depends:
+    ggplot2,
+    methods,
+    openxlsx,
+    scales,
+    utils
+Suggests:
+    lifecontingencies
+Description: This package provides classes to implement cohort life tables
+    for actuarial calculations. In particular, birthyear-dependent mortality
+    tables using a yearly trend to extrapolate from a base year are implemented,
+    as well as period life table, cohort life tables using an age shift, and
+    merged life tables.
+License: GPL (>= 2)
+RoxygenNote: 5.0.1

Formulas_Reference/.gitignore

-*.aux
-*.dvi
-*.log
-*.synctex.gz
-*.backup
-*.kilepr
-Bernkopf Max
-Formelsammlung_Beispielrechnung.toc
-Formelsammlung_Beispielrechnung.out
-.gitignore

NAMESPACE

-exportPattern("^[[:alpha:]]+")
+# Generated by roxygen2: do not edit by hand
+
+export(getCohortTable)
+export(plotValuationTables)
+export(undampenTrend)
+export(valuationTable)
+export(valuationTable_ageShift)
+export(valuationTable_improvementFactors)
+export(valuationTable_joined)
+export(valuationTable_mixed)
+export(valuationTable_observed)
+export(valuationTable_period)
+exportClasses(valuationTable)
+exportClasses(valuationTable_ageShift)
+exportClasses(valuationTable_improvementFactors)
+exportClasses(valuationTable_joined)
+exportClasses(valuationTable_mixed)
+exportClasses(valuationTable_observed)
+exportClasses(valuationTable_period)
+exportMethods(ageShift)
+exportMethods(ages)
+exportMethods(baseTable)
+exportMethods(baseYear)
+exportMethods(deathProbabilities)
+exportMethods(getCohortTable)
+exportMethods(getOmega)
+exportMethods(getPeriodTable)
+exportMethods(lifeTable)
+exportMethods(periodDeathProbabilities)
+exportMethods(undampenTrend)
+import(ggplot2)
+import(methods)
+import(openxlsx)

R/HelperFunctions.R

-library(abind);
-
-mergeValues = function(starting, ending, t) {
-  rbind(starting[1:t,], ending[-1:-t,])
-}
-mergeValues3D = function(starting, ending, t) {
-  abind(starting[1:t,,], ending[-1:-t,,], along=1)
-}
-# Caution: px is not neccessarily 1-qx, because we might also have dread diseases so that px=1-qx-ix! However, the ix is not used for the survival present value
-calculatePVSurvival = function(px=1-qx, qx=1-px, advance, arrears=c(0), ..., m=1, mCorrection = list(alpha=1, beta=0), v=1) {
-  # assuming advance and arrears have the same dimensions...
-  init = advance[1]*0;
-  l = max(length(qx), length(advance), length(arrears));
-  q = pad0(qx, l, value=1);
-  p = pad0(px, l, value=0);
-  advance = pad0(advance, l, value=init);
-  arrears = pad0(arrears, l, value=init);
-
-  # TODO: Make this work for matrices (i.e. currently advance and arrears are assumed to be one-dimensional vectors)
-  # TODO: Replace loop by better way (using Reduce?)
-  res = rep(0, l+1);
-  for (i in l:1) {
-    # coefficients for the payments (including corrections for payments during the year (using the alpha(m) and beta(m)):
-    advcoeff = mCorrection$alpha - mCorrection$beta*(1-p[i]*v);
-    arrcoeff = mCorrection$alpha - (mCorrection$beta + 1/m)*(1-p[i]*v);
-    # The actual recursion:
-    res[i] = advance[i]*advcoeff + arrears[i]*arrcoeff + v*p[i]*res[i+1];
-  }
-  res[1:l]
-}
-
-
-calculatePVGuaranteed = function(advance, arrears=c(0), ..., m=1, mCorrection = list(alpha=1, beta=0), v=1) {
-  # assuming advance and arrears have the same dimensions...
-  init = advance[1]*0;
-  l = max(length(advance), length(arrears));
-  advance = pad0(advance, l, value=init);
-  arrears = pad0(arrears, l, value=init);
-
-  # TODO: Make this work for matrices (i.e. currently advance and arrears are assumed to be one-dimensional vectors)
-  # TODO: Replace loop by better way (using Reduce?)
-  res = rep(0, l+1);
-  for (i in l:1) {
-    # coefficients for the payments (including corrections for payments during the year (using the alpha(m) and beta(m)):
-    advcoeff = mCorrection$alpha - mCorrection$beta*(1-v);
-    arrcoeff = mCorrection$alpha - (mCorrection$beta + 1/m)*(1-v);
-    # The actual recursion:
-    res[i] = advance[i]*advcoeff + arrears[i]*arrcoeff + v*res[i+1];
-  }
-  res[1:l]
-}
-
-
-# TODO: So far, we are assuming, the costs array has sufficient time steps and does not need to be padded!
-calculatePVCosts = function(px=1-qx, qx=1-px, costs, ..., v=1) {
-  l = max(length(qx), dim(costs)[1]);
-  p = pad0(px, l, value=0);
-  costs = costs[1:l,,];
-
-  # Take the array structure from the cash flow array and initialize it with 0
-  res = costs*0;
-  prev = res[1,,]*0;
-  # Backward recursion starting from the last time:
-  for (i in l:1) {
-    # cat("values at iteration ", i, ": ", v, q[i], costs[i,,], prev);
-    res[i,,] = costs[i,,] + v*p[i]*prev;
-    prev=res[i,,];
-  }
-  res
-}
-
-calculatePVDeath = function(px, qx, benefits, ..., v=1) {
-  init = benefits[1]*0; # Preserve the possible array structure of the benefits -> vectorized calculations possible!
-  l = max(length(qx), length(benefits));
-  q = pad0(qx, l, value=1);
-  p = pad0(px, l, value=0);
-  benefits = pad0(benefits, l, value=init);
-
-  # TODO: Make this work for matrices (i.e. currently benefits are assumed to be one-dimensional vectors)
-  # TODO: Replace loop by better way (using Reduce?)
-  res = rep(init, l+1);
-  for (i in l:1) {
-    # Caution: p_x is not neccessarily 1-q_x, because we might also have dread diseases, so that px=1-qx-ix!
-    res[i] = v*q[i]*benefits[i] + v*p[i]*res[i+1];
-  }
-  res[1:l]
-}
-
-calculatePVDisease = function(px=1-qx-ix, qx=1-ix-px, ix=1-px-qx, benefits, ..., v=1) {
-  init = benefits[1]*0;
-  l = min(length(ix), length(qx), length(benefits));
-  qx = pad0(qx, l, value=1);
-  ix = pad0(ix, l, value=0);
-  px = pad0(px, l, value=0);
-  benefits = pad0(benefits, l, value=init);
-
-  # TODO: Make this work for matrices (i.e. currently benefits are assumed to be one-dimensional vectors)
-  # TODO: Replace loop by better way (using Reduce?)
-  res = rep(init, l+1);
-  for (i in l:1) {
-    res[i] = v*ix[i]*benefits[i] + v*px[i]*res[i+1];
-  }
-  res[1:l]
-}
-
-
-
-getSavingsPremium = function(reserves, v=1) {
-  pad0(reserves[-1], length(reserves))*v - reserves
-}
-
-correctionPaymentFrequency = function(m = 1, i = self$i, order = 0) {
-  # 0th-order approximation
-  alpha=1;
-  beta=0;
-  # negative orders mean that NO correction is done, e.g. because other means of
-  # correction are used like an explicit premium frequency loading on the premium.
-  if (order >=0 ) beta = beta + (m-1)/(2*m);
-  # For higher orders, simply add one term after the other!
-  if (order >= 1)     beta = beta + (m^2-1)/(6*m^2)*i; # S-Versicherung: *(1-i/2)
-  # order 1.5 has a special term that should NOT be used for higher-order approximations!
-  if (order == 1.5)   beta = beta + (1-m^2)/(12*m^2)*i^2;
-
-  if (order >= 2) {
-    beta = beta + (1-m^2)/(24*m^2)*i^2;
-    alpha = alpha + (m^2-1)/(12*m^2)*i^2;
-  }
-  # Exact value
-  if (order == Inf) {
-    d = i/(1+i);
-    im = m * ((1+i)^(1/m) - 1);
-    dm = im / (1+im/m);
-
-    alpha = d*i / (dm*im);
-    beta = (i-im) / (dm*im);
-  }
-  list(alpha=alpha, beta=beta);
-}
-
-pad0 = function(v, l, value=0) {
-  if (l>=length(v)) {
-    c(v, rep(value, l-length(v)))
-  } else {
-    v[0:l]
-  }
-}
-
-valueOrFunction = function(val, ...) {
-  if (is.function(val)) {
-    val(...)
-  } else {
-    val
-  }
-}

R/InsuranceContract.R

-library(R6)
-library(openxlsx);
-
-InsuranceContract = R6Class("InsuranceContract",
-
-  public = list(
-    tarif = NA,
-
-    #### Contract settings
-    params = list(
-      sumInsured = 1,
-      premiumWaiver = 0,
-      YOB = NA,
-      age = NA,
-      policyPeriod = Inf,
-      premiumPeriod = 1,
-      deferral = 0,
-      guaranteed = 0,
-
-      premiumPayments = PaymentTimeEnum("in advance"),
-      benefitPayments = PaymentTimeEnum("in advance"),
-
-      premiumFrequency = 1,
-      benefitFrequency = 1, # Only for annuities!
-
-      loadings = list(),     # Allow overriding the tariff-defined loadings (see the InsuranceTariff class for all possible names)
-      surrenderPenalty = TRUE,  # Set to FALSE after the surrender penalty has been applied once, e.g. on a premium waiver
-      alphaRefunded = FALSE     # Alpha costs not yet refunded (in case of contract changes)
-    ),
-
-    #### Caching values for this contract, initialized/calculated when the object is created
-    values = list(
-      basicData = NA,
-      transitionProbabilities = NA,
-
-      cashFlowsBasic = NA,
-      cashFlows = NA,
-      cashFlowsCosts = NA,
-      premiumSum = 0,
-
-      presentValues = NA,
-      presentValuesCosts = NA,
-
-      premiumCoefficients = NA,
-      premiums = NA,
-      absCashFlows = NA,
-      absPresentValues = NA,
-
-      reserves = NA,
-
-      premiumComposition = NA
-    ),
-
-    #### Keeping the history of all contract changes during its lifetime
-    history = list(),
-
-
-    #### The code:
-
-    initialize = function(tarif, age, sumInsured = 1,
-                          policyPeriod, premiumPeriod = policyPeriod, guaranteed = 0,
-                          ...,
-                          loadings = list(),
-                          premiumPayments = "in advance", benefitPayments = "in advance",
-                          premiumFrequency = 1, benefitFrequency = 1,
-                          deferral = 0, YOB = 1975) {
-      self$tarif = tarif;
-      self$params$age = age;
-      self$params$policyPeriod = policyPeriod;
-      if (missing(premiumPeriod) && !is.null(self$tarif$defaultPremiumPeriod)) {
-        self$params$premiumPeriod = self$tarif$defaultPremiumPeriod;
-      } else {
-        self$params$premiumPeriod = premiumPeriod;
-      }
-      self$params$sumInsured = sumInsured;
-      if (!missing(deferral))         self$params$deferral = deferral;
-      if (!missing(YOB))              self$params$YOB = YOB;
-      if (!missing(premiumPayments))  self$params$premiumPayments = premiumPayments;
-      if (!missing(benefitPayments))  self$params$benefitPayments = benefitPayments;
-      if (!missing(premiumFrequency)) self$params$premiumFrequency = premiumFrequency;
-      if (!missing(benefitFrequency)) self$params$benefitFrequency = benefitFrequency;
-      if (!missing(guaranteed))       self$params$guaranteed = guaranteed;
-      if (!missing(loadings))         self$params$loadings = loadings;
-
-      self$calculateContract();
-    },
-
-    addHistorySnapshot = function(time=0, comment="Initial contract values", type="Contract", params=self$params, values = self$values) {
-      self$history = rbind(self$history,
-                       list(time=list("time"=time, "comment"=comment, "type"=type, "params"=params, "values"=values)));
-    },
-
-    calculateContract = function() {
-      self$values$transitionProbabilities = self$determineTransitionProbabilities();
-
-      self$values$cashFlowsBasic = self$determineCashFlowsBasic();
-      self$values$cashFlows = self$determineCashFlows();
-      self$values$premiumSum = self$determinePremiumSum();
-      self$values$cashFlowsCosts = self$determineCashFlowsCosts();
-
-      self$values$presentValues = self$calculatePresentValues();
-      self$values$presentValuesCosts = self$calculatePresentValuesCosts();
-
-      # the premiumCalculation function returns the premiums AND the cofficients,
-      # so we have to extract the coefficients and store them in a separate variable
-      res = self$calculatePremiums();
-      self$values$premiumCoefficients = res[["coefficients"]];
-      self$values$premiums = res[["premiums"]]
-
-      # Update the cash flows and present values with the values of the premium
-      pvAllBenefits = self$calculatePresentValuesBenefits()
-      self$values$presentValues = cbind(self$values$presentValues, pvAllBenefits)
-
-      self$values$absCashFlows = self$calculateAbsCashFlows();
-      self$values$absPresentValues = self$calculateAbsPresentValues();
-      self$values$reserves = self$calculateReserves();
-      self$values$basicData = self$getBasicDataTimeseries()
-      self$values$premiumComposition = self$premiumAnalysis();
-
-      self$addHistorySnapshot(0, "Initial contract values", type="Contract", params=self$params, values = self$values);
-    },
-
-    determineTransitionProbabilities = function(contractModification=NULL) {
-      do.call(self$tarif$getTransitionProbabilities, c(self$params, self$values, list(contractModification=contractModification)));
-    },
-    determineCashFlowsBasic = function(contractModification=NULL) {
-      do.call(self$tarif$getBasicCashFlows, self$params);
-    },
-    determineCashFlows = function(contractModification=NULL) {
-      do.call(self$tarif$getCashFlows, c(self$params, self$values, list(contractModification=contractModification)));
-    },
-    determinePremiumSum = function(contractModification=NULL) {
-      sum(self$values$cashFlows$premiums_advance + self$values$cashFlows$premiums_arrears);
-    },
-    determineCashFlowsCosts = function(contractModification=NULL) {
-      do.call(self$tarif$getCashFlowsCosts, c(self$params, self$values, list(contractModification=contractModification)));
-    },
-    calculatePresentValues = function(contractModification=NULL) {
-      do.call(self$tarif$presentValueCashFlows, c(self$params, self$values, list(contractModification=contractModification)));
-    },
-    calculatePresentValuesCosts = function(contractModification=NULL) {
-      do.call(self$tarif$presentValueCashFlowsCosts, c(self$params, self$values, list(contractModification=contractModification)));
-    },
-    calculatePremiums = function(contractModification=NULL) {
-      do.call(self$tarif$premiumCalculation, c(self$params, self$values, list(contractModification=contractModification)));
-    },
-    calculatePresentValuesBenefits = function(contractModification=NULL) {
-      do.call(self$tarif$presentValueBenefits, c(self$params, self$values, list(contractModification=contractModification)));
-    },
-    calculateAbsCashFlows = function(contractModification=NULL) {
-      do.call(self$tarif$getAbsCashFlows, c(self$params, self$values, list(contractModification=contractModification)));
-    },
-    calculateAbsPresentValues = function(contractModification=NULL) {
-      do.call(self$tarif$getAbsPresentValues, c(self$params, self$values, list(contractModification=contractModification)));
-    },
-    calculateReserves = function(contractModification=NULL) {
-      do.call(self$tarif$reserveCalculation, c(self$params, self$values, list(contractModification=contractModification)));
-    },
-    premiumAnalysis = function(contractModification=NULL) {
-      do.call(self$tarif$premiumDecomposition, c(self$params, self$values, list(contractModification=contractModification)));
-    },
-    getBasicDataTimeseries = function(contractModification=NULL) {
-      do.call(self$tarif$getBasicDataTimeseries, c(self$params, self$values, list(contractModification=contractModification)));
-    },
-
-    # Premium Waiver: Stop all premium payments at time t
-    # the SumInsured is determined from the available
-    premiumWaiver = function (t) {
-      newSumInsured = self$values$reserves[[toString(t), "PremiumFreeSumInsured"]];
-      self$params$premiumWaiver = TRUE;
-      self$params$surrenderPenalty = FALSE; # Surrencer penalty has already been applied, don't apply a second time
-      self$params$alphaRefunded = TRUE;     # Alpha cost (if applicable) have already been refunded partially, don't refund again
-
-      self$params$sumInsured = newSumInsured;
-
-      self$values$cashFlowsBasic = mergeValues(starting=self$values$cashFlowsBasic, ending=self$determineCashFlowsBasic(t), t=t);
-      self$values$cashFlows = mergeValues(starting=self$values$cashFlows, ending=self$determineCashFlows(t), t=t);
-      # Premium sum is not affected by premium waivers, i.e. everything depending on the premium sum uses the original premium sum!
-      # self$values$premiumSum = self$determinePremiumSum();
-      self$values$cashFlowsCosts = mergeValues3D(starting=self$values$cashFlowsCosts, ending=self$determineCashFlowsCosts(t), t=t);
-
-      pv = self$calculatePresentValues(t);
-      pvc = self$calculatePresentValuesCosts(t);
-      self$values$presentValuesCosts = mergeValues3D(starting=self$values$presentValuesCosts, ending=pvc, t=t);
-
-      # TODO:
-      # the premiumCalculation function returns the premiums AND the cofficients,
-      # so we have to extract the coefficients and store them in a separate variable
-      # res = self$calculatePremiums(t);
-      # self$values$premiumCoefficients = mergeValues(starting=self$values$premiumCoefficients, ending=res[["coefficients"]], t=t);
-      # self$values$premiums = mergeValues(starting= = res[["premiums"]]
-
-      # Update the cash flows and present values with the values of the premium
-      pvAllBenefits = self$calculatePresentValuesBenefits()
-      self$values$presentValues = mergeValues(starting=self$values$presentValues, ending=cbind(pv, pvAllBenefits), t=t);
-
-      self$values$absCashFlows = mergeValues(starting=self$values$absCashFlows, ending=self$calculateAbsCashFlows(t), t=t);
-      self$values$absPresentValues = mergeValues(starting=self$values$absPresentValues, ending=self$calculateAbsPresentValues(t), t=t);
-      self$values$reserves = mergeValues(starting=self$values$reserves, ending=self$calculateReserves(t), t=t);
-      self$values$basicData = mergeValues(starting=self$values$basicData, ending=self$getBasicDataTimeseries(t), t=t);
-      self$values$premiumComposition = mergeValues(starting=self$values$premiumComposition, ending=self$premiumAnalysis(t), t=t);
-
-      self$addHistorySnapshot(time=t, comment=sprintf("Premium waiver at time %d", t), type="PremiumWaiver", params=self$params, values=self$values);
-    },
-
-    dummy=NULL
-  )
-);
-# InsuranceContract$debug("premiumWaiver")

R/plotValuationTables.R

+makeQxDataFrame = function(..., YOB=1972, Period=NA) {
+  data=list(...);
+  names(data) = lapply(data, function(t) t@name);
+  if (missing(Period)) {
+    cat("Year of birth: ", YOB, "\n");
+    data = lapply(data, function(t) cbind(x=ages(t), y=deathProbabilities(t, YOB=YOB)))
+  } else {
+    cat("Period: ", Period,"\n");
+    data = lapply(data, function(t) cbind(x=ages(t), y=periodDeathProbabilities(t, Period=Period)))
+  }
+
+  list.names = names(data)
+  lns <- sapply(data, nrow)
+  data <- as.data.frame(do.call("rbind", data))
+  data$group <- rep(list.names, lns)
+  data
+}
+
+#' Plot multiple valuation tables (life tables) in one plot
+#'
+#' \code{plotValuationTables} prints multiple life tables (objects of child classes of \code{valuationTable}) in one log-linear plot, with a legend showing the names of the tables.
+#'
+#' @param data First life table to be plotted. Either a \code{data.frame} generated by \code{makeQxDataFrame} or a \code{valuationTable} object
+#' @param ... Additional life tables to be plotted (if \code{data} is a \code{valuationTable} object)
+#' @param title The plot title
+#' @param legend.position The position of the legend (default is \code{c(0.9,0.1)})
+#' @param legend.key.width The keywith of the lines in the  legend (default is \code{unit(25,"mm")})
+#'
+#' @export
+plotValuationTables = function(data, ..., title = "", legend.position=c(0.9,0.1), legend.key.width = unit(25, "mm")) {
+  if (!is.data.frame(data)) {
+    data = makeQxDataFrame(data, ...);
+  }
+
+  pl = ggplot(data, aes(x = x, y = y, colour = data$group)) +
+    theme_bw() +
+    theme(
+      plot.title = element_text(size=18, face="bold"),
+      legend.title = element_text(size=14, face="bold.italic"),
+      # legend in bottom right corner of the plot
+      legend.justification=c(1,0), legend.position=legend.position,
+      # No box around legend entries
+      legend.key = element_blank(),
+      legend.key.width = legend.key.width,
+      legend.background = element_rect(colour="gray50", linetype="solid")
+    ) +
+    geom_line() +
+    scale_y_log10(
+      name=expression(paste("Sterbewahrscheinlichkeit  ", q[x])),
+      breaks = scales::trans_breaks('log10', function(x) 10^x),
+      labels = scales::trans_format('log10', scales::math_format(10^.x))
+      #minor_breaks = log(c(sapply(x, function(x) seq(0, x, x/10))), 10)
+    ) +
+    scale_x_continuous(
+      name="Alter",
+      #breaks = function (limits) scales::trans_breaks('', function(x) 10^x),
+      breaks = function (limits) seq(max(min(limits),0),max(limits),5),
+      minor_breaks = function (limits) seq(max(round(min(limits)),0),round(max(limits)),1),
+      #labels = scales::trans_format('log10', scales::math_format(10^.x))
+
+    ) +
+    annotation_logticks(sides="lr") +
+    xlab("Alter") + labs(colour="Sterbetafel");
+  if (title != "") {
+    pl = pl + ggtitle(title);
+  }
+  pl
+}
+#
+# plotValuationTables(mort.AT.census.1869.male, mort.AT.census.1869.female, mort.AT.census.2011.male, mort.AT.census.2011.female, AVOe2005R.male, AVOe2005R.female, YOB=1972,title="Vergleich österreichische Sterbetafeln, YOB=1972 (bei Generationentafeln)")
+#
+# plotValuationTables(mort.AT.census.2001.male, AVOe2005R.male, YOB=1972, title="Vergleich österreichische Sterbetafeln")
+#  plotValuationTables(getCohortTable(AVOe2005R.male, YOB=1972), getCohortTable(AVOe2005R.male, YOB=2016), title="Vergleich österreichische Sterbetafeln")

ValuationTables.Rproj

@@ -16,4 +16,6 @@ AutoAppendNewline: Yes
 StripTrailingWhitespace: Yes
 
 BuildType: Package
+PackageUseDevtools: Yes
 PackageInstallArgs: --no-multiarch
+PackageRoxygenize: rd,collate,namespace

man/ValuationTables-package.Rd

+% Generated by roxygen2: do not edit by hand
+% Please edit documentation in R/ValuationTables.R
+\docType{package}
 \name{ValuationTables-package}
-\alias{ValuationTables-package}
 \alias{ValuationTables}
-\docType{package}
-\title{
-What the package does (short line)
-~~ package title ~~
-}
+\alias{ValuationTables-package}
+\title{Provide life table classes for life insurance purposes}
 \description{
-More about what it does (maybe more than one line)
-~~ A concise (1-5 lines) description of the package ~~
-}
-\details{
-\tabular{ll}{
-Package: \tab ValuationTables\cr
-Type: \tab Package\cr
-Version: \tab 1.0\cr
-Date: \tab 2013-05-03\cr
-License: \tab What license is it under?\cr
+Provide life table classes for life insurance purposes
 }
-~~ An overview of how to use the package, including the most important functions ~~
-}
-\author{
-Who wrote it
 
-Maintainer: Who to complain to <yourfault@somewhere.net>
-~~ The author and/or maintainer of the package ~~
-}
-\references{
-~~ Literature or other references for background information ~~
-}
-~~ Optionally other standard keywords, one per line, from file KEYWORDS in the R documentation directory ~~
-\keyword{ package }
-\seealso{
-~~ Optional links to other man pages, e.g. ~~
-~~ \code{\link[<pkg>:<pkg>-package]{<pkg>}} ~~
-}
-\examples{
-~~ simple examples of the most important functions ~~
-}

man/plotValuationTables.Rd

+% Generated by roxygen2: do not edit by hand
+% Please edit documentation in R/plotValuationTables.R
+\name{plotValuationTables}
+\alias{plotValuationTables}
+\title{Plot multiple valuation tables (life tables) in one plot}
+\usage{
+plotValuationTables(data, ..., title = "", legend.position = c(0.9, 0.1),
+  legend.key.width = unit(25, "mm"))
+}
+\arguments{
+\item{data}{First life table to be plotted. Either a \code{data.frame} generated by \code{makeQxDataFrame} or a \code{valuationTable} object}
+
+\item{...}{Additional life tables to be plotted (if \code{data} is a \code{valuationTable} object)}
+
+\item{title}{The plot title}
+
+\item{legend.position}{The position of the legend (default is \code{c(0.9,0.1)})}
+
+\item{legend.key.width}{The keywith of the lines in the  legend (default is \code{unit(25,"mm")})}
+}
+\description{
+\code{plotValuationTables} prints multiple life tables (objects of child classes of \code{valuationTable}) in one log-linear plot, with a legend showing the names of the tables.
+}
+

man/valuationTable-class.Rd

+% Generated by roxygen2: do not edit by hand
+% Please edit documentation in R/ValuationTables.R
+\docType{class}
+\name{valuationTable-class}
+\alias{baseTable,valuationTable-method}
+\alias{baseYear,valuationTable-method}
+\alias{getCohortTable,valuationTable-method}
+\alias{getPeriodTable,valuationTable-method}
+\alias{lifeTable,valuationTable-method}
+\alias{valuationTable}
+\alias{valuationTable-class}
+\title{Class valuationTable}
+\usage{
+getOmega(object)
+
+ages(object, ...)
+
+deathProbabilities(object, ..., YOB = 1975)
+
+periodDeathProbabilities(object, ...)
+
+lifeTable(object, ...)
+
+\S4method{lifeTable}{valuationTable}(object, ...)
+
+baseYear(object, ...)
+
+\S4method{baseYear}{valuationTable}(object, ...)
+
+baseTable(object, ...)
+
+\S4method{baseTable}{valuationTable}(object, ...)
+
+getPeriodTable(object, Period, ...)
+
+\S4method{getPeriodTable}{valuationTable}(object, Period, ...)
+
+getCohortTable(object, YOB, ...)
+
+\S4method{getCohortTable}{valuationTable}(object, YOB, ...)
+}
+\arguments{
+\item{...}{Parameters to be handed to the \code{deathProbabilities} method of the life table}
+
+\item{YOB}{The birth year for which the death probabilities should be calculated}
+
+\item{Period}{The observation year for which the period death probabilities should be determined}
+
+\item{...}{Parameters to be handed to the \code{deathProbabilities} method of the life table}
+
+\item{Period}{The observation year, for which the death probabilities should be determined}
+
+\item{Period}{The observation year, for which the death probabilities should be determined}
+
+\item{YOB}{The birth year for which the life table should be calculated}
+
+\item{YOB}{The birth year for which the life table should be calculated}
+}
+\description{
+Class \code{valuationTable} is the (virtual) base class for all valuation
+tables. It contains the name and some general values applying to all
+types of tables, but does not contain any data itself. Use a child class
+to create actual valuation tables.
+
+Return the maximum age of the life table
+
+Return the defined ages of the life table
+
+Return the (cohort) death probabilities of the life table given the birth year (if needed)
+
+Return the (period) death probabilities of the life table for a given observation year
+
+Return the lifetable object (package lifecontingencies) for the cohort life table
+
+Return the lifetable object (package lifecontingencies) for the cohort life table
+
+Return the base year of the life table
+
+Return the base year of the life table
+
+Return the base table of the life table
+
+Return the base table of the life table
+
+Return the period life table as a \code{valuationTable_period} object
+
+Return the period life table as a \code{valuationTable_period} object
+
+Return the cohort life table as a \code{valuationTable_period} object
+
+Return the cohort life table as a \code{valuationTable_period} object
+}
+\section{Slots}{
+
+\describe{
+\item{\code{name}}{The human-readable name of the valuation table}
+
+\item{\code{baseYear}}{The base year of the valuation table (e.g. for tables with trend projection)}
+
+\item{\code{modification}}{A function that will be called with the final death probabilities
+to give the user a way to modify the final probabilities}
+
+\item{\code{loading}}{Additional security loading on the resulting table (single numeric
+value, e.g. 0.05 adds 5% security margin to the probabilities)}
+}}
+

man/valuationTable_ageShift-class.Rd

+% Generated by roxygen2: do not edit by hand
+% Please edit documentation in R/ValuationTables.R
+\docType{class}
+\name{valuationTable_ageShift-class}
+\alias{ageShift,valuationTable_ageShift-method}
+\alias{deathProbabilities,valuationTable_ageShift-method}
+\alias{periodDeathProbabilities,valuationTable_ageShift-method}
+\alias{valuationTable_ageShift}
+\alias{valuationTable_ageShift-class}
+\title{A cohort life table, obtained by age-shifting from a given base table (death probabilities}
+\usage{
+ageShift(object, YOB = 1975, ...)
+
+\S4method{ageShift}{valuationTable_ageShift}(object, YOB = 1975, ...)
+
+\S4method{deathProbabilities}{valuationTable_ageShift}(object, ...,
+  YOB = 1975)
+
+\S4method{periodDeathProbabilities}{valuationTable_ageShift}(object, ...,
+  Period = 1975)
+}
+\arguments{
+\item{YOB}{The birth year for which the age shift should be determined.}
+
+\item{Period}{The observation year for which the period death probabilities should be determined}
+
+\item{YOB}{The birth year for which the age shift should be determined.}
+
+\item{YOB}{The birth year for which the death probabilities should be calculated}
+}
+\description{
+A cohort life table, obtained by age-shifting from a given base table (death probabilities
+
+Return the age shift of the age-shifted life table given the birth year
+
+Return the age shift of the age-shifted life table given the birth year
+
+Return the (cohort) death probabilities of the life table given the birth year (if needed)
+
+Return the (period) death probabilities of the life table for a given observation year
+}
+\section{Slots}{
+
+\describe{
+\item{\code{ageShifts}}{A \code{data.frame} with columns \code{YOB} and \code{shifts} giving the age shifts for each birth year}
+}}
+

man/valuationTable_improvementFactors-class.Rd

+% Generated by roxygen2: do not edit by hand
+% Please edit documentation in R/ValuationTables.R
+\docType{class}
+\name{valuationTable_improvementFactors-class}
+\alias{deathProbabilities,valuationTable_improvementFactors-method}
+\alias{periodDeathProbabilities,valuationTable_improvementFactors-method}
+\alias{valuationTable_improvementFactors}
+\alias{valuationTable_improvementFactors-class}
+\title{A cohort life table, obtained by an improvment factor projection
+from a given base table (PODs for a given observation year).}
+\usage{
+\S4method{deathProbabilities}{valuationTable_improvementFactors}(object, ...,
+  YOB = 1975)
+
+\S4method{periodDeathProbabilities}{valuationTable_improvementFactors}(object,
+  ..., Period = 1975)
+}
+\arguments{
+\item{YOB}{The birth year for which the death probabilities should be calculated}
+
+\item{Period}{The observation year for which the period death probabilities should be determined}
+}
+\description{
+A cohort life table, obtained by an improvment factor projection
+from a given base table (PODs for a given observation year).
+
+Return the (cohort) death probabilities of the life table given the birth year (if needed)
+
+Return the (period) death probabilities of the life table for a given observation year
+}
+\section{Slots}{
+
+\describe{
+\item{\code{baseYear}}{The base year for the improvements (\code{baseTable} describes the death probabilities in this year)}
+
+\item{\code{improvement}}{Yearly improvement factors per age}
+}}
+

man/valuationTable_joined-class.Rd

+% Generated by roxygen2: do not edit by hand
+% Please edit documentation in R/ValuationTables.R
+\docType{class}
+\name{valuationTable_joined-class}
+\alias{ages,valuationTable_joined-method}
+\alias{getOmega,valuationTable_joined-method}
+\alias{valuationTable_joined}
+\alias{valuationTable_joined-class}
+\title{A cohort life table obtained by joining two cohort life tables, each of which
+applies only to certain observation years (e.g. for the past use the observed
+PODs, and project them to the future with the trend projection)}
+\usage{
+\S4method{getOmega}{valuationTable_joined}(object)
+
+\S4method{ages}{valuationTable_joined}(object, ...)
+}
+\description{
+A cohort life table obtained by joining two cohort life tables, each of which
+applies only to certain observation years (e.g. for the past use the observed
+PODs, and project them to the future with the trend projection)
+
+Return the maximum age of the joined life table
+
+Return the defined ages of the life table
+}
+\section{Slots}{
+
+\describe{
+\item{\code{table1}}{The first \code{valuationTable}, valid for years given in \code{yearRange1}}
+
+\item{\code{yearRange1}}{The years, for which \code{table1} describes the death probabilities}
+
+\item{\code{table2}}{The second \code{valuationTable}, valid for years given in \code{yearRange2}}
+
+\item{\code{yearRange2}}{The years, for which \code{table2} describes the death probabilities}
+}}
+

man/valuationTable_mixed-class.Rd

+% Generated by roxygen2: do not edit by hand
+% Please edit documentation in R/ValuationTables.R
+\docType{class}
+\name{valuationTable_mixed-class}
+\alias{ages,valuationTable_mixed-method}
+\alias{baseYear,valuationTable_mixed-method}
+\alias{deathProbabilities,valuationTable_mixed-method}
+\alias{getOmega,valuationTable_mixed-method}
+\alias{periodDeathProbabilities,valuationTable_mixed-method}
+\alias{valuationTable_mixed}
+\alias{valuationTable_mixed-class}
+\title{A cohort life table obtained by mixing two life tables with the given weights}
+\usage{
+\S4method{getOmega}{valuationTable_mixed}(object)
+
+\S4method{ages}{valuationTable_mixed}(object, ...)
+
+\S4method{deathProbabilities}{valuationTable_mixed}(object, ..., YOB = 1975)
+
+\S4method{periodDeathProbabilities}{valuationTable_mixed}(object, ...,
+  Period = 1975)
+
+\S4method{baseYear}{valuationTable_mixed}(object, ...)
+}
+\arguments{
+\item{YOB}{The birth year for which the death probabilities should be calculated}
+
+\item{Period}{The observation year for which the period death probabilities should be determined}
+}
+\description{
+A cohort life table obtained by mixing two life tables with the given weights
+
+Return the maximum age of the mixed life table
+
+Return the defined ages of the life table
+
+Return the (cohort) death probabilities of the life table given the birth year (if needed)
+
+Return the (period) death probabilities of the life table for a given observation year
+
+Return the base year of the life table
+}
+\section{Slots}{
+
+\describe{
+\item{\code{table1}}{The first \code{valuationTable}}
+
+\item{\code{table2}}{The second \code{valuationTable}}
+
+\item{\code{weight1}}{The weight of the first valuation table}
+
+\item{\code{weight2}}{The weight of the second valuation table}
+
+\item{\code{loading}}{Additional security loading}
+}}
+