DESCRIPTION

Package: autoPricing
Maintainer: Chibisi Chima-Okereke <cchima-okereke@mango-solutions.com>
License: GPL-2
Title: This package is for carrying out automated glm pricing analysis
    for frequency and severity models
ZipData: yes
Type: Package
LazyLoad: true
Author: Chibisi Chima-Okereke <cchima-okereke@mango-solutions.com>
Import: MASS, reshape, fBasics, gridExtra, multcomp
Description: The purpose of this package is to carry out automated GLM
    analysis for actuarial pricing. The idea is that it uses the
    forward or backward algorithms and information criteria to obtain a
    frequency and severity model. It allows tables to be specified that
    map the aggregation structure of the variable from those currently
    specified to a less granular set of categories. This allows those
    explanatory variables to be dynamically re-specified during the
    pricing process if the native variable does not improve the fit of
    the model. The re-specification of the variable categories is done
    if the native variable does not decrease the information criterion;
    the mapping table and a Tukey test on the categorical variable is
    used to aggregate categories that are statistically and logically
    similar.
Version: 0.4
Extends:
    sp
URL: http://www.mango-solutions.com
Depends:
    MASS,
    reshape,
    fBasics,
    gridExtra,
    multcomp
Collate:
    'stepIC.R'
    'plotTimeConsist.R'
    'plotRatingFactor.R'
    'modelFamilySpec.R'
    'getVarSignificance.R'
    'getCoeffs.R'
    'forwardBackSig.R'
    'policyTable.R'
    'consistCorrection.R'
    'autoPricing-package.R'
    'addVariable.R'