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.