{
  "_id": "6a12bda8acfb0bcc41d1cb0a",
  "Package": "cascsim",
  "Title": "Casualty Actuarial Society Individual Claim Simulator",
  "Version": "0.4",
  "Authors@R": "c(\nperson(\"Robert\", \"Bear\", email = \"rbear@reserveprism.com\", role = \"aut\"),\nperson(\"Kailan\", \"Shang\", email = \"klshang81@gmail.com\", role = c(\"aut\",\"cre\")),\nperson(\"Hai\", \"You\", email = \"hyou@reserveprism.com\", role = \"aut\"),\nperson(\"Brian\", \"Fannin\", email = \"bfannin@casact.org\", role = \"ctb\"))",
  "Description": "It is an open source insurance claim simulation engine\nsponsored by the Casualty Actuarial Society. It generates\nindividual insurance claims including open claims, reopened\nclaims, incurred but not reported claims and future claims. It\nalso includes claim data fitting functions to help set\nsimulation assumptions. It is useful for claim level reserving\nanalysis. Parodi (2013)\n<https://www.actuaries.org.uk/documents/triangle-free-reserving-non-traditional-framework-estimating-reserves-and-reserve-uncertainty>.",
  "License": "GPL-3",
  "Encoding": "UTF-8",
  "LazyData": "true",
  "RoxygenNote": "6.1.1",
  "VignetteBuilder": "knitr",
  "NeedsCompilation": "no",
  "Packaged": {
    "Date": "2026-05-24 08:54:00 UTC",
    "User": "root"
  },
  "Author": "Robert Bear [aut], Kailan Shang [aut, cre], Hai You [aut],\nBrian Fannin [ctb]",
  "Maintainer": "Kailan Shang <klshang81@gmail.com>",
  "Config/pak/sysreqs": "libgsl0-dev",
  "Repository": "https://windwill.r-universe.dev",
  "Date/Publication": "2020-01-13 08:20:13 UTC",
  "RemoteUrl": "https://github.com/cran/cascsim",
  "RemoteRef": "HEAD",
  "RemoteSha": "8eddb5ccd179acc8d3eb8eef057a5f6073620cc9",
  "MD5sum": "448fd42150b93abcf747e68120540dea",
  "_user": "windwill",
  "_type": "src",
  "_file": "cascsim_0.4.tar.gz",
  "_fileid": "2320032347b6a475da9f6185fe403ee15d248d7a3ffd3e7b1095ced12db25e87",
  "_filesize": 453069,
  "_sha256": "2320032347b6a475da9f6185fe403ee15d248d7a3ffd3e7b1095ced12db25e87",
  "_created": "2026-05-24T08:54:00.000Z",
  "_published": "2026-05-24T08:58:16.730Z",
  "_distro": "noble",
  "_jobs": [
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      "config": "linux-devel-x86_64",
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  ],
  "_buildurl": "https://github.com/r-universe/windwill/actions/runs/26356806718",
  "_status": "success",
  "_host": "GitHub-Actions",
  "_upstream": "https://github.com/cran/cascsim",
  "_commit": {
    "id": "8eddb5ccd179acc8d3eb8eef057a5f6073620cc9",
    "author": "Kailan Shang <klshang81@gmail.com>",
    "committer": "cran-robot <csardi.gabor+cran@gmail.com>",
    "message": "version 0.4\n",
    "time": 1578903613
  },
  "_maintainer": {
    "name": "Kailan Shang",
    "email": "klshang81@gmail.com",
    "login": "windwill",
    "description": "An actuary who likes predictive modeling, AI, and programming.",
    "uuid": 2551050
  },
  "_registered": true,
  "_dependencies": [
    {
      "package": "R",
      "version": ">= 3.4.0",
      "role": "Depends"
    },
    {
      "package": "parallel",
      "role": "Imports"
    },
    {
      "package": "R2HTML",
      "role": "Imports"
    },
    {
      "package": "fitdistrplus",
      "role": "Imports"
    },
    {
      "package": "moments",
      "role": "Imports"
    },
    {
      "package": "copula",
      "role": "Imports"
    },
    {
      "package": "scatterplot3d",
      "role": "Imports"
    },
    {
      "package": "methods",
      "role": "Imports"
    },
    {
      "package": "knitr",
      "role": "Suggests"
    },
    {
      "package": "rmarkdown",
      "role": "Suggests"
    }
  ],
  "_owner": "cran",
  "_selfowned": true,
  "_usedby": 0,
  "_updates": [],
  "_tags": [],
  "_stars": 0,
  "_contributors": [
    {
      "user": "windwill",
      "count": 2,
      "uuid": 2551050
    }
  ],
  "_userbio": {
    "uuid": 2551050,
    "type": "user",
    "name": "Kailan Shang",
    "description": "An actuary who likes predictive modeling, AI, and programming."
  },
  "_downloads": {
    "count": 333,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/cascsim"
  },
  "_searchresults": 109,
  "_rbuild": "4.6.0",
  "_assets": [
    "extra/cascsim.html",
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "manual.pdf"
  ],
  "_realowner": "windwill",
  "_cranurl": false,
  "_releases": [
    {
      "version": "0.3",
      "date": "2019-06-04"
    },
    {
      "version": "0.4",
      "date": "2020-01-13"
    }
  ],
  "_exports": [
    "CDFPlot",
    "claimFitting",
    "claimSample",
    "claimSimulation",
    "copulaDataPlot",
    "copulaFit",
    "copulaFitPlot",
    "copulaPlot",
    "copulaSample",
    "dempirical",
    "Density",
    "doPlot",
    "doSample",
    "dpareto",
    "dtbeta",
    "dtempirical",
    "dtexp",
    "dtgamma",
    "dtgeom",
    "dtlnorm",
    "dtnbinom",
    "dtnorm",
    "dtpareto",
    "dtpois",
    "dtweibull",
    "expectZeros",
    "fitPlot",
    "getCopula",
    "getIndex",
    "getObservation",
    "getTrend",
    "mpareto",
    "nloglik",
    "observationPlot",
    "PDFPlot",
    "pempirical",
    "plotText",
    "ppareto",
    "PPPlot",
    "Probability",
    "ptbeta",
    "ptempirical",
    "ptexp",
    "ptgamma",
    "ptgeom",
    "ptlnorm",
    "ptnbinom",
    "ptnorm",
    "ptpareto",
    "ptpois",
    "ptweibull",
    "qempirical",
    "qpareto",
    "QQPlot",
    "qtbeta",
    "qtempirical",
    "qtexp",
    "qtgamma",
    "qtgeom",
    "qtlnorm",
    "qtnbinom",
    "qtnorm",
    "qtpareto",
    "qtpois",
    "qtweibull",
    "Quantile",
    "rempirical",
    "rpareto",
    "rreopen",
    "rtbeta",
    "rtempirical",
    "rtexp",
    "rtgamma",
    "rtgeom",
    "rtlnorm",
    "rtnbinom",
    "rtnorm",
    "rtpareto",
    "rtpois",
    "rtweibull",
    "sampleKurtosis",
    "sampleMean",
    "sampleSd",
    "sampleSkew",
    "setAnnualizedRate<-",
    "setCopulaParam<-",
    "setCopulaType<-",
    "setDevFac",
    "setDf<-",
    "setDimension<-",
    "setDispstr<-",
    "setEmpirical<-",
    "setFacModel<-",
    "setFitdata",
    "setfitmethod<-",
    "setFittedDist<-",
    "setfreq<-",
    "setFun<-",
    "setID<-",
    "setidate<-",
    "setifreq<-",
    "setIndex",
    "setMarginal<-",
    "setMeanList<-",
    "setMin",
    "setMonthlyIndex<-",
    "setObservation<-",
    "setParams<-",
    "setParas<-",
    "setprobs<-",
    "setRange<-",
    "setSeasonality<-",
    "setTabulate<-",
    "setTrend<-",
    "setTrialDist<-",
    "setTrialDistErr<-",
    "setTruncated<-",
    "setUpperKeep",
    "setUpperTriangle",
    "setVolList<-",
    "setXname<-",
    "setYearlyIndex<-",
    "shiftIndex",
    "simP0",
    "simReport",
    "simSummary",
    "simTriangle",
    "TEKurt",
    "TMean",
    "toDate",
    "truncate",
    "TSD",
    "TSkewness",
    "ultiDevFac"
  ],
  "_datasets": [
    {
      "name": "claimdata",
      "title": "Sample Claim Data",
      "object": "claimdata",
      "class": [
        "data.frame"
      ],
      "fields": [
        "ClaimID",
        "LoB",
        "Type",
        "status",
        "occurrenceDate",
        "reportDate",
        "incurredLoss",
        "osRatio",
        "settlementDate",
        "Paid",
        "totalLoss",
        "Deductible",
        "Limit",
        "LAE",
        "claimLiability"
      ],
      "rows": 10030,
      "table": true,
      "tojson": true
    }
  ],
  "_help": [
    {
      "page": "CDFPlot-methods",
      "title": "Plotting the CDF of data and fitted distribution",
      "topics": [
        "CDFPlot",
        "CDFPlot,ANY-method",
        "CDFPlot,FitDist-method"
      ]
    },
    {
      "page": "ChiSqrTest-methods",
      "title": "Chi-Squared Test",
      "topics": [
        "ChiSqrTest",
        "ChiSqrTest,ANY-method",
        "ChiSqrTest,FitDist-method"
      ]
    },
    {
      "page": "claimdata",
      "title": "Sample Claim Data",
      "topics": [
        "claimdata"
      ]
    },
    {
      "page": "claimFitting-methods",
      "title": "Claim data fitting analysis at line/type/status level",
      "topics": [
        "claimFitting",
        "claimFitting,ANY-method",
        "claimFitting,Simulation,data.frame-method"
      ]
    },
    {
      "page": "claimSample-methods",
      "title": "Claim simulation at line/type/status level",
      "topics": [
        "claimSample",
        "claimSample,ANY-method",
        "claimSample,ClaimType-method"
      ]
    },
    {
      "page": "claimSimulation-methods",
      "title": "Claim simulation at line/type/status level",
      "topics": [
        "claimSimulation",
        "claimSimulation,ANY-method",
        "claimSimulation,Simulation-method"
      ]
    },
    {
      "page": "ClaimType-class",
      "title": "An S4 class to represent a claim type.",
      "topics": [
        "ClaimType-class"
      ]
    },
    {
      "page": "copulaDataPlot-methods",
      "title": "Experience data plotting.",
      "topics": [
        "copulaDataPlot",
        "copulaDataPlot,ANY-method",
        "copulaDataPlot,CopulaObj-method"
      ]
    },
    {
      "page": "copulaFit-methods",
      "title": "Copula fitting",
      "topics": [
        "copulaFit",
        "copulaFit,ANY-method",
        "copulaFit,CopulaObj-method"
      ]
    },
    {
      "page": "copulaFitPlot-methods",
      "title": "Visualization Copula fitting",
      "topics": [
        "copulaFitPlot",
        "copulaFitPlot,ANY-method",
        "copulaFitPlot,CopulaObj-method"
      ]
    },
    {
      "page": "CopulaObj-class",
      "title": "An S4 class to represent a copula object to model the correlation.",
      "topics": [
        "CopulaObj-class"
      ]
    },
    {
      "page": "copulaPlot-methods",
      "title": "Copula plotting. Only for 2 or 3 variables",
      "topics": [
        "copulaPlot",
        "copulaPlot,ANY-method",
        "copulaPlot,CopulaObj-method"
      ]
    },
    {
      "page": "copulaSample-methods",
      "title": "Copula sampling. It will generate correlated variables or percentiles when marginal distributions are not specified.",
      "topics": [
        "copulaSample",
        "copulaSample,ANY-method",
        "copulaSample,CopulaObj,numeric-method"
      ]
    },
    {
      "page": "Density-methods",
      "title": "Density function.",
      "topics": [
        "Density",
        "Density,ANY-method",
        "Density,Beta-method",
        "Density,Empirical-method",
        "Density,Exponential-method",
        "Density,Gamma-method",
        "Density,Geometric-method",
        "Density,Lognormal-method",
        "Density,NegativeBinomial-method",
        "Density,Normal-method",
        "Density,Pareto-method",
        "Density,Poisson-method",
        "Density,Uniform-method",
        "Density,Weibull-method"
      ]
    },
    {
      "page": "DevFac-class",
      "title": "An S4 class to represent a loss development schedule.",
      "topics": [
        "DevFac-class"
      ]
    },
    {
      "page": "Distribution-class",
      "title": "An S4 class to represent a distribution, either parametric or non-parametric.",
      "topics": [
        "Distribution-class"
      ]
    },
    {
      "page": "doPlot-methods",
      "title": "Plot function.",
      "topics": [
        "doPlot",
        "doPlot,ANY-method",
        "doPlot,Distribution-method"
      ]
    },
    {
      "page": "doSample-methods",
      "title": "Sampling from the distribution.",
      "topics": [
        "doSample",
        "doSample,ANY-method",
        "doSample,Beta,numeric-method",
        "doSample,Empirical,numeric-method",
        "doSample,Exponential,numeric-method",
        "doSample,Gamma,numeric-method",
        "doSample,Geometric,numeric-method",
        "doSample,Lognormal,numeric-method",
        "doSample,NegativeBinomial,numeric-method",
        "doSample,Normal,numeric-method",
        "doSample,Pareto,numeric-method",
        "doSample,Poisson,numeric-method",
        "doSample,Uniform,numeric-method",
        "doSample,Weibull,numeric-method"
      ]
    },
    {
      "page": "tbeta",
      "title": "Density function of Truncated Beta Distribution",
      "topics": [
        "dtbeta",
        "ptbeta",
        "qtbeta",
        "rtbeta"
      ]
    },
    {
      "page": "tempirical",
      "title": "Density function of truncated empirical distribution",
      "topics": [
        "dtempirical",
        "ptempirical",
        "qtempirical",
        "rtempirical"
      ]
    },
    {
      "page": "texp",
      "title": "Density function of Truncated Exponential Distribution",
      "topics": [
        "dtexp",
        "ptexp",
        "qtexp",
        "rtexp"
      ]
    },
    {
      "page": "tgamma",
      "title": "Density function of Truncated Gamma Distribution",
      "topics": [
        "dtgamma",
        "ptgamma",
        "qtgamma",
        "rtgamma"
      ]
    },
    {
      "page": "tgeom",
      "title": "Density function of Truncated Geometric Distribution",
      "topics": [
        "dtgeom",
        "ptgeom",
        "qtgeom",
        "rtgeom"
      ]
    },
    {
      "page": "tlnorm",
      "title": "Density function of Truncated Lognormal Distribution",
      "topics": [
        "dtlnorm",
        "ptlnorm",
        "qtlnorm",
        "rtlnorm"
      ]
    },
    {
      "page": "tnbinom",
      "title": "Density function of Truncated Negative Binomial Distribution",
      "topics": [
        "dtnbinom",
        "ptnbinom",
        "qtnbinom",
        "rtnbinom"
      ]
    },
    {
      "page": "tnorm",
      "title": "Density function of Truncated Normal Distribution",
      "topics": [
        "dtnorm",
        "ptnorm",
        "qtnorm",
        "rtnorm"
      ]
    },
    {
      "page": "tpareto",
      "title": "Density function of Truncated Pareto Distribution",
      "topics": [
        "dtpareto",
        "ptpareto",
        "qtpareto",
        "rtpareto"
      ]
    },
    {
      "page": "tpois",
      "title": "Density function of Truncated Poisson Distribution",
      "topics": [
        "dtpois",
        "ptpois",
        "qtpois",
        "rtpois"
      ]
    },
    {
      "page": "tweibull",
      "title": "Density function of Truncated Weibull Distribution",
      "topics": [
        "dtweibull",
        "ptweibull",
        "qtweibull",
        "rtweibull"
      ]
    },
    {
      "page": "expectZeros",
      "title": "Get the expected P0 based on settlement/close year.",
      "topics": [
        "expectZeros"
      ]
    },
    {
      "page": "FitDist-class",
      "title": "An S4 class to represent distribution fitting.",
      "topics": [
        "FitDist-class"
      ]
    },
    {
      "page": "fitPlot-methods",
      "title": "Compare the raw data and fitted distribution on density, CDF, Q-Q plot and P-P plot",
      "topics": [
        "fitPlot",
        "fitPlot,ANY-method",
        "fitPlot,FitDist-method"
      ]
    },
    {
      "page": "getCopula-methods",
      "title": "Get the R copula object.",
      "topics": [
        "getCopula",
        "getCopula,ANY-method",
        "getCopula,CopulaObj-method"
      ]
    },
    {
      "page": "getIndex-methods",
      "title": "Retrieve index value based on dates.",
      "topics": [
        "getIndex",
        "getIndex,ANY-method",
        "getIndex,Index-method"
      ]
    },
    {
      "page": "getObservation-methods",
      "title": "Get input data from an object.",
      "topics": [
        "getObservation",
        "getObservation,ANY-method",
        "getObservation,FitDist-method"
      ]
    },
    {
      "page": "getTrend-methods",
      "title": "Get the trend index.",
      "topics": [
        "getTrend",
        "getTrend,ANY-method",
        "getTrend,FitDist-method"
      ]
    },
    {
      "page": "Index-class",
      "title": "An S4 class to represent a time index for frequency or severity distribution.",
      "topics": [
        "Index-class"
      ]
    },
    {
      "page": "KSTest-methods",
      "title": "K-S Test",
      "topics": [
        "KSTest",
        "KSTest,ANY-method",
        "KSTest,FitDist-method"
      ]
    },
    {
      "page": "pareto",
      "title": "Moment function of Pareto Distribution (PDF: alpha*xm^alpha/x^(alpha+1))",
      "topics": [
        "dpareto",
        "mpareto",
        "ppareto",
        "qpareto",
        "rpareto"
      ]
    },
    {
      "page": "loglik",
      "title": "Negative Loglikelihood.",
      "topics": [
        "nloglik"
      ]
    },
    {
      "page": "observationPlot-methods",
      "title": "Plotting the data for distribution fitting",
      "topics": [
        "observationPlot",
        "observationPlot,ANY-method",
        "observationPlot,FitDist-method"
      ]
    },
    {
      "page": "PDFPlot-methods",
      "title": "Plotting the PDF of data and fitted distribution",
      "topics": [
        "PDFPlot",
        "PDFPlot,ANY-method",
        "PDFPlot,FitDist-method"
      ]
    },
    {
      "page": "empirical",
      "title": "Cumulative probability function of empirical distribution using linear interpolation",
      "topics": [
        "dempirical",
        "pempirical",
        "qempirical",
        "rempirical"
      ]
    },
    {
      "page": "plotText",
      "title": "Plot text content",
      "topics": [
        "plotText"
      ]
    },
    {
      "page": "PPPlot-methods",
      "title": "P-P Plot of data and fitted distribution",
      "topics": [
        "PPPlot",
        "PPPlot,ANY-method",
        "PPPlot,FitDist-method"
      ]
    },
    {
      "page": "Probability-methods",
      "title": "Probability function.",
      "topics": [
        "Probability",
        "Probability,ANY-method",
        "Probability,Beta-method",
        "Probability,Empirical-method",
        "Probability,Exponential-method",
        "Probability,Gamma-method",
        "Probability,Geometric-method",
        "Probability,Lognormal-method",
        "Probability,NegativeBinomial-method",
        "Probability,Normal-method",
        "Probability,Pareto-method",
        "Probability,Poisson-method",
        "Probability,Uniform-method",
        "Probability,Weibull-method"
      ]
    },
    {
      "page": "QQPlot-methods",
      "title": "Q-Q Plot of data and fitted distribution",
      "topics": [
        "QQPlot",
        "QQPlot,ANY-method",
        "QQPlot,FitDist-method"
      ]
    },
    {
      "page": "Quantile-methods",
      "title": "Quantile function.",
      "topics": [
        "Quantile",
        "Quantile,ANY-method",
        "Quantile,Beta-method",
        "Quantile,Empirical-method",
        "Quantile,Exponential-method",
        "Quantile,Gamma-method",
        "Quantile,Geometric-method",
        "Quantile,Lognormal-method",
        "Quantile,NegativeBinomial-method",
        "Quantile,Normal-method",
        "Quantile,Pareto-method",
        "Quantile,Poisson-method",
        "Quantile,Uniform-method",
        "Quantile,Weibull-method"
      ]
    },
    {
      "page": "rreopen",
      "title": "Simulate whether closed claims will be reopened or not.",
      "topics": [
        "rreopen"
      ]
    },
    {
      "page": "sampleKurtosis-methods",
      "title": "Calculate the excess kurtosis of 10000 sampled values from the distribution.",
      "topics": [
        "sampleKurtosis",
        "sampleKurtosis,ANY-method",
        "sampleKurtosis,Distribution-method"
      ]
    },
    {
      "page": "sampleMean-methods",
      "title": "Calculate the mean of 100000 sampled values from the distribution.",
      "topics": [
        "sampleMean",
        "sampleMean,ANY-method",
        "sampleMean,Distribution-method"
      ]
    },
    {
      "page": "sampleSd-methods",
      "title": "Calculate the standard deviation of 10000 sampled values from the distribution.",
      "topics": [
        "sampleSd",
        "sampleSd,ANY-method",
        "sampleSd,Distribution-method"
      ]
    },
    {
      "page": "sampleSkew-methods",
      "title": "Calculate the skewness of 10000 sampled values from the distribution.",
      "topics": [
        "sampleSkew",
        "sampleSkew,ANY-method",
        "sampleSkew,Distribution-method"
      ]
    },
    {
      "page": "setAnnualizedRate-methods",
      "title": "Set the annualized level rate to construct the index. Only used when tabulate == FALSE.",
      "topics": [
        "setAnnualizedRate,ANY-method",
        "setAnnualizedRate<-",
        "setAnnualizedRate<-,Index,numeric-method"
      ]
    },
    {
      "page": "setCopulaParam-methods",
      "title": "Set copula parameters.",
      "topics": [
        "setCopulaParam,ANY-method",
        "setCopulaParam<-",
        "setCopulaParam<-,CopulaObj,numeric-method"
      ]
    },
    {
      "page": "setCopulaType-methods",
      "title": "Set copula type.",
      "topics": [
        "setCopulaType,ANY-method",
        "setCopulaType<-",
        "setCopulaType<-,CopulaObj,character-method"
      ]
    },
    {
      "page": "setDevFac-methods",
      "title": "Set up an IBNER loss development schedule.",
      "topics": [
        "setDevFac",
        "setDevFac,ANY-method",
        "setDevFac,DevFac-method"
      ]
    },
    {
      "page": "setDf-methods",
      "title": "Set the degree of freedom for t Copula.",
      "topics": [
        "setDf,ANY-method",
        "setDf<-",
        "setDf<-,CopulaObj,numeric-method"
      ]
    },
    {
      "page": "setDimension-methods",
      "title": "Set the dimension of the copula.",
      "topics": [
        "setDimension,ANY-method",
        "setDimension<-",
        "setDimension<-,CopulaObj,numeric-method"
      ]
    },
    {
      "page": "setDispstr-methods",
      "title": "Set parameter matrix format of Elliptical copula.",
      "topics": [
        "setDispstr,ANY-method",
        "setDispstr<-",
        "setDispstr<-,CopulaObj,character-method"
      ]
    },
    {
      "page": "setEmpirical-methods",
      "title": "Set the list of values and corresponding probabilities (Pr(X<value) for continuous variable and Pr(X==value) for discrete variable). It is only used for empirical distribution.",
      "topics": [
        "setEmpirical,ANY-method",
        "setEmpirical<-",
        "setEmpirical<-,Distribution,matrix-method"
      ]
    },
    {
      "page": "setFacModel-methods",
      "title": "Determine whether the development factor is determined by a predictive model or a fixed schedule by development year",
      "topics": [
        "setFacModel,ANY-method",
        "setFacModel<-",
        "setFacModel<-,DevFac,logical-method"
      ]
    },
    {
      "page": "setFitdata-methods",
      "title": "Preparing the input data (observation) for distribution fitting, including detrending, translating occurrence dates to frequency data, etc.",
      "topics": [
        "setFitdata",
        "setFitdata,ANY-method",
        "setFitdata,FitDist-method"
      ]
    },
    {
      "page": "setfitmethod-methods",
      "title": "Set distribution fitting method.",
      "topics": [
        "setfitmethod,ANY-method",
        "setfitmethod<-",
        "setfitmethod<-,FitDist,character-method"
      ]
    },
    {
      "page": "setFittedDist-methods",
      "title": "Directly set the fitted distribution without fitting it to the data.",
      "topics": [
        "setFittedDist,ANY-method",
        "setFittedDist<-",
        "setFittedDist<-,FitDist,Distribution-method"
      ]
    },
    {
      "page": "setfreq-methods",
      "title": "Set the data frequency.",
      "topics": [
        "setfreq,ANY-method",
        "setfreq<-",
        "setfreq<-,FitDist,character-method"
      ]
    },
    {
      "page": "setFun-methods",
      "title": "Set the model format/link function (identity/inverse/log/exponential). Only used when FacModel == TRUE.",
      "topics": [
        "setFun,ANY-method",
        "setFun<-",
        "setFun<-,DevFac,character-method"
      ]
    },
    {
      "page": "setID-methods",
      "title": "setID Set the ID for an object",
      "topics": [
        "setID,ANY-method",
        "setID<-",
        "setID<-,DevFac,character-method",
        "setID<-,Index,character-method"
      ]
    },
    {
      "page": "setidate-methods",
      "title": "Set whether occurrence dates will be used for frequency data.",
      "topics": [
        "setidate,ANY-method",
        "setidate<-",
        "setidate<-,FitDist,logical-method"
      ]
    },
    {
      "page": "setifreq-methods",
      "title": "Set the data type: frequency or severity/time lag.",
      "topics": [
        "setifreq,ANY-method",
        "setifreq<-",
        "setifreq<-,FitDist,logical-method"
      ]
    },
    {
      "page": "setIndex-methods",
      "title": "Set up a time index for frequency or severity.",
      "topics": [
        "setIndex",
        "setIndex,ANY-method",
        "setIndex,Index-method"
      ]
    },
    {
      "page": "setMarginal-methods",
      "title": "Set the marginal distributions of the copula.",
      "topics": [
        "setMarginal,ANY-method",
        "setMarginal<-",
        "setMarginal<-,CopulaObj,list-method"
      ]
    },
    {
      "page": "setMeanList-methods",
      "title": "Set the year-to-year loss development factor.",
      "topics": [
        "setMeanList,ANY-method",
        "setMeanList<-",
        "setMeanList<-,DevFac,vector-method"
      ]
    },
    {
      "page": "setMin-methods",
      "title": "Set the minimum of the distribution. For example, the distribution of settlement lag for open claims",
      "topics": [
        "setMin",
        "setMin,ANY-method",
        "setMin,Distribution-method"
      ]
    },
    {
      "page": "setMonthlyIndex-methods",
      "title": "Set monthly index values.",
      "topics": [
        "setMonthlyIndex,ANY-method",
        "setMonthlyIndex<-",
        "setMonthlyIndex<-,Index,vector-method"
      ]
    },
    {
      "page": "setObservation-methods",
      "title": "Input the raw data.",
      "topics": [
        "setObservation,ANY-method",
        "setObservation<-",
        "setObservation<-,CopulaObj,matrix-method",
        "setObservation<-,FitDist,matrix-method"
      ]
    },
    {
      "page": "setParams-methods",
      "title": "Set distribution parameters.",
      "topics": [
        "setParams,ANY-method",
        "setParams<-",
        "setParams<-,Distribution,numeric-method"
      ]
    },
    {
      "page": "setParas-methods",
      "title": "Set the values of model parameters.",
      "topics": [
        "setParas,ANY-method",
        "setParas<-",
        "setParas<-,DevFac,vector-method"
      ]
    },
    {
      "page": "setprobs-methods",
      "title": "Set the percentiles to be matched. Only used when qme is chosen for fitting method.",
      "topics": [
        "setprobs,ANY-method",
        "setprobs<-",
        "setprobs<-,FitDist,vector-method"
      ]
    },
    {
      "page": "setRange-methods",
      "title": "Set the min and max of the variable.",
      "topics": [
        "setRange,ANY-method",
        "setRange<-",
        "setRange<-,Distribution,numeric-method"
      ]
    },
    {
      "page": "setRectangle-methods",
      "title": "Set up the rectangle based on simulated data.",
      "topics": [
        "setRectangle",
        "setRectangle,ANY-method",
        "setRectangle,Triangle,data.frame-method"
      ]
    },
    {
      "page": "setSeasonality-methods",
      "title": "Set seasonality on a monthly basis.",
      "topics": [
        "setSeasonality,ANY-method",
        "setSeasonality<-",
        "setSeasonality<-,Index,vector-method"
      ]
    },
    {
      "page": "setStartDate-methods",
      "title": "Set the start date for the claim simulation exercise",
      "topics": [
        "setStartDate,ANY-method",
        "setStartDate<-",
        "setStartDate<-,Index,Date-method"
      ]
    },
    {
      "page": "setTabulate-methods",
      "title": "Determine whether the index values are constructed from a constant rate or provided directly",
      "topics": [
        "setTabulate,ANY-method",
        "setTabulate<-",
        "setTabulate<-,Index,logical-method"
      ]
    },
    {
      "page": "setTrend-methods",
      "title": "Set the trend with an Index Object.",
      "topics": [
        "setTrend,ANY-method",
        "setTrend<-",
        "setTrend<-,FitDist,Index-method"
      ]
    },
    {
      "page": "setTrialDist-methods",
      "title": "Distribution fitting and testing.",
      "topics": [
        "setTrialDist,ANY-method",
        "setTrialDist<-",
        "setTrialDist<-,FitDist,Distribution-method"
      ]
    },
    {
      "page": "setTrialDistErr-methods",
      "title": "Distribution fitting and testing. Same as setTrialDist except for error tolerance.",
      "topics": [
        "setTrialDistErr,ANY-method",
        "setTrialDistErr<-",
        "setTrialDistErr<-,FitDist,Distribution-method"
      ]
    },
    {
      "page": "setTruncated-methods",
      "title": "Set the indicator of truncated distribution.",
      "topics": [
        "setTruncated,ANY-method",
        "setTruncated<-",
        "setTruncated<-,Distribution,logical-method"
      ]
    },
    {
      "page": "setUpperKeep-methods",
      "title": "Set up the upper triangle for non-simulated data.",
      "topics": [
        "setUpperKeep",
        "setUpperKeep,ANY-method",
        "setUpperKeep,Triangle,data.frame-method"
      ]
    },
    {
      "page": "setUpperTriangle-methods",
      "title": "Set up the upper triangle based on claim data.",
      "topics": [
        "setUpperTriangle",
        "setUpperTriangle,ANY-method",
        "setUpperTriangle,Triangle,data.frame-method"
      ]
    },
    {
      "page": "setVolList-methods",
      "title": "Set the year-to-year loss development factor volatility.",
      "topics": [
        "setVolList,ANY-method",
        "setVolList<-",
        "setVolList<-,DevFac,vector-method"
      ]
    },
    {
      "page": "setXname-methods",
      "title": "Set additional explanatory variable names.",
      "topics": [
        "setXname,ANY-method",
        "setXname<-",
        "setXname<-,DevFac,vector-method"
      ]
    },
    {
      "page": "setYearlyIndex-methods",
      "title": "Set yearly index values.",
      "topics": [
        "setYearlyIndex,ANY-method",
        "setYearlyIndex<-",
        "setYearlyIndex<-,Index,vector-method"
      ]
    },
    {
      "page": "shiftIndex-methods",
      "title": "Shift monthly index with a new start date and replace the unknown index value with zero.",
      "topics": [
        "shiftIndex",
        "shiftIndex,ANY-method",
        "shiftIndex,Index-method"
      ]
    },
    {
      "page": "simP0",
      "title": "Simulate whether claims will have zero payment.",
      "topics": [
        "simP0"
      ]
    },
    {
      "page": "simReport-methods",
      "title": "Generate claim simulation result report in html",
      "topics": [
        "simReport",
        "simReport,ANY-method",
        "simReport,Simulation,data.frame-method"
      ]
    },
    {
      "page": "simSummary-methods",
      "title": "Claim simulation result summary",
      "topics": [
        "simSummary",
        "simSummary,ANY-method",
        "simSummary,Simulation,data.frame-method"
      ]
    },
    {
      "page": "simTriangle-methods",
      "title": "Claim simulation result triangles",
      "topics": [
        "simTriangle",
        "simTriangle,ANY-method",
        "simTriangle,Simulation,data.frame,data.frame-method"
      ]
    },
    {
      "page": "Simulation-class",
      "title": "An S4 class to represent a simulation task.",
      "topics": [
        "Simulation-class"
      ]
    },
    {
      "page": "TEKurt-methods",
      "title": "Calculate Theoretical Excessive Kurtosis of distribution. min and max are not applied",
      "topics": [
        "TEKurt",
        "TEKurt,ANY-method",
        "TEKurt,Beta-method",
        "TEKurt,Exponential-method",
        "TEKurt,Gamma-method",
        "TEKurt,Geometric-method",
        "TEKurt,Lognormal-method",
        "TEKurt,NegativeBinomial-method",
        "TEKurt,Normal-method",
        "TEKurt,Pareto-method",
        "TEKurt,Poisson-method",
        "TEKurt,Uniform-method",
        "TEKurt,Weibull-method"
      ]
    },
    {
      "page": "TMean-methods",
      "title": "Calculate Theoretical Mean of distribution. min and max are not applied",
      "topics": [
        "TMean",
        "TMean,ANY-method",
        "TMean,Beta-method",
        "TMean,Exponential-method",
        "TMean,Gamma-method",
        "TMean,Geometric-method",
        "TMean,Lognormal-method",
        "TMean,NegativeBinomial-method",
        "TMean,Normal-method",
        "TMean,Pareto-method",
        "TMean,Poisson-method",
        "TMean,Uniform-method",
        "TMean,Weibull-method"
      ]
    },
    {
      "page": "toDate",
      "title": "Convert US date mm/dd/yyyy to yyyy-mm-dd format",
      "topics": [
        "toDate"
      ]
    },
    {
      "page": "Triangle-class",
      "title": "An S4 class to represent a triangle or rectangle object.",
      "topics": [
        "Triangle-class"
      ]
    },
    {
      "page": "truncate",
      "title": "Truncate a numeric vector",
      "topics": [
        "truncate"
      ]
    },
    {
      "page": "TSD-methods",
      "title": "Calculate Theoretical Standard Deviation of distribution. min and max are not applied",
      "topics": [
        "TSD",
        "TSD,ANY-method",
        "TSD,Beta-method",
        "TSD,Exponential-method",
        "TSD,Gamma-method",
        "TSD,Geometric-method",
        "TSD,Lognormal-method",
        "TSD,NegativeBinomial-method",
        "TSD,Normal-method",
        "TSD,Pareto-method",
        "TSD,Poisson-method",
        "TSD,Uniform-method",
        "TSD,Weibull-method"
      ]
    },
    {
      "page": "TSkewness-methods",
      "title": "Calculate Theoretical Skewness of distribution. min and max are not applied",
      "topics": [
        "TSkewness",
        "TSkewness,ANY-method",
        "TSkewness,Beta-method",
        "TSkewness,Exponential-method",
        "TSkewness,Gamma-method",
        "TSkewness,Geometric-method",
        "TSkewness,Lognormal-method",
        "TSkewness,NegativeBinomial-method",
        "TSkewness,Normal-method",
        "TSkewness,Pareto-method",
        "TSkewness,Poisson-method",
        "TSkewness,Uniform-method",
        "TSkewness,Weibull-method"
      ]
    },
    {
      "page": "ultiDevFac",
      "title": "Calculate ultimate development factor based on current development year, a mean development factor schedule and its volatility. It is used to simulate the ultimate loss for open claims.",
      "topics": [
        "ultiDevFac"
      ]
    }
  ],
  "_rundeps": [
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    "cluster",
    "colorspace",
    "copula",
    "fitdistrplus",
    "gsl",
    "lattice",
    "MASS",
    "Matrix",
    "moments",
    "mvtnorm",
    "numDeriv",
    "pcaPP",
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    "R2HTML",
    "rlang",
    "scatterplot3d",
    "stabledist",
    "survival"
  ],
  "_vignettes": [
    {
      "source": "cascsim.Rmd",
      "filename": "cascsim.html",
      "title": "cascsim",
      "author": "The Author",
      "engine": "knitr::rmarkdown",
      "headings": [],
      "created": "2019-06-04 10:40:06",
      "modified": "2020-01-13 08:20:13",
      "commits": 2
    }
  ],
  "_score": 3.037426497940624,
  "_indexed": true,
  "_nocasepkg": "cascsim",
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