plotBananas.R

checkModelPlot <- function(x, data, delta, company_code, col=c(1,2),
                           main="Reported incurred loss development by accident year",
                           ylab="Loss ratio (%)", xlab="Development year",...){
  library(latticeExtra)
  my.settings <- list(
    strip.background=list(col="#CBDDE6"),
    par.main.text = list(font = 2, # make it bold
                         just = "left", 
                         x = grid::unit(5, "mm")),
    par.sub.text = list(font = 1, 
                        just = "left", 
                        x = grid::unit(5, "mm")))
  key <- list(rep=FALSE, columns=2,
              lines=list(col=col, 
                         type=c("p", "p", "l"), 
                         pch=c(19, 1, NA)),
              text=list(lab=c("Observation", "Hold out observation",
                              "Prediction")))
  xyplot(x, data, t=c("b", "b", "l"), pch=c(19, 1, NA), 
         col=col,
         layout=c(5,2),
         par.settings = my.settings ,
         par.strip.text = list(font = 2),
         key = key, 
         as.table=TRUE,
         scales=list(alternating=1),
         xlab=xlab, ylab=ylab, main=main,
         sub=paste("Data source: CAS Loss Reserving Database, ",
                   company_code), ...)
}
plotDevBananas <- function(x, data, 
                           xlab="Development year", 
                           ylab="$k", 
                           main="Model output",
                           ...){
  library(latticeExtra)
  key <- list(
    rep=FALSE, 
    lines=list(col=c("#00526D", "#00526D", "purple"), 
               type=c("p", "p", "l"), 
               pch=c(19, 1, NA)),
    text=list(lab=c("Observation", "Hold out observation", "Mean estimate")),
    rectangles = list(col=adjustcolor("yellow", alpha.f=0.5), border="grey"),
    text=list(lab="95% Prediction credible interval"))
  
  xyplot(x, data=data,as.table=TRUE,xlab=xlab, ylab=ylab, main=main,
         scales=list(alternating=1), layout=c(5,2), key=key,
         par.settings = list(strip.background=list(col="#CBDDE6")),
         par.strip.text = list(font = 2),
         panel=function(x, y){
           panel.abline(h=0, col="grey")
           n <- length(x)
           divisor <- 5
           cn <- c(1:(n/divisor))
           upper <- y[cn+n/divisor*0]
           lower <- y[cn+n/divisor*1]
           x <- x[cn]
           panel.polygon(c(x, rev(x)), c(upper, rev(lower)),
                         col = adjustcolor("yellow", alpha.f = 0.5), 
                         border = "grey")
           panel.lines(x, y[cn+n/divisor*2], col="purple")
           panel.points(x, y[cn+n/divisor*4], lwd=1, col="#00526D")
           panel.points(x, y[cn+n/divisor*3], lwd=1, pch=19, col="#00526D")
         }, ...)
}