vitopack is a small toolbox of utilities that grew out of day-to-day non-life actuarial work at Com-PASS Advisory s.r.o. It collects:
- Builders and transformations for chain-ladder development triangles (cumulative, decumulative, run-off, development factors with optional weighting, annual aggregation, plotly visualisation).
- Helpers that turn long policy data into per-period exposure columns (
create_policy_exposure_columns_m(),create_policy_exposure_days_columns()). - Czech birth-number (rodné číslo) parsers.
- Smooth RGB rainbow palette generators tuned for stacked bars.
- Convenience I/O wrappers for multi-sheet
.xlsxand.xlsbfiles.
Installation
The development version from GitHub:
# install.packages("pak")
pak::pak("Com-PASS-OV/vitopack")Once on CRAN:
install.packages("vitopack")Quick example
library(vitopack)
# Long-form claims data → triangle
df <- data.frame(
origin = c(1, 1, 1, 2, 2, 3),
dev = c(0, 1, 2, 0, 1, 0),
paid = c(10, 5, 2, 20, 7, 15)
)
trg <- create_triangle(df, row_num = "origin", col_num = "dev", value = "paid")
cum <- create_cumulative_triangle(trg)
create_chl_coefs(cum, chl_length = c("full", 2))
# Czech birth number → date
rc_to_birth_day("900615/1234") # 1990-06-15
# Smooth color palette
palette <- get_colors_duo(rgb_colors_for_plot(), 12)