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Variant of create_chl_coefs_weighted() that uses trg_weight[, j] instead of trg_weight[, j - 1], i.e. the weight evaluated at the developed (forward-looking) column.

Usage

create_chl_coefs_weighted_future(cum_trg, trg_weight, chl_length = "full")

Arguments

cum_trg

Cumulative triangle.

trg_weight

Weight matrix of the same shape as cum_trg.

chl_length

As in create_chl_coefs().

Value

A data.frame analogous to the output of create_chl_coefs().