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actxps 1.5.0

  • expose_split() bug fixes:

    • expose_split() was updated to respect the values of start_date and end_date originally passed to the expose() function.
    • Future policy anniversary dates falling on February 29th leap days are now consistent with expose()
    • New tests were added to verify that the sum of policy year exposures (exposure_pol) after calling expose_split() match exposures produced by expose_py().
  • The expose() family of functions and add_transactions() now allow date columns to be passed as character vectors in YYYY-MM-DD format. Any character vectors are converted to dates behind-the-scenes, and any missing values will results in an error message.

  • To improve the speed of date calculations, lubridate was replaced with the clock package. Lubridate is no longer included in Imports.

  • Breaking change - The pol_interval() function is no longer exported. As part of the removal of lubridate, this function’s dur_length argument only accepts, “year”, “quarter”, “month”, or “week”.

  • Shiny app layout updates

  • Small vignette and documentation clean-ups

actxps 1.4.0

CRAN release: 2023-11-26

  • actxps now supports split exposures that divide calendar periods crossing policy anniversaries into pre-anniversary and post-anniversary records. The function expose_split() can convert any exposed_df object with calendar period exposures (yearly, quarterly, monthly, or weekly) into a split_exposed_df object. Split exposure data frames contain columns for exposures both on a calendar period and policy year basis.
  • exp_stats() and exp_shiny() now require clarification as to which exposure basis should be used when passed a split_exposed_df object.
  • All expose_df objects now contains a default_status attribute.
  • autotable() functions now contain the arguments decimals_amt and suffix_amt. The former allows one to specify the number of decimals appearing after amount columns. The latter is used to automatically scale large numbers into by thousands, millions, billions, or trillions.
  • Corrected an error in the calculation of the standard deviations of claims when exp_stats() is passed a weighting variable.
  • Added a summary() method for exposed_df objects that calls exp_stats().
  • The assumed default status in expose() functions was changed from the first observed status to the most common status.
  • The functions as_exp_df() and as_trx_df() were added to convert pre-aggregated experience studies to the exp_df and trx_df formats, respectively.
  • agg_sim_dat - a new simulated data set of pre-aggregated experience was added for testing as_exp_df() and as_trx_df().
  • is_exp_df() and as_trx_df() were added to test for the exp_df and trx_df classes.

actxps 1.3.0

CRAN release: 2023-09-15

  • A new conf_int argument was added to exp_stats() that creates confidence intervals around observed termination rates, credibility-weighted termination rates, and any actual-to-expected ratios.

  • Similarly, conf_int was added to trx_stats() to create confidence intervals around utilization rates and any “percentage of” output columns. A conf_level argument was also added to this function.

  • autoplot.exp_df() and autoplot.trx_df() now have a conf_int_bars argument that plots confidence intervals (if available) as error bars for the selected y-variable

  • autoplot.exp_df() and autoplot.trx_df() can now create scatter plots if “points” is passed to the geoms argument.

  • The second y-axis in the autoplot() methods was updated to use an area geometry instead of bars for discrete x-axis variables. In addition, when a log-10 y-scale is used, areas will always be positive quantities. Previously, it was observed that areas were drawn as negative values for y-values on the main scale less than 1.

  • autotable.exp_df() and autotable.trx_df() were updated to format intervals.

  • exp_shiny() updates

    • The layout and theme were updated in to align with changes made in shiny 1.7.5 and bslib 0.5.1
    • The function now includes the ability to customize the Bootstrap theme
    • Plots can now be re-sized and viewed in full screen mode
    • Tables contain new customization options and can be viewed in full screen mode
    • Tables and plots can be exported
    • Both the plots and tables optionally include confidence intervals
    • Tooltips were added throughout to explain the UI
    • A play / pause button was added to suspend interactivity on demand
    • A description of filters was added to the sidebar
  • Breaking change - The confidence level argument cred_p was renamed to conf_level. This change was made because the confidence level is no longer strictly used for credibility calculations. This change impacts the functions exp_stats() and exp_shiny().

actxps 1.2.0

CRAN release: 2023-08-09

  • autoplot.exp_df() and autoplot.trx_df() now include new options for adding a second y-axis and plotting results on a log-10 scale. The second y-axis defaults to plotting exposures using an area geometry.
  • New plotting functions were added to create common experience analysis plots that were not simple to create using autoplot() methods. These include plot_termination_rates() and plot_actual_to_expected() for termination studies and plot_utilization_rates() for transaction studies
  • The exp_shiny() function received a handful of updates to accommodate new plotting functions and options. A small performance improvement was added in filtering logic as well. New options include a title input, credibility options taken from exp_stats(),
  • A new vignette was added on data visualization.
  • The miscellaneous vignette was updated to include examples for add_predictions() and step_expose().
  • Examples were added to autoplot() and autotable() methods
  • Help documentation was added for the package itself (?actxps)

actxps 1.1.0

CRAN release: 2023-05-07

  • New add_predictions() function that attaches one or more columns of model predictions to an exposed_df object or any other data frame.
  • Small updates to add_transactions() and autotable() functions for compatibility with the dplyr 1.1.1 and gt 0.9.0.

actxps 1.0.1

CRAN release: 2023-04-11

  • Minor patch to a single test for compatibility with a future release of the recipes package.
  • Various small documentation typo fixes

actxps 1.0.0

CRAN release: 2023-03-04

The actxps package now contains support for transaction studies.

  • The add_transactions() function adds transactions to exposed_df objects.
  • The trx_stats() function summarizes transaction results and returns a trx_df object.
  • New transaction summary (trx_df) S3 methods were added for for autoplot() and autotable().
  • The exp_shiny() function was updated to support transaction studies.
  • New sample data sets were added with transactions (withdrawals) and sample policy values (account_vals). These are meant to be paired with census_dat.
  • Added vignette("transactions").

Other changes

actxps 0.2.1

CRAN release: 2023-02-11

expose() functions now include a new column for period end dates.

Fixed issues with expose() dropping records:

  • Handling of leap days / years
  • Correction to date addition to always rollback dates to the last day of the month.

Fixed 2 R CMD check problems.

actxps 0.2.0

CRAN release: 2022-08-31

First version submitted to CRAN.

Added exp_shiny() function.

actxps 0.1.0

Added step_expose() recipe step function.

actxps 0.0.9000

First developmental version