CDFPlot                 Plotting the CDF of data and fitted
                        distribution
ChiSqrTest              Chi-Squared Test
ClaimType-class         An S4 class to represent a claim type.
CopulaObj-class         An S4 class to represent a copula object to
                        model the correlation.
Density                 Density function.
DevFac-class            An S4 class to represent a loss development
                        schedule.
Distribution-class      An S4 class to represent a distribution, either
                        parametric or non-parametric.
FitDist-class           An S4 class to represent distribution fitting.
Index-class             An S4 class to represent a time index for
                        frequency or severity distribution.
KSTest                  K-S Test
PDFPlot                 Plotting the PDF of data and fitted
                        distribution
PPPlot                  P-P Plot of data and fitted distribution
Probability             Probability function.
QQPlot                  Q-Q Plot of data and fitted distribution
Quantile                Quantile function.
Simulation-class        An S4 class to represent a simulation task.
TEKurt                  Calculate Theoretical Excessive Kurtosis of
                        distribution. min and max are not applied
TMean                   Calculate Theoretical Mean of distribution. min
                        and max are not applied
TSD                     Calculate Theoretical Standard Deviation of
                        distribution. min and max are not applied
TSkewness               Calculate Theoretical Skewness of distribution.
                        min and max are not applied
Triangle-class          An S4 class to represent a triangle or
                        rectangle object.
claimFitting            Claim data fitting analysis at line/type/status
                        level
claimSample             Claim simulation at line/type/status level
claimSimulation         Claim simulation at line/type/status level
claimdata               Sample Claim Data
copulaDataPlot          Experience data plotting.
copulaFit               Copula fitting
copulaFitPlot           Visualization Copula fitting
copulaPlot              Copula plotting. Only for 2 or 3 variables
copulaSample            Copula sampling. It will generate correlated
                        variables or percentiles when marginal
                        distributions are not specified.
doPlot                  Plot function.
doSample                Sampling from the distribution.
dtbeta                  Density function of Truncated Beta Distribution
dtempirical             Density function of truncated empirical
                        distribution
dtexp                   Density function of Truncated Exponential
                        Distribution
dtgamma                 Density function of Truncated Gamma
                        Distribution
dtgeom                  Density function of Truncated Geometric
                        Distribution
dtlnorm                 Density function of Truncated Lognormal
                        Distribution
dtnbinom                Density function of Truncated Negative Binomial
                        Distribution
dtnorm                  Density function of Truncated Normal
                        Distribution
dtpareto                Density function of Truncated Pareto
                        Distribution
dtpois                  Density function of Truncated Poisson
                        Distribution
dtweibull               Density function of Truncated Weibull
                        Distribution
expectZeros             Get the expected P0 based on settlement/close
                        year.
fitPlot                 Compare the raw data and fitted distribution on
                        density, CDF, Q-Q plot and P-P plot
getCopula               Get the R copula object.
getIndex                Retrieve index value based on dates.
getObservation          Get input data from an object.
getTrend                Get the trend index.
mpareto                 Moment function of Pareto Distribution (PDF:
                        alpha*xm^alpha/x^(alpha+1))
nloglik                 Negative Loglikelihood.
observationPlot         Plotting the data for distribution fitting
pempirical              Cumulative probability function of empirical
                        distribution using linear interpolation
plotText                Plot text content
rreopen                 Simulate whether closed claims will be reopened
                        or not.
sampleKurtosis          Calculate the excess kurtosis of 10000 sampled
                        values from the distribution.
sampleMean              Calculate the mean of 100000 sampled values
                        from the distribution.
sampleSd                Calculate the standard deviation of 10000
                        sampled values from the distribution.
sampleSkew              Calculate the skewness of 10000 sampled values
                        from the distribution.
setAnnualizedRate<-     Set the annualized level rate to construct the
                        index. Only used when tabulate == FALSE.
setCopulaParam<-        Set copula parameters.
setCopulaType<-         Set copula type.
setDevFac               Set up an IBNER loss development schedule.
setDf<-                 Set the degree of freedom for t Copula.
setDimension<-          Set the dimension of the copula.
setDispstr<-            Set parameter matrix format of Elliptical
                        copula.
setEmpirical<-          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.
setFacModel<-           Determine whether the development factor is
                        determined by a predictive model or a fixed
                        schedule by development year
setFitdata              Preparing the input data (observation) for
                        distribution fitting, including detrending,
                        translating occurrence dates to frequency data,
                        etc.
setFittedDist<-         Directly set the fitted distribution without
                        fitting it to the data.
setFun<-                Set the model format/link function
                        (identity/inverse/log/exponential). Only used
                        when FacModel == TRUE.
setID<-                 setID Set the ID for an object
setIndex                Set up a time index for frequency or severity.
setMarginal<-           Set the marginal distributions of the copula.
setMeanList<-           Set the year-to-year loss development factor.
setMin                  Set the minimum of the distribution. For
                        example, the distribution of settlement lag for
                        open claims
setMonthlyIndex<-       Set monthly index values.
setObservation<-        Input the raw data.
setParams<-             Set distribution parameters.
setParas<-              Set the values of model parameters.
setRange<-              Set the min and max of the variable.
setRectangle            Set up the rectangle based on simulated data.
setSeasonality<-        Set seasonality on a monthly basis.
setStartDate<-          Set the start date for the claim simulation
                        exercise
setTabulate<-           Determine whether the index values are
                        constructed from a constant rate or provided
                        directly
setTrend<-              Set the trend with an Index Object.
setTrialDist<-          Distribution fitting and testing.
setTrialDistErr<-       Distribution fitting and testing. Same as
                        setTrialDist except for error tolerance.
setTruncated<-          Set the indicator of truncated distribution.
setUpperKeep            Set up the upper triangle for non-simulated
                        data.
setUpperTriangle        Set up the upper triangle based on claim data.
setVolList<-            Set the year-to-year loss development factor
                        volatility.
setXname<-              Set additional explanatory variable names.
setYearlyIndex<-        Set yearly index values.
setfitmethod<-          Set distribution fitting method.
setfreq<-               Set the data frequency.
setidate<-              Set whether occurrence dates will be used for
                        frequency data.
setifreq<-              Set the data type: frequency or severity/time
                        lag.
setprobs<-              Set the percentiles to be matched. Only used
                        when qme is chosen for fitting method.
shiftIndex              Shift monthly index with a new start date and
                        replace the unknown index value with zero.
simP0                   Simulate whether claims will have zero payment.
simReport               Generate claim simulation result report in html
simSummary              Claim simulation result summary
simTriangle             Claim simulation result triangles
toDate                  Convert US date mm/dd/yyyy to yyyy-mm-dd format
truncate                Truncate a numeric vector
ultiDevFac              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.
