Change the grain of a triangle

Coarsens the origin and development periods, as chainladder-python's grain(). Both new grains must be multiples of the current ones, and the development grain must divide the origin grain. Valuations are kept every development period back from the triangle's valuation, so a partial latest period keeps its exact latest diagonal.

Usage

grain(x, origin_grain, development_grain = origin_grain)

Arguments

x

A triangle.

origin_grain

The new origin grain: "M", "Q", "S" or "Y".

development_grain

The new development grain, by default the same as origin_grain.

Value

A triangle.

Examples

long <- data.frame(
  origin = as.Date(c("2020-01-01", "2020-01-01", "2020-04-01")),
  age = c(3, 6, 3), paid = c(10, 20, 10)
)
q <- triangle(long, "origin", "age", "paid", origin_grain = "Q", development_grain = "Q")
grain(q, "Y", "Q")@values[1, 1, , ]
#>  3  6 
#> 10 30 
grain(q, "Y")@development
#> [1] 6