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Changelog

Source: NEWS.md

insurancerating (development version)

Fisher-Jenks classification (fisher_classify() / fisher())

  • fisher_classify() and fisher() are deprecated as of 0.8.0 because Fisher-Jenks classification is a general-purpose grouping method and is not directly linked to the insurance rating workflow.
  • classInt moved from Imports to Suggests.

Tariff class construction (construct_tariff_classes())

  • construct_tariff_classes() now returns objects with primary class "tariff_classes" while retaining "constructtariffclasses" for backwards compatibility.
  • Added clearer control arguments: complexity, max_iterations, and population_size. The previous alpha, niterations, and ntrees arguments remain supported with lifecycle warnings.
  • Fixed split extraction for decimal-valued risk factors.
  • autoplot(..., conf_int = TRUE) now recognizes the confidence interval columns produced by riskfactor_gam().
  • Class construction failures now produce explicit errors instead of silently returning a single broad interval.

Risk factor GAMs (riskfactor_gam() / fit_gam())

  • riskfactor_gam() now returns objects with primary class "riskfactor_gam" while retaining "fitgam" for backwards compatibility.
  • model = "pure_premium" replaces model = "burning" as the preferred API. The old "burning" value remains supported with a lifecycle warning.
  • Improved validation for model-specific required inputs, especially severity amount and pure premium pure_premium.
  • Documentation now correctly describes severity and pure premium models as Gamma GAMs with log link.

Prediction helpers (add_prediction())

  • Added predictions, prefix, confidence, and interval_names as clearer naming and interval arguments.
  • var and conf_int are deprecated in favour of predictions and confidence.
  • Confidence interval columns now use _lower and _upper suffixes by default.
  • Added validation for alpha, confidence settings, duplicate output names, and name collisions with existing data columns.

Bootstrap model performance (bootstrap_performance())

  • bootstrap_performance() now has an explicit metric = "rmse" argument.
  • Added sampling = c("bootstrap", "split") to distinguish bootstrap out-of-bag evaluation from train/test split sampling.
  • Added validation for n, frac, metric, sampling, show_progress, rmse_model, and empty data.
  • Character and factor rating variables are handled more robustly across resamples so prediction does not fail when a level is absent from an initial training draw.
  • Deprecated bootstrap_rmse() objects now also retain class "bootstrap_rmse" for backward compatibility.

Factor analysis (factor_analysis() / univariate())

  • factor_analysis() now returns objects with primary class "factor_analysis" while retaining "univariate" for backwards compatibility.
  • Added clear validation for metric columns and by variables.
  • Metrics with zero denominators now return NA instead of Inf or NaN.
  • Added autoplot.factor_analysis() while keeping autoplot.univariate() as a compatibility method.
  • autoplot() now fails clearly when multiple by variables are supplied.

Outlier histograms (outlier_histogram() / histbin())

  • Added clear validation for inputs, bin counts, cutoffs, colors, and numeric data requirements.
  • Constant and all-missing variables now fail early instead of producing invalid histogram bin widths.
  • Removed unused rlang imports from the documentation.
  • Deprecated histbin() now supports old NSE input, direct character input, and character column-name variables.

Model data extraction (extract_model_data() / model_data())

  • extract_model_data() is now the primary API to retrieve cleaned model data from glm, refitsmooth, and refitrestricted objects.
  • model_data() is deprecated as of 0.9.0 and now emits a lifecycle warning; it remains as a wrapper.
  • rating_grid() now uses base R internally and always returns a regular data.frame.
  • Fixed plain GLM metadata extraction so rating_grid(glm) groups by model terms instead of unrelated original data columns.
  • Fixed exposure_by output names so split exposure columns use the exposure column name, for example exposure_2020.
  • Refinement metadata is joined by the related original factor column instead of being cross-joined onto every rating-grid row.

update_smoothing()

  • Introduces a dedicated helper to update existing smoothing specifications without refitting the full model from scratch.
  • Enables faster, more transparent iteration when fine-tuning smoothing curves.

Rating table output (rating_table() / rating_factors*())

Histogram functions (outlier_histogram() / histbin())

  • Added outlier_histogram() as the new name for histograms with outlier bins.
  • histbin() is deprecated as of 0.8.0 and now warns; it remains as a wrapper.
  • The x argument must now be provided as a string (standard evaluation).
  • No functional changes to binning or outlier handling.

Breaking changes

  • The function fit_gam() has been deprecated and replaced by riskfactor_gam().

    • fit_gam() used non-standard evaluation (NSE), allowing unquoted column names.

    • riskfactor_gam() now uses standard evaluation (SE), requiring column names as character strings.
      Example migration:

      # old (NSE, deprecated)
fit_gam(df, nclaims = nclaims, x = age_policyholder, exposure = exposure)

# new (SE)
riskfactor_gam(df, nclaims = "nclaims", x = "age_policyholder", exposure = "exposure")

    • The NSE wrapper fit_gam() is still available but will show a deprecation warning and will be removed in a future release.

  • The function univariate() has been deprecated and replaced by factor_analysis().

    • univariate() used non-standard evaluation (NSE), allowing unquoted column names.

    • factor_analysis() now uses standard evaluation (SE), requiring column names as character strings. Example migration:

      # old (NSE, deprecated)
univariate(df, x = area, severity = amount, nclaims = nclaims, exposure = exposure)

# new (SE)
factor_analysis(df, x = "area", severity = "amount",
                nclaims = "nclaims", exposure = "exposure")

    • The NSE wrapper univariate() is still available but will show a deprecation warning and will be removed in a future release.

Minor changes

insurancerating 0.7.5

CRAN release: 2024-10-09

  • rating_factors() now always returns correct output when column with exposure in data is not named exposure
  • intercept_only in update_glm() is added to apply the manual changes and refit the intercept, ensuring that the changes have no impact on the other variables.
  • smoothing in smooth_coef() is added to choose smoothing specification
  • The README has been revised

insurancerating 0.7.4

CRAN release: 2024-05-20

  • bootstrap_rmse() now uses after_stat(density) instead of the deprecated dot-dot notation
  • custom_theme in autoplot.univariate() is added to customize the theme

insurancerating 0.7.3

CRAN release: 2024-05-09

  • autoplot.univariate() now generates a plot even when there are missing values in the rows
  • rating_factors() now always returns the correct coefficients when used on a ‘refitsmooth’ or ‘refitrestricted’ class of GLM.

insurancerating 0.7.2

CRAN release: 2022-12-20

insurancerating 0.7.1

CRAN release: 2022-09-06

  • rotate_angle in autoplot.univariate() is added to rotate x-labels
  • univariate() now accepts external vectors for x; vec_ext() must be used

insurancerating 0.7.0

CRAN release: 2022-07-08

  • smooth_coef() now gives correct results for intervals with scientific notation
  • reduce() now returns no errors anymore for columns with dates in POSIXt format

insurancerating 0.6.9

CRAN release: 2021-12-11

insurancerating 0.6.8

CRAN release: 2021-11-10

  • show_total in autoplot.univariate() is added to add line for total of groups in case by is used in univariate(); total_color can be used to change the color of the line, and total_name is added to change the name of the legend for the line
  • rating_factors() now accepts GLMs with an intercept only
  • fit_truncated_dist() is added to fit the original distribution (gamma, lognormal) from truncated severity data
  • join_to_nearest() now returns NA in case NA is used as input

insurancerating 0.6.7

CRAN release: 2021-07-28

  • smooth_coef() now returns an error message when intervals are not obtained by cut()
  • get_data() is added to return the data used in refit_glm()

insurancerating 0.6.6

CRAN release: 2021-05-19

  • summary.reduce() now gives correct aggregation for periods “months” and “quarters”
  • rows_per_date() is added to determine active portfolio for a certain date

insurancerating 0.6.5

CRAN release: 2021-03-22

insurancerating 0.6.4

CRAN release: 2021-01-12

  • In summary.reduce(), name can be used to change the name of the new column in the output.
  • Dataset MTPL now contains extra columns for power, bm, and zip.
  • Some functions in insight are renamed, therefore insight::format_table() is replaced with insight::export_table().

insurancerating 0.6.3

CRAN release: 2020-10-28

  • fit_gam() for pure premium is now using average premium for each x calculated as sum(pure_premium * exposure) / sum(exposure) instead of sum(pure_premium) / sum(exposure) (#2).
  • histbin() is added to create histograms with outliers
  • reduce now returns a data.frame as output

insurancerating 0.6.2

CRAN release: 2020-06-08

  • check_normality() is now depreciated; use check_residuals() instead to detect overall deviations from the expected distribution
  • rating_factors() now shows significance stars for p-values
  • period_to_months() arithmetic operations with dates are rewritten; much faster
  • univariate() now has argument by to determine summary statistics for different subgroups

insurancerating 0.6.1

CRAN release: 2020-04-29

insurancerating 0.6.0

CRAN release: 2020-04-10

insurancerating 0.5.2

CRAN release: 2020-03-30

  • autoplot.univ_all() now gives correct labels on the x-axis when ncol > 1.

insurancerating 0.5.1

CRAN release: 2020-03-29

  • A package website is added using pkgdown.
  • construct_tariff_classes() and fit_gam() now only returns tariff classes and fitted gam respectively; other items are stored as attributes.
  • univariate_frequency(), univariate_average_severity(), univariate_risk_premium(), univariate_loss_ratio(), univariate_average_premium(), univariate_exposure(), and univariate_all() are added to perform an univariate analysis on an insurance portfolio.
  • autoplot() creates the corresponding plots to the summary statistics calculated by univariate_*.

insurancerating 0.5.0

CRAN release: 2020-03-12

insurancerating 0.4.3

CRAN release: 2019-11-01

  • period_to_months() is added to split rows with a time period longer than one month to multiple rows with a time period of exactly one month each.

insurancerating 0.4.2

CRAN release: 2019-05-31