Add expert-based relativities to a refinement workflow — add

Adds a relativities step to a rating_refinement object.

Usage

add_relativities(
  model,
  model_variable,
  split_variable,
  relativities,
  exposure,
  normalize = TRUE
)

Arguments

model: Object of class rating_refinement, usually created with prepare_refinement().
model_variable: Character string. Existing variable in the GLM. Levels of this variable can be split into more detailed groups.
split_variable: Character string. More granular portfolio variable that defines the split groups.
relativities: Named list of data.frames, usually created with relativities_list() and split_level().
exposure: Character string. Exposure column.
normalize: Logical.

Value

Object of class rating_refinement.

Details

add_relativities() is only available within the new refinement workflow and should be used in combination with prepare_refinement() and refit().