Add smoothing to a refinement workflow

Adds a smoothing step to a rating_refinement object.

smooth_coef() is deprecated as of version 0.9.0. Please use the refinement workflow instead:


prepare_refinement(model) |>
  add_smoothing(...) |>
  refit()

Usage

add_smoothing(
  model,
  model_variable = NULL,
  source_variable = NULL,
  degree = NULL,
  breaks = NULL,
  smoothing = "spline",
  k = NULL,
  weights = NULL,
  tariff_class = NULL,
  rating_variable = NULL,
  x_cut = NULL,
  x_org = NULL
)

smooth_coef(
  model,
  x_cut,
  x_org,
  degree = NULL,
  breaks = NULL,
  smoothing = "spline",
  k = NULL,
  weights = NULL
)

Arguments

model: Object of class rating_refinement, usually created with prepare_refinement().
model_variable: Character string. Existing grouped or binned variable in the GLM. This is the model term that will be replaced by a smoothed tariff factor.
source_variable: Character string. Original numeric portfolio variable underlying model_variable.
degree: Optional single whole number. Polynomial degree.
breaks: Numeric vector with the new tariff class boundaries.
smoothing: Character string with the smoothing method.
k: Optional single positive whole number. Number of basis functions for smoothing methods that use a basis dimension.
weights: Optional character string. Weights column, usually exposure.
tariff_class, rating_variable: Deprecated. Use model_variable and source_variable instead.
x_cut, x_org: Deprecated. Use model_variable and source_variable instead.

Value

Object of class rating_refinement.

Details

add_smoothing() is part of the new refinement workflow and is intended to be used in combination with prepare_refinement() and refit().

The legacy function smooth_coef() remains the only function that should be applied directly to a model object.

Usage

Arguments

Value

Details

See also