Set seed for IBNR triangles and test for it

mages · Jan 9, 2023 · 5cd0dd4 · 5cd0dd4
1 parent 3cd018f
commit 5cd0dd4
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Showing 2 changed files with 8 additions and 3 deletions.
diff --git a/R/BootstrapReserve.R b/R/BootstrapReserve.R
@@ -81,10 +81,14 @@ BootChainLadder <- function(Triangle, R = 999,
   simExp <- getIncremental(getExpected(simUlts, 1/simUltDFs))
   simExp[!is.na(simClaims)] <- NA
   processTriangle <-array(NA,c(n,n,R))
-
+  if(!is.null(seed)){
+    set.seed(seed)
+  }
   if(process.distr=="gamma")
     processTriangle[!is.na(simExp)] <- sign(simExp[!is.na(simExp)])*rgamma(length(simExp[!is.na(simExp)]), shape=abs(simExp[!is.na(simExp)]/scale.phi), scale=scale.phi)
-
+  if(!is.null(seed)){
+    set.seed(seed)
+  }
   if(process.distr=="od.pois")
     processTriangle <-  apply(simExp,c(1,2,3), function(x)
       ifelse(is.na(x), NA, sign(x)*rpois.od(1, abs(x), scale.phi)))

diff --git a/inst/unitTests/runit.BootChainLadder.R b/inst/unitTests/runit.BootChainLadder.R
@@ -8,5 +8,6 @@ test.seed.BootChainLadder <- function() {
   # Test that print(x) returns x; see ?print
   B1 <- BootChainLadder(RAA, R = 10, seed = 123) 
   B2 <- BootChainLadder(RAA, R = 100, seed = 123) 
-  checkEquals(B1$simClaims[,,1], B2$simClaims[,,1])
+  checkEquals(B1$IBNR.Triangles[,,1], B2$IBNR.Triangles[,,1])
+  checkEquals(B1$IBNR.Triangles[,,1], B2$IBNR.Triangles[,,1])
 }