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The goal of eltr is to help analysis of catastrophe model outputs.
You can install the version on Cran with:
install.packages("eltr")
You can install the development version from GitHub with:
# install.packages("devtools")
devtools::install_github("RandhirBilkhu/eltr")
This is a basic example which shows you how to solve a common problem:
library(eltr)
## load a rawelt file
raw_elt <- eltr::example_elt
raw_elt
#> id rate mean sdevi sdevc exp
#> 1: 1 0.10 500 500 200 100000
#> 2: 2 0.10 200 400 100 5000
#> 3: 3 0.20 300 200 400 40000
#> 4: 4 0.10 100 300 500 4000
#> 5: 5 0.20 500 100 200 2000
#> 6: 6 0.25 200 200 500 50000
#> 7: 7 0.01 1000 500 600 100000
#> 8: 8 0.12 250 300 100 5000
#> 9: 9 0.14 1000 500 200 6000
#> 10: 10 0.00 10000 1000 500 1000000
## paramterise elt
elt <- create_elt(raw_elt, ann_rate="rate", mu="mean", sdev_i = "sdevi" , sdev_c = "sdevc", expval = "exp")
## generate a YLT
ylt <- create_ylt(elt, sims=10 ,ann_rate = "rate" , event_id = "id", expval = "exp" , mu ="mean")
#> Warning in stats::rbeta(length(row_port), dt$alpha[row_port],
#> dt$beta[row_port]): NAs produced
ylt
#> Year Loss Event
#> 1: 1 1.735283e+03 8
#> 2: 1 2.100043e+00 8
#> 3: 2 0.000000e+00 None
#> 4: 3 7.703610e+01 5
#> 5: 4 1.000000e+02 4
#> 6: 4 3.327224e+02 8
#> 7: 5 0.000000e+00 None
#> 8: 6 4.105593e+01 6
#> 9: 6 4.615862e-10 6
#> 10: 7 7.318917e+02 5
#> 11: 7 5.438283e+03 6
#> 12: 7 1.207238e+01 1
#> 13: 7 4.462111e+00 8
#> 14: 7 5.294585e+02 9
#> 15: 8 1.156734e+02 6
#> 16: 8 7.081805e+00 3
#> 17: 8 1.000000e+02 4
#> 18: 9 1.188404e+03 9
#> 19: 10 0.000000e+00 None
### calculate AAL and OEP
ann <-ylt[ ,Loss :=sum(Loss) , by=Year]
ep <- create_oep_curve(ann , y= "Year", z="Loss")
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