The goal of eltr is to help analysis of catastrophe model outputs.
You can install the development version from GitHub with:
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")
ylt
#> Year Loss Event
#> 1: 1 0.000000e+00 None
#> 2: 2 2.963659e+02 5
#> 3: 3 4.353146e-09 6
#> 4: 4 3.086963e+02 8
#> 5: 4 3.337206e+02 3
#> 6: 4 1.429257e-03 2
#> 7: 5 0.000000e+00 None
#> 8: 6 5.525234e+00 3
#> 9: 6 4.838321e+00 8
#> 10: 6 8.642469e+02 7
#> 11: 7 4.338468e+02 3
#> 12: 7 1.357392e+03 2
#> 13: 7 1.317510e+02 1
#> 14: 8 1.204985e+03 5
#> 15: 8 4.033199e+02 8
#> 16: 9 6.361959e-02 6
#> 17: 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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