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Apply regime-change (cohort) filter to a triangle-shaped data.table

Source: R/utils.R
dot-apply_regime_filter.Rd

Drops rows where cohort < change_date. Optionally restrict the filter to rows with dev < dev_split (the ED region of an SA fit); rows with dev >= dev_split (CL region) are kept regardless of cohort.

Supports both scalar dispatch (single change date applied to every row) and per-group dispatch (different change date per group, broadcast via left-join). The mode is auto-selected from regime and groups: a multi-group Regime whose $groups intersect groups triggers the per-group path. Groups in dt that have no matching change date (NA after the left-join) are kept unfiltered.

Usage

.apply_regime_filter(
  dt,
  regime,
  groups = character(0),
  cohort,
  dev,
  dev_split = NULL
)

Arguments

dt

A data.table.

regime

The cohort cutoff. Accepts:

  • NULL – no filter (return copy of dt unchanged).

  • A single Date or character (coercible to Date).

  • A Date/character vector – uses the latest (max) date.

  • A single-group Regime object – extracts the latest from $changes.

  • A multi-group Regime object – dispatches per group on the intersection of Regime$groups and groups.

groups

Character vector of group columns (may be empty).

cohort

Single column name for the cohort variable.

dev

Single column name for the development variable.

dev_split

Optional numeric scalar – the maturity target dev (= ata_to, equivalently the first CL-region dev). When supplied, the cohort filter is only applied to rows where dev < dev_split (ED region); rows with dev >= dev_split (CL region) are kept regardless of cohort.

Value

A filtered copy of dt (class preserved).