Recent-diagonal weights for a development triangle — get_recent

Returns a weight matrix that restricts a development triangle to its most recent recent calendar diagonals. Cells on or after the last recent diagonals retain their input values; earlier observed cells are set to 0. Cells that are NA in the input (not yet observed) are left as NA.

This is a standard construct for restricting chain-ladder estimation to recent calendar periods when older experience is considered less representative of current conditions (e.g. after a rate change or a claim-handling reform).

Usage

get_recent_weights(weights, recent)

Arguments

weights: A triangle-shaped numeric matrix, with origin periods as rows and development periods as columns. Unobserved future cells should be NA.
recent: Optional positive integer: the number of most recent calendar diagonals to keep. When missing or NULL, weights is returned unchanged.

Value

A numeric matrix of the same shape as weights.

Handling of NA cells

NA cells in the input (not yet observed) remain NA in the output. They are semantically distinct from the 0 cells produced by the recency filter, which represent observed values explicitly excluded from the current weighting scheme. Callers who want both to behave identically can post-process with w[is.na(w)] <- 0.

Examples

if (FALSE) { # \dontrun{
m <- ChainLadder::RAA
get_recent_weights(m)       # unchanged (no `recent` supplied)
get_recent_weights(m, 3)    # keep only the last 3 calendar diagonals
} # }