Filter and fill age-to-age factors for projection — .filter_ata • lossratio

Internal helper that produces a f_selected column by applying two steps:

Filter — when use_maturity = TRUE, development links that precede the maturity point are excluded (f_selected set to NA).
Fill — NA values in f_selected are forward-filled using LOCF, so that every link used in projection has a finite factor.

Usage

.filter_ata(
  ata_summary,
  maturity = NULL,
  use_maturity = FALSE,
  grp_var = character(0),
  na_method = c("locf", "none")
)

Arguments

ata_summary: A data.table of class "ATASummary" from summary.ATA().
maturity: A data.table from find_ata_maturity(), or NULL when use_maturity = FALSE.
use_maturity: Logical; if TRUE, apply the maturity filter. When FALSE, maturity is ignored entirely.
grp_var: Character vector of grouping variable names.
na_method: One of "locf" or "none".

Value

A data.table with selected and f_selected columns added.