Chainladder

* Added back functionality to estimate the index parameter for the compound
Poisson model in 'glmReserve' (now depends on package cplm).
This works for both 'formula' and 'bootstrap'.

* Added methods 'resid' and plot for class 'glmReserve' (now depends on
ggplot2)

New Features

* New function PaidIncurredChain by Fabio Concina, based on the
2010 Merz & Wuthrich paper Paid-incurred chain claims reserving method

* plot.MackChainLadder and plot.BootChainLadder gained new argument
'which', allowing users to specify which sub-plot to display.
Thanks to Christophe Dutang for this suggestion.

Changes

* Updated NAMESPACE file to comply with new R CMD checks in R-3.3.0

* Removed package dependencies on grDevices and Hmisc

* Expanded package vignette with new paragraph on importing spreadsheet
data, a new section "Paid-Incurred Chain Model" and an added example for
a full claims development picture in the "One Year Claims Development
Result" section.

New Features

* New generic function CDR to estimate the one year claims development
result. S3 methods for the Mack and bootstrap model have been
added already:
- CDR.MackChainLadder to estimate the one year claims
development result of the Mack model without tail factor,
based on papers by Merz & Wuthrich (2008, 2014)
- CDR.BootChainLadder to estimate the one year claims
development result of the bootstrap model, using ideas and code
by Giuseppe Crupi.

* New function tweedieReserve to estimate reserves in a GLM framework,
including the one year claims development result.

* Package vignette has new chapter 'One Year Claims Development
Result'.

* New example data MW2008 and MW2014 form the Merz & Wuthrich (2008, 2014)
papers

Changes

* Source code development moved from Google Code to GitHub:
https://github.com/mages/ChainLadder

* as.data.frame.triangle now gives warning message when dev. period
is a character

* Alessandro Carrato, Giuseppe Crupi and Mario Wuthrich have been
added as authors, thanks to their major contribution to code and
documentation

* Christophe Dutang, Arnaud Lacoume and Arthur Charpentier have been
added as contributors, thanks to their feedback, guidance and
code contribution

User-visible changes

* 'MackChainLadder' has new argument 'alpha' as an additional
weighting parameter. As a result, the argument 'weights' is now
just that, weights should be between 0 and 1.
The argument 'alpha' describes the different chain ladder
age-to-age factors:
The default for alpha for all development periods is 1. See
Mack's 1999 paper:
alpha=1 gives the historical chain ladder age-to-age factors,
alpha=0 gives the straight average of the observed individual
development factors and
alpha=2 is the result of an ordinary regression with intercept 0.

* Basic 'chainladder' function now available using linear
models. See ?chainladder for more information.

* More examples for 'MackChainLadder' demonstrate how to apply the
MackChainLadder over several triangles in 'one-line'.

* 'as.data.frame.triangle' has new argument 'lob' (e.g. line of
business) which allows to set an additional label column in the
data frame output.

Bug fixes

* 'MackChainLadder': Latest position of incomplete triangles were
in some cases not returned correctly. Thanks to Ben Escoto for
reporting and providing a patch.

* 'MackChainLadder':
- Mack.S.E was not correctly calculated for non-standard chain
ladder age-to-age factors (e.g. straight averages or ordinary
regression through the origin) due the missing argument for 'alpha'.
- Chain ladder age-to-age factors were always applied to diagonal
elements to calculate forecasts, although data in sub-diagonal
triangle could exist. Many thanks to Przemyslaw Sloma for
reporting those issues.

New Features

* New triangle class with S3 methods for plot, print and conversion
from triangles to data.frames and vis versa

* New utility functions 'incr2cum' and 'cum2incr' to convert
incremental triangles into cumulative triangles and vis
versa. Thanks to Chritophe Dutang.
* New logical argument lattice for plot.MackChainLadder (and
plot.triangle), which allows to plot developments by origin period
in separate panels.

Bug fixes

* 'MunichChainLadder': tail factors were not accepted. Thanks to
Stefan Pohl for reporting this issue.

Bug fixes

* 'MackChainLadder': 'F.se'[ultimate] was calculated of the ultimate
column instead of the latest paid.