chainladder 0.4.0

Enhancements:

• Added better datetime management when instantiating a triangle
• Added json serializers for Triangle as well as the estimators and Pipeline. These can be accessed with the to_json method and cl.read_json
• Added DevelopmentConstant estimator that takes LDF or CDF patterns as a dictionary instead of calculating from a triangle. This is useful for incorporating industry patterns into an analysis
• General improved functionality for malformed triangles
• improved memory management by eliminating unnecessary usage of deepcopy

Bug Fixes:

• Fixed an issue where LDFs were calculated incorrectly for asymmetric triangles
• Fixed a bug where slicers weren't working properly after particular mutations (e.g. adding a new column)
• Arithmetic on triangles with different origin ranges will now take the union of the origin periods. Previously the intersection was taken.

chainladder 0.3.0

Enhancements:

• Added predict functionality IBNR methods

Bug fixes:

• Fixed mutation in TriangleGroupBy aggregate methods
• Fixed bug in Triangle.grain method
• Fixed issue #43 User-Specified columns should be honored
• Fixed issue #44 cdf_ labels should be 'xx-Ult'
• Fixed issue #45 MackChainladder.total_mack_std_error_ TypeError

chainladder 0.2.9

Enhancements:

• Added ability to_pickle and read_pickle functionality to Triangles and Estimators.

Bug Fix:

• Minor bug in valuation slicing that restated the valuation_date of triangle incorrectly.

chainladder 0.2.8

Enhancements:

• #34 added a decay period to TailConstant to allow for run-off patterns beyond the end of the triangle for Actual vs. Expected analysis
• #41 Added Triangle.dev_to_val() and Triangle.val_to_dev() to allow switching between a left-aligned (development) and right-aligned (valuation) Triangle

Bug fixes:

• #40 Fixed bug that did not replace column in Triangle when assigned to existing column name

chainladder 0.2.7

Enhancements:

• Triangle.grain works with incremental and cumulative triangles now
• Triangle.trend has been changed to trend along valuation period
• Added substantial functionality to Development allowing end user to omit any specified link ratios.
• Converted origin and valuation from DateTimeIndex to PeriodIndex so that they work better with pandas datetime functionality.

Bug Fixes:

• 'regression' and 'simple' averages were swapped in Development, this has been corrected
• Fixed bug that didn't allow TailCurve to be fit directly to a Triangle.

Other:

• Refactored WeightedRegression class to be in sklearn style

chainladder 0.2.6

Enhancements

• Added Triangle.valuation accessor to be used similar to origin and development. This allows for slicing valuations (e.g. diagonals).
• Made triangle arithmetic more robust.
• Extended tail patterns from a point estimate to a one year run-off plus a point estimate. This is to facilitate Actual Vs Expected analysis for the year following an analysis.
• Created Triangle.values property to align with pandas-style syntax.
• Backward compatible to python 3.5

chainladder 0.2.5

Enhancements:

• Created BootstrapODPSample class to perform ODP Bootstrap sampling of triangles
• Added more aggregate functions to Triangle including: mean, median, max, min, prod, var, std
• Added several more pandas passthrough methods including: to_dict, unstack, pivot, drop_duplicates, describe, melt
• Added functionality to the Triangle.to_frame method to allow any 4D Triangle to be recast as a DataFrame as long as any two of its axes are of length=1.

Bug Fixes:

• Bug fix in Gridsearch that didn't allow for passing of a sample_weight when used in conjunction with Pipeline
• Altered Triangle.rename method to be more consistent with the pandas implementation

chainladder 0.2.4

• hotfix to CapeCod to make it work properly
• CapeCod Unit Test
• added sample_weight to GridSearch.fit()
• Lot's o' documentation

chainladder 0.2.3

• converted sample datasets to csv format from pkl format

chainladder 0.2.2

minor bug fixes