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chainladder 0.4.0

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@jbogaardt jbogaardt released this 25 Nov 02:30
· 1135 commits to master since this release

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.