chainladder 0.8.4

Enhancements

• #153 - Introduced CapeCod groupby parameter that allows for apriroi computation at user-specified grain for granular triangles
• #154 - Introduced groupby support in key development estimators

Bug fixes

• #152 - CapeCod apriori is not supporting nans effectively
• #157 - cum_to_incr() not working as expected on full_triangle_
• #155 - full_triangle_ cdf broadcasting bug
• #156 - Unable to inspect sigma_ or std_err_ properties after tail fit

chainladder 0.8.3

Enhancements

• #135 - Added .at and .iat slicing and value assignment

Bug Fixes

• #144 - Eliminated error when trying to assign a column from a different array backend.
• #134 - Clearer error handling when attempting to instantiate a triangle with ages instead of date-likes
• #143 - Reworked full_triangle_ run-off for expected loss methods.

chainladder 0.8.2

Enhancements

• #131 - Added a BarnettZenwirth development estimator
• #117 - VotingChainladder enhancements to allow for more flexibility in defining weights (courtesy of @cbalona)

Bug Fixes

• #130 - Fixed bug in triangle aggregation
• #134 - Fixed a bug in triangle broadcasting
• #137 - Fixed valuation_date bug occuring when partial year Triangle is instantiated as a vector.
• #138 - Introduced fix for incompatibility with sparse>=0.12.0
• #122 - Implemented nightly continuous integration to identify new bugs associated with verion bumps of dependencies.

chainladder 0.8.1

Enhancements

• Included a truncation_age in the TailClark estimator to replicate examples from the paper
• #129 Included new development estimators TweedieGLM and DevelopmentML to take advantage of a broader set of (sklearn-compliant) regression frameworks.
• Included a helper Transformer PatsyFormula to make working with ML algorithms easier.

Bug fixes

• #128 Made IncrementalAdditive method comply with the rest of the package API

chainladder 0.8.0

Enhancements

• #112 Advanced groupby support.
• #113 Added reg_threshold argument to TailCurve for finer control of fit. Huge thanks to @Brian-13 for the contribution.
• #115 Introducing VotingChainladder workflow estimator to allow for averaging multiple IBNR estimators Huge thanks to @cbalona for the contribution.
• Introduced CaseOutstanding development estimator
• #124 Standardized CapCod functionality to that of Benktander and BornhuetterFerguson

Bug Fixes

• #83 Fixed grain issues when using the trailing argument
• #119 Fixed pickle compatibility issue introduced in v0.7.12
• #120 Fixed Trend estimator API
• #121 Fixed numpy==1.20.1 compatibility issue
• #123 Fixed BerquistSherman estimator
• #125 Fixed various issues with compatibility of estimators in a Pipeline

Deprecations

• #118 Deprecation warnings on xlcompose. Will be removed as a depdendency in v0.9.0

chainladder 0.7.12

No code changes from 0.7.11. Bump release to fix conda packaging.

chainladder 0.7.11

Enhancements

• #110 Added virtual_column functionality

Bug fixes

• Minor bug fix on sort_index not accepting kwargs
• Minor bug fix in DevelopmentConstant when using a callable

Misc

• Bringing release up to parity with docs.

chainladder 0.7.11

Enhancements

• #110 Added virtual_column functionality

Bug fixes

• Minor bug fix on sort_index not accepting kwargs
• Minor bug fix in DevelopmentConstant when using a callable

Misc

• Bringing release up to parity with docs.

chainladder 0.7.10

Bug fixes

• #108 - sample_weight error handling on predict - thank you @cbalona
• #107 - Latest diagonal of empty triangle now resolves
• #106 - Improved loc consistency with pandas
• #105 - Addressed broadcasting error during triangle arithmetic
• #103 - Fixed Index alignment with triangle arithmetic consistent with pd.Series

chainladder 0.7.9

Bug fixes

• #101 Bug where LDF labels were not aligned with underlying LDF array

Enhancements

• #66 Allow for onleveling with new ParallelogramOLF transformer
• #98 Allow for more complex trends in estimators with Trend transformer
  Refer to this example on how to apply the new estimators.