chainladder-python

Minor bug fixes: #524 ParallelogramOlf and #525 Unplanned Trend deprecations.

Bump release number

Fix for compatibility between chainladder==0.8.20 and pandas<2.2.0

Full Changelog: https://github.com/casact/chainladder-python/compare/v0.8.19...v0.8.20

What's Changed

• Docs by @kennethshsu in https://github.com/casact/chainladder-python/pull/464
• Updated star history graph by @kennethshsu in https://github.com/casact/chainladder-python/pull/466
• Roundtable by @kennethshsu in https://github.com/casact/chainladder-python/pull/469
• Roundtable by @kennethshsu in https://github.com/casact/chainladder-python/pull/470
• Roundtable by @kennethshsu in https://github.com/casact/chainladder-python/pull/472
• Update pandas.py by @jbogaardt in https://github.com/casact/chainladder-python/pull/473
• Support for Polars and other dataframes by @johalnes in https://github.com/casact/chainladder-python/pull/482
• fix typo, pytest fixture by @MatthewCaseres in https://github.com/casact/chainladder-python/pull/484
• prepend test_ to test functions by @MatthewCaseres in https://github.com/casact/chainladder-python/pull/485
• fix broken image links by @MatthewCaseres in https://github.com/casact/chainladder-python/pull/488
• fix docstring mismatches by @MatthewCaseres in https://github.com/casact/chainladder-python/pull/492
• make less None in constructor by @MatthewCaseres in https://github.com/casact/chainladder-python/pull/489
• typo fix by @MatthewCaseres in https://github.com/casact/chainladder-python/pull/493
• Update common.py by @jbogaardt in https://github.com/casact/chainladder-python/pull/503
• 497 by @kennethshsu in https://github.com/casact/chainladder-python/pull/501
• 497 by @kennethshsu in https://github.com/casact/chainladder-python/pull/504
• Addressed #420 and #491 by @kennethshsu in https://github.com/casact/chainladder-python/pull/507

Full Changelog: https://github.com/casact/chainladder-python/compare/v0.8.18...v0.8.19

Minor release with a ew bug fixes.

Bug fixes

• #456 Fix trailing argument in grain method
• #463 Fix bug in sigma_ weight of Development estimator. Previous algorithm did not honor link ratio exlcusions.
• #446 Addressed scipy solver changes

Bump of 0.8.16

What's Changed

• Cas webinar by @kennethshsu in https://github.com/casact/chainladder-python/pull/426
• Cas webinar by @kennethshsu in https://github.com/casact/chainladder-python/pull/427
• Added .to_frame() under pandas operation, and improved variable names… by @kennethshsu in https://github.com/casact/chainladder-python/pull/428
• Cas webinar by @kennethshsu in https://github.com/casact/chainladder-python/pull/429
• Update references.bib by @MatthewCaseres in https://github.com/casact/chainladder-python/pull/430
• fix for #409 by @jbogaardt in https://github.com/casact/chainladder-python/pull/432
• fix for [BUG] #411 by @jbogaardt in https://github.com/casact/chainladder-python/pull/433
• Update pytest_upstream_nightly.yml by @jbogaardt in https://github.com/casact/chainladder-python/pull/435
• Update pytest.yml by @jbogaardt in https://github.com/casact/chainladder-python/pull/436
• add max version of pandas in requirements.txt by @andrejakobsen in https://github.com/casact/chainladder-python/pull/441
• #438 bug by @kennethshsu in https://github.com/casact/chainladder-python/pull/440

New Contributors

• @MatthewCaseres made their first contribution in https://github.com/casact/chainladder-python/pull/430
• @andrejakobsen made their first contribution in https://github.com/casact/chainladder-python/pull/441

Full Changelog: https://github.com/casact/chainladder-python/compare/v0.8.15...v0.8.16

What's Changed

• revamping drop functions by @henrydingliu in https://github.com/casact/chainladder-python/pull/385
• Fixing link_ratio by @henrydingliu in https://github.com/casact/chainladder-python/pull/387
• adding some tests for the revamped drop function by @henrydingliu in https://github.com/casact/chainladder-python/pull/388
• Adding test wth CL and BF by @henrydingliu in https://github.com/casact/chainladder-python/pull/391
• Henrydingliu enhancement 1 2022 11 29 by @henrydingliu in https://github.com/casact/chainladder-python/pull/392
• w_v2_ and pipeline in Development by @henrydingliu in https://github.com/casact/chainladder-python/pull/394
• next step for #376 by @henrydingliu in https://github.com/casact/chainladder-python/pull/397
• consolidating weighted regression factor fit by @henrydingliu in https://github.com/casact/chainladder-python/pull/398
• cum_zeta_ by @henrydingliu in https://github.com/casact/chainladder-python/pull/401
• Expanded mappings to include semester sampling by @A108669 in https://github.com/casact/chainladder-python/pull/403
• fix one more ref to semiannual by @wleescor in https://github.com/casact/chainladder-python/pull/410
• TailCurve argument validation by @genedan in https://github.com/casact/chainladder-python/pull/414
• chore(version): specify version of numba by @pafechet in https://github.com/casact/chainladder-python/pull/418
• Add Friedland Sample - Auto BI Insurer (Expected Loss Method) by @genedan in https://github.com/casact/chainladder-python/pull/419
• Cas webinar by @kennethshsu in https://github.com/casact/chainladder-python/pull/424
• [BUG] Argument validation needed for TailCurve #413
• [BUG] origin_as_datetime does nothing #407
• [BUG] CapeCod predict at different index grain #400
• [BUG] Chainladder doesn't coerce valuation triangle correctly #399

New Contributors

• @A108669 made their first contribution in https://github.com/casact/chainladder-python/pull/403
• @pafechet made their first contribution in https://github.com/casact/chainladder-python/pull/418

Full Changelog: https://github.com/casact/chainladder-python/compare/v0.8.14...v0.8.15

New Contributors

A big thank you to our new contributors this release

• @henrydingliu made their first contribution in https://github.com/casact/chainladder-python/pull/349
• @wleescor made their first contribution in https://github.com/casact/chainladder-python/pull/384

Bug Fixes

• Updating drop high logic by @henrydingliu in https://github.com/casact/chainladder-python/pull/349
• Adding std_residuals_ to the transformer by @henrydingliu in https://github.com/casact/chainladder-python/pull/352
• add semi-annual key by @wleescor in https://github.com/casact/chainladder-python/pull/384
• addressed #321 by @kennethshsu in https://github.com/casact/chainladder-python/pull/368
• Adding 4D support to drop_hi/lo by @henrydingliu in https://github.com/casact/chainladder-python/pull/370
• Corrected number of days in a year to 365.25 by @kennethshsu in https://github.com/casact/chainladder-python/pull/371
• #294 and #313 are fixed here by @kennethshsu in https://github.com/casact/chainladder-python/pull/373
• adding 4D support for drop_above/below by @henrydingliu in https://github.com/casact/chainladder-python/pull/375
• QoL improvement by @henrydingliu in https://github.com/casact/chainladder-python/pull/381
• #330 Fix for full triangle per suggestion by @henrydingliu
• #367 Triangle instatiation issues @jbogaardt

Documentation

• Documentation by @kennethshsu in https://github.com/casact/chainladder-python/pull/311
• Annual meeting prep by @kennethshsu in https://github.com/casact/chainladder-python/pull/335
• Annual meeting prep by @kennethshsu in https://github.com/casact/chainladder-python/pull/336
• Annual meeting prep by @kennethshsu in https://github.com/casact/chainladder-python/pull/337
• addressed #319 and #333 by @kennethshsu in https://github.com/casact/chainladder-python/pull/338
• Annual meeting prep by @kennethshsu in https://github.com/casact/chainladder-python/pull/339
• Annual meeting prep by @kennethshsu in https://github.com/casact/chainladder-python/pull/350
• Fixed paths by @kennethshsu in https://github.com/casact/chainladder-python/pull/351
• Annual meeting prep by @kennethshsu in https://github.com/casact/chainladder-python/pull/355
• Annual meeting prep by @kennethshsu in https://github.com/casact/chainladder-python/pull/358
• Annual meeting prep by @kennethshsu in https://github.com/casact/chainladder-python/pull/360
• Found some typos by @kennethshsu in https://github.com/casact/chainladder-python/pull/361
• Corrected some more typos by @kennethshsu in https://github.com/casact/chainladder-python/pull/363
• Fixed readthedocs build #374 @jbogaardt

Enhancements

• Mack correlation test enhancements by @genedan in https://github.com/casact/chainladder-python/pull/342
• Refine Mack DevelopmentCorrelation class by @genedan in https://github.com/casact/chainladder-python/pull/344
• Adding Friedland & Mack 97 data sets by @genedan in https://github.com/casact/chainladder-python/pull/347
• Add Friedland WC Self-Insurer data set. by @genedan in https://github.com/casact/chainladder-python/pull/348
• Add Friedland gl and xyz disposal rate data sets. by @genedan in https://github.com/casact/chainladder-python/pull/353
• Add Friedland US Industry Auto - case outstanding technique data set. by @genedan in https://github.com/casact/chainladder-python/pull/357
• Add Friedland XYZ Insurer - case outstanding technique data set. by @genedan in https://github.com/casact/chainladder-python/pull/359
• Add 3 datasets by @genedan in https://github.com/casact/chainladder-python/pull/362
• Add 3 datasets: by @genedan in https://github.com/casact/chainladder-python/pull/366

Full Changelog: https://github.com/casact/chainladder-python/compare/v0.8.13...v0.8.14

The majority of this release was written by @kennethshsu and contains a first-time contribution from @genedan. Thank you!

Bug Fixes:

• #270 Fixed an issue affecting triangle instantiation
• #251 Fixed a bug in predict method that failed to honor development ages appropriatly
• #274 Addressed a pandas deprecation notice in the heatmap method.
• #258 Addressed silent error when predicting on a Triangle that is larger than the underlying model.
• #288 Addressed Bug in to_frame method
• #283 Addressed Bug in the calculation of LDFs in CaseOutstanding

Enhancements

• #293 Expanded functionality drop_high and drop_low arguments of Development estimator.
• #298, #299, #304, #305, #308 Documentation clean-up.

Bug Fixes:

• #254 Fixed an undesired mutation when using cl.concat
• #257 to_frame bug fix on empty triangles
• #248 to_frame bug and deprecation notice in origin_as_datetime argument.
• #250 Bug fix in triangle initialization
• #258 Addressed silent error when predicting on a Triangle that is larger than the underlying model.
• #261 Addressed a pandas>1.4.0 bug

Enhancements

Introduced ExpectedLoss method

• #242 Added threshold based dropping of link ratios to Development estimator
• #158 Triangles can now be instantiated with only one data point.
• #250 python 3.10 support
• #260 fillna method added to Triangle class that supports filling with constants or other Triangles.
• Support for 'H' or 'S' when using half year grain

Bug Fixes:

• #239 val_to_dev bug fixed
• #254 Fixed an undesired mutation when using cl.concat
• #257 to_frame bug fix on empty triangles
• #248 to_frame bug and deprecation notice in origin_as_datetime argument.
• #250 Bug fix in triangle initialization
• #258 Addressed silent error when predicting on a Triangle that is larger than the underlying model.
• #261 Addressed a pandas>1.4.0 bug

Enhancements

• Introduced ExpectedLoss method
• #242 Added threshold based dropping of link ratios to Development estimator
• #158 Triangles can now be instantiated with only one data point.
• #250 python 3.10 support
• #260 fillna method added to Triangle class that supports filling with constants or other Triangles.

Enhancements

• #225 - Added support for mid-year triangles
• Remove xlcompose as a dependency
• #233 and #219 - Added more explicit warning when is_cumulative property of triangle is not set.
• #192 Expanded drop_high and drop_low functionality to include integers and variable length lists. PR courtesy of @kennethshsu.

Bug fixes

• #234 Coerce MackChainladder to zero variance when inbr_ and cdf_ are 0.
• Fix bug in BarnettZehnwirth.transform that was previously not applying the log-transform correctly

Enhancements

• #198 Added projection_period to all Tail estimators. This allows for analyzing run-off beyond a one year time horizon.
• #214 A refreshed docs theme using jupyter-book!
• #200 Added more flexibility to TailCurve.fit_period to allow boolean lists - similar to Development.drop_high
• @kennethshsu further improved tutorials

Bug Fixes

• #210 Fixed regression in triangle instantiation where grain=='S' is being interpreted as seconds and not semesters.
• #213 Fixed an unintended Triangle mutation when reassigning columns on a sparse backend.
• #221 Fixed origin/development broadcasting issue that was causing silent bugs in calculations on malformed triangles.

Enhancements

• #140 Improved test coverage
• #126 Relaxed BootstrapODPSample column restriction
• #207 Improved tutorials

Bug Fixes

• #204 Fixed regression in grain
• #203 Fixed regression in slice
• Fixed regression in Benktander index broadcasting
• #205 Fixed CI/CD build

Minor release to fix some chainladder==0.8.6 regressions.

Bug Fixes

• Fixed #190 - 0 values getting into heatmap
• Fixed #191 regression that didn't support earlier versions of pandas
• Fixed #197 Index broadcasting edge case
• Fixed valuation_date regression when instantiating Triangles as vectors

Enhancements

• #99 Added Semester as an additional grain
• Added parallel support to GridSearch using n_jobs argument
• More tutorial improvements from @kennethshsu

Ehancements

• @kennethshsu improved heatmap shading
• Support for numpy reductions, e.g. np.sum(cl.load_sample('raa'))
• @kennethshsu further improved tutorials

Bug fixes

• #186 Fix bug that disallowed instantiating a full triangles
• #180 Fix bug that mutated original DataFrame when instantiating Triangle
• #182 Eliminate new deprecations warnings from pandas>=1.3
• #183 Better alignment with pandas on index broadcasting
• #179 Fixed nan befavior on val_to_dev
• implement TriangleGroupby.__getitem__ to support column selection on groupby operations to align with pandas, e.g. cl.load_sample('clrd').groupby('LOB')['CumPaidLoss']

Enhancements

• #154 - Added groupby hyperparameter to several more estimators including the widely used Development estimator. This allows fitting development patterns at a higher grain than the Triangle all within the estiamtor or Pipeline.
• Improved index broadcasting for sparse arrays. Prior to 0.8.5, this code would
  inappropriately consume too much memory

prism = cl.load_sample('prism') 
prism / prism.groupby('Line').sum()

• Arithmetic label matching improved for all axes to align more with pandas
• Added model_diagnostics utility function to be used on fitted estimators.
• Initial support for dask arrays. Current support is basic, but will eventually allow for distributed computations on massive triangles.
• added numpy array protocol support to the Triangle class. Now numpy functions can be called on Triangles. For example:

np.sin(cl.load_sample('raa'))

• #169 - Made Triangle tutorial more beginner friendly - courtesy of @kennethhsu

Bug fixes

• Better Estimator pickling support when callables are included in estimators.
• Minor bug fix in grain estimator.