chainladder.BarnettZehnwirth#
- class chainladder.BarnettZehnwirth(formula='origin + development + valuation', response=None)#
This estimator enables modeling from the Probabilistic Trend Family as described by Barnett and Zehnwirth.
New in version 0.8.2.
- Parameters:
- formula: formula-like
A patsy formula describing the independent variables, X of the GLM
- response: str
Column name for the reponse variable of the GLM. If ommitted, then the first column of the Triangle will be used.
- Attributes:
- cdf_
- coef_
- cum_zeta_
- full_expectation_
- full_triangle_
- has_ldf
- has_zeta
- ibnr_
- ldf_
- triangle_ml_
Methods
fit_transform(X[, y])Fit to data, then transform it.
get_metadata_routing()Get metadata routing of this object.
get_params([deep])Get parameters for this estimator.
set_backend(backend[, inplace, deep])Converts triangle array_backend.
set_fit_request(*[, sample_weight])Request metadata passed to the
fitmethod.set_output(*[, transform])Set output container.
set_params(**params)Set the parameters of this estimator.
to_json()Serializes triangle object to json format
to_pickle(path[, protocol])Serializes triangle object to pickle.
transform(X)If X and self are of different shapes, align self to X, else return self.
fit
pipe