chainladder.Trend

Contents

chainladder.Trend#

class chainladder.Trend(trends=0.0, dates=None, axis='origin')#

Estimator to create and apply trend factors to a Triangle object. Allows for compound trends as well as storage of the trend matrix to be used in other estimators, such as CapeCod.

Parameters:
trends: list-like

The list containing the annual trends expressed as a decimal. For example, 5% decrease should be stated as -0.05

dates: list of date-likes

A list-like of (start, end) dates to correspond to the trend list.

axis: str (options: [‘origin’, ‘valuation’])

The axis on which to apply the trend

Attributes:
trend_:

A triangle representation of the trend factors

Methods

fit(X[, y, sample_weight])

Fit the model with X.

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_fit_request(*[, sample_weight])

Request metadata passed to the fit method.

set_output(*[, transform])

Set output container.

set_params(**params)

Set the parameters of this estimator.

set_transform_request(*[, sample_weight])

Request metadata passed to the transform method.

to_json()

Serializes triangle object to json format

to_pickle(path[, protocol])

Serializes triangle object to pickle.

transform(X[, y, sample_weight])

If X and self are of different shapes, align self to X, else return self.