DevelopmentConstant

class chainladder.DevelopmentConstant(patterns=None, style='ldf', callable_axis=0, groupby=None)

A Estimator that allows for including of external patterns into a

Development style model. When this estimator is fit against a triangle, only the grain of the existing triangle is retained.

Parameters:

patterns: dict or callable

A dictionary key:value representation of age(in months):value. If callable is supplied, callable must return a dict for each element of the callable axis

style: string, optional (default=’ldf’)

Type of pattern given to the Estimator. Options include ‘cdf’ or ‘ldf’.

callable_axis: 0 or 1

If a callable is supplied, the axis, index (0) or column (1) along which to apply the callable. If patterns is not a callable, then this parameter is ignored.

groupby:

option to group levels of the triangle index together for the purposes estimating patterns. If omitted, each level of the triangle index will receive its own patterns.

Attributes:

ldf_: Triangle

The estimated loss development patterns

cdf_: Triangle

The estimated cumulative development patterns

fit(X, y=None, sample_weight=None)

Fit the model with X. Parameters ———- X : Triangle-like     Set of LDFs to which the munich adjustment will be applied. y : Ignored sample_weight : Ignored Returns ——- self : object     Returns the instance itself.

transform(X)

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

Parameters:

XTriangle

The triangle to be transformed

Returns:

X_newNew triangle with transformed attributes.

Inherited Methods

DevelopmentConstant.fit_transform	Fit to data, then transform it.
DevelopmentConstant.get_metadata_routing	Get metadata routing of this object.
DevelopmentConstant.get_params	Get parameters for this estimator.
DevelopmentConstant.pipe
DevelopmentConstant.set_backend	Converts triangle array_backend.
DevelopmentConstant.set_output	Set output container.
DevelopmentConstant.set_params	Set the parameters of this estimator.
DevelopmentConstant.to_json	Serializes triangle object to json format
DevelopmentConstant.to_pickle	Serializes triangle object to pickle.