chainladder-python
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Bugs in drop_high and drop_low
Discussed in https://github.com/casact/chainladder-python/discussions/514
Originally posted by graciepii May 13, 2024 Hello, I am currently using the below line of code, which works completely as expected for grain OYDY triangles.
dev = cl.Development(n_periods=-1, drop_high=False, drop_low=False).fit_transform(tri)
However when I use OYDM it displays the below error:
ValueError: all keys need to be the same shape
Could anyone help?
Test:
tri = cl.load_sample("prism")["Paid"].sum().grain("OYDQ")
no_drop = cl.Development().fit_transform(tri).cdf_.to_frame().values
drop_high = cl.Development(drop_high = True).fit_transform(tri).cdf_.to_frame().values
drop_low= cl.Development(drop_low = True).fit_transform(tri).cdf_.to_frame().values
assert (drop_low >= no_drop).all()
assert (no_drop >= drop_high).all()