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#882 full exp #884

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3e1305a
fixing triangle.full_expectation_
henrydingliu May 30, 2026
91c528d
fixing test
henrydingliu May 30, 2026
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6 changes: 5 additions & 1 deletion chainladder/core/common.py
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Original file line number Diff line number Diff line change
Expand Up @@ -126,7 +126,11 @@ def full_expectation_(self):
+ "' object has no attribute 'full_expectation_'"
)

return _get_full_expectation(self.cdf_, self.ultimate_, self.X_.is_cumulative)
if hasattr(self, "X_"):
X = self.X_
else:
X = self
return _get_full_expectation(self.cdf_, self.ultimate_, X.is_cumulative)

@property
def full_triangle_(self):
Expand Down
36 changes: 25 additions & 11 deletions chainladder/core/tests/test_triangle.py
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Original file line number Diff line number Diff line change
Expand Up @@ -637,7 +637,7 @@ def test_origin_as_datetime_arg(clrd):
)


def test_full_triangle_and_full_expectation(raa):
def test_full_triangle_and_full_expectation(raa,atol):
raa_cum = raa
assert raa_cum.is_cumulative == True

Expand All @@ -647,24 +647,38 @@ def test_full_triangle_and_full_expectation(raa):
assert raa_incr.incr_to_cum() == raa_cum

cl_fit_incr = cl.Chainladder().fit(X=raa_incr)
cl_predict_incr = cl.Chainladder().fit_predict(X=raa_incr)
assert cl_fit_incr.X_.is_cumulative == False

cl_fit_cum = cl.Chainladder().fit(X=raa_cum)
cl_predict_cum = cl.Chainladder().fit_predict(X=raa_cum)
assert cl_fit_cum.X_.is_cumulative == True

assert cl_fit_incr.cdf_ == cl_fit_cum.cdf_
assert cl_fit_incr.ultimate_ == cl_fit_cum.ultimate_

assert (np.allclose(
cl_fit_cum.full_expectation_.values,
cl_predict_cum.full_expectation_.values,
atol=atol
)
)
assert (np.allclose(
cl_fit_incr.full_expectation_.fillzero().values,
cl_predict_incr.full_expectation_.fillzero().values,
atol=atol
)
)
assert (
cl_fit_cum.full_expectation_ - cl_fit_incr.full_expectation_.incr_to_cum()
< 0.00001
< atol
)
assert (
cl_fit_cum.full_triangle_ - cl_fit_incr.full_triangle_.incr_to_cum() < 0.00001
cl_fit_cum.full_triangle_ - cl_fit_incr.full_triangle_.incr_to_cum() < atol
)
assert (cl_fit_cum.full_triangle_ - raa_cum) - (
cl_fit_incr.full_triangle_.incr_to_cum() - raa_incr.incr_to_cum()
) < 0.00001
) < atol

bf_fit_incr = cl.BornhuetterFerguson(apriori=1).fit(
X=raa_incr, sample_weight=raa_incr.incr_to_cum().latest_diagonal * 0
Expand All @@ -681,19 +695,19 @@ def test_full_triangle_and_full_expectation(raa):

assert (
bf_fit_cum.full_expectation_ - bf_fit_incr.full_expectation_.incr_to_cum()
< 0.00001
< atol
)
assert (
bf_fit_cum.full_triangle_ - bf_fit_incr.full_triangle_.incr_to_cum() < 0.00001
bf_fit_cum.full_triangle_ - bf_fit_incr.full_triangle_.incr_to_cum() < atol
)
assert (bf_fit_cum.full_triangle_ - raa_cum) - (
bf_fit_incr.full_triangle_.incr_to_cum() - raa_incr.incr_to_cum()
) < 0.00001
) < atol

assert (
cl.Chainladder().fit(raa_incr).full_triangle_
- cl.Chainladder().fit(raa_cum).full_triangle_.cum_to_incr()
<= 0.0001
<= atol
)
bk_fit_incr = cl.Benktander(apriori=1.00, n_iters=2).fit(
X=raa_incr, sample_weight=raa_incr.incr_to_cum().latest_diagonal * 0
Expand All @@ -704,14 +718,14 @@ def test_full_triangle_and_full_expectation(raa):

assert (
bk_fit_cum.full_expectation_ - bk_fit_incr.full_expectation_.incr_to_cum()
< 0.00001
< atol
)
assert (
bk_fit_cum.full_triangle_ - bk_fit_incr.full_triangle_.incr_to_cum() < 0.00001
bk_fit_cum.full_triangle_ - bk_fit_incr.full_triangle_.incr_to_cum() < atol
)
assert (bk_fit_cum.full_triangle_ - raa_cum) - (
bk_fit_incr.full_triangle_.incr_to_cum() - raa_incr.incr_to_cum()
) < 0.00001
) < atol


def test_halfyear_grain():
Expand Down
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