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chainladder/development/incremental.py

Lines changed: 3 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -34,7 +34,7 @@ class IncrementalAdditive(DevelopmentBase):
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Drops lowest link ratio(s) from LDF calculation
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drop_above: float or list of floats (default = numpy.inf)
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Drops all link ratio(s) above the given parameter from incremental factor calculation
37-
drop_below: float or list of floats (default = numpy.NINF)
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drop_below: float or list of floats (default = -numpy.inf)
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Drops all link ratio(s) below the given parameter from incremental factor calculation
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preserve: int (default = 1)
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The minimum number of incremental factor(s) required for incremental factor calculation
@@ -73,7 +73,7 @@ class IncrementalAdditive(DevelopmentBase):
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def __init__(
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self, trend=0.0, n_periods=-1, average="volume", future_trend=0,
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drop=None, drop_high=None, drop_low=None, drop_above=np.inf, drop_below=np.NINF, drop_valuation=None, preserve = 1):
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drop=None, drop_high=None, drop_low=None, drop_above=np.inf, drop_below=-np.inf, drop_valuation=None, preserve = 1):
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self.trend = trend
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self.n_periods = n_periods
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self.average = average
@@ -205,4 +205,4 @@ def _param_property(self, factor, params):
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obj.is_cumulative = False
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obj.virtual_columns.columns = {}
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obj._set_slicers()
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return obj
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return obj

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