Skip to content

Updated Mack's sigma_interpolation to use "mack" #1177

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
henrydingliu merged 2 commits into from
Aug 1, 2026
Merged

Updated Mack's sigma_interpolation to use "mack" #1177

Changes from all commits
Commits
Show all changes
2 commits
Select commit Hold shift + click to select a range
936a775
Reconcile Mack Example
henrydingliu Aug 1, 2026
a4c34c6
Update plot_mack.ipynb
henrydingliu Aug 1, 2026
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
7 changes: 4 additions & 3 deletions docs/gallery/plot_mack.ipynb
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -27,7 +27,7 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"This example demonstrates how you can can use the Mack Chainladder method."
"This example demonstrates how you can use the Mack Chainladder method."
]
},
{
Expand Down Expand Up @@ -165,9 +165,10 @@
"# Load the data\n",
"data = cl.load_sample('raa')\n",
"\n",
"# Compute Mack Chainladder ultimates and Std Err using 'volume' average\n",
"# Compute Mack Chainladder ultimates and Std Err using 'mack' interpolation\n",
"# This recreates the figures from page 130 of Mack (1994) \n",
"mack = cl.MackChainladder()\n",
"dev = cl.Development(average='volume')\n",
"dev = cl.Development(sigma_interpolation = 'mack')\n",
"mack.fit(dev.fit_transform(data))\n",
"\n",
"plot_data = mack.summary_.to_frame(origin_as_datetime=False)\n",
Expand Down
Loading