0.20.0 Cheat sheets, splice, better validation

Author: mynl

.gitignore

@@ -119,3 +119,4 @@ venv.bak/
 
 
 doc/index - Copy.xrst
+cheat-sheets/preamble.fmt

README.rst

@@ -97,9 +97,33 @@ Installation
 Version History
 -----------------
 
-0.18.0
+0.20.0 (release candidate for version 1.0)
+~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+* ``sev_attachment``: changed default to ``None``; in that case gross losses equal
+  ground-up losses, with no adjustment. But if layer is 10 xs 0 then losses
+  become conditional on X > 0. That results in a different behaviour, e.g.,
+  when using ``dsev[0:3]``. Ripple through effect in Aggregate (change default),
+  Severity (change default, and change moment calculation; need to track the "attachment"
+  of zero and the fact that it came from None, to track Pr attaching)
+* dsev: check if any elements are < 0 and set to zero before computing moments
+  in dhistogram
+* same for dfreq; implemented in ``validate_discrete_distribution`` in distributions module
+* Default ``recommend_p=0.99999`` set in constsants module.
+* ``interpreter_test_suite`` renamed to ``run_test_suite`` and includes test
+  to count and report if there are errors.
+* Reason codes for failing validation; Aggregate.qt becomes Aggregte.explain_validation
+
+0.19.0
 ~~~~~~~
 
+* Fixed reinsurance description formatting
+* Improved splice parsing to allow explicit entry of lb and ub; needed to
+  model mixtures of mixtures (Albrecher et al. 2017)
+
+0.18.0 (major update)
+~~~~~~~~~~~~~~~~~~~~~~~
+
 * Added ability to specify occ reinsurance after a built in agg; this
   allows you to alter a gross aggregate more easily.
 * ``Underwriter.safe_lookup`` uses deepcopy rather than copy to avoid
@@ -152,7 +176,7 @@ Version History
   new arguments ``sev_lb`` and ``sev_ub``, each lists.
 * ``Underwriter.build`` defaults update argument to None, which uses the object default.
 * pretty printing: now returns a value, no tacit mode; added _html version to
-  run through pygments, that looks good in Jupyter Lab.     
+  run through pygments, that looks good in Jupyter Lab.
 
 0.17.1
 ~~~~~~~~

aggregate/__init__.py

@@ -19,7 +19,7 @@
                         sEngFormatter, mv, picks_work, GCN, lognorm_approx,
                         integral_by_doubling, logarithmic_theta, block_iman_conover,
                         make_var_tvar, test_var_tvar, kaplan_meier, kaplan_meier_np,
-                        more, parse_note, parse_note_ex, introspect)
+                        more, parse_note, parse_note_ex, introspect, explain_validation)
 from .spectral import Distortion, approx_ccoc
 from .distributions import Frequency, Severity, Aggregate
 from .portfolio import Portfolio, make_awkward
@@ -47,12 +47,12 @@
 __email__ = "[email protected]"
 __status__ = "beta"
 # only need to change here, feeds conf.py (docs) and pyproject.toml (build)
-__version__ = "0.19.0"
+__version__ = "0.20.0"
 
 
 
 # as a default turn off all logging
-logger_level(10)
+logger_level(30)
 knobble_fonts()
 
 # module level doc-string

aggregate/constants.py

@@ -1,7 +1,10 @@
 # constants
+from enum import Flag, auto
+
 
 __all__ = ['FIG_W', 'FIG_H', 'WL', 'FONT_SIZE', 'LEGEND_FONT',
-           'PLOT_FACE_COLOR', 'FIGURE_BG_COLOR', 'VALIDATION_EPS']
+           'PLOT_FACE_COLOR', 'FIGURE_BG_COLOR', 'VALIDATION_EPS',
+           'RECOMMEND_P', 'Validation']
 
 FIG_W = 3.5
 FIG_H = 2.45
@@ -17,4 +20,17 @@
 PLOT_FACE_COLOR = 'lightsteelblue'
 FIGURE_BG_COLOR = 'aliceblue'
 VALIDATION_EPS = 1e-4
+RECOMMEND_P = 0.99999
+
+class Validation(Flag):
+    NOT_UNREASONABLE = auto()
+    SEV_MEAN = auto()
+    SEV_CV = auto()
+    SEV_SKEW = auto()
+    AGG_MEAN = auto()
+    AGG_CV = auto()
+    AGG_SKEW = auto()
+    ALIASING = auto()
+    REINSURANCE = auto()
+    NOT_UPDATED = auto()
 

aggregate/decl_pygments.py

@@ -56,8 +56,8 @@ class AggLexer(RegexLexer):
             # (r'\<|\>', Generic.Heading),
             # the regex for an ID from parser.py
             (r'mixed ', Operator, 'mixed_freq'),
-            (r'and', Name.Type),
-            (r'splice', Name.Type),
+            (r'and',  Generic.Heading),
+            (r'splice',  Generic.Heading),
             (r'wts', Name.Type),
             include('numbers'),
             include('keywords'),
@@ -73,7 +73,8 @@ class AggLexer(RegexLexer):
             ],
 
         'mixed_freq': [
-            (words(('gamma', 'delaporte', 'ig', 'sig', 'beta', 'sichel'),
+            (words(('gamma', 'delaporte', 'ig', 'sig', 'beta', 'sichel', "<DISTRIBUTION>"),
+                   # last item is a hack for the AAS paper
                    suffix=' '
                    ), Name.Function, '#pop'),
             (r'sichel\.',  Name.Function)