Add a function that fills NaN in a triangle with 0

[henrydingliu]

Description

fillna(0) doesn't do this. Not sure if intentional.

Is your feature request aligned with the scope of the package?

• Yes, absolutely!
• No, but it's still worth discussing.
• N/A (this request is not a codebase enhancement).

Describe the solution you'd like, or your current workaround.

Not sure if we should change fillna(0) or make a new function.

fillna(0) is used a few times elsewhere in the package.

Do you have any additional supporting notes?

run the following to see

raa = cl.load_sample('raa')
print(raa-raa)
print((raa-raa).fillna(0))
print((raa-raa).fillna(1))

[kennethshsu]

I think something even better is to have it filled only the upper part (i.e. triangle), and not the full rectangle, or have this helper function be able to do both. There are cases where we would want to fillna everything right, for example LDFs in the tail should be fillna(1) so tails are extended?

[henrydingliu]

or have this helper function be able to do both

fillna() already does this. compare

raa = cl.load_sample('raa')
upper_example = raa - raa[raa.development==24]
upper_example.fillna(1)

to

full_example = cl.Chainladder().fit(raa).full_triangle_
full_example = full_example - full_example[full_example.development==24]
full_example.fillna(1)

[kennethshsu]

What I meant is that in the first case, have the option to fill the lower too. I actually don't know if this will ever be needed now...

[henrydingliu]

Yeah, I'm not sure about how often the need would arise to fill out the lower triangle