pal.stochastic_scalar module

Stochastic scalar variables for Monte Carlo simulation.

Provides the StochasticScalar class for representing and manipulating scalar-valued stochastic variables in actuarial and risk modeling applications. Supports arithmetic operations, statistical functions, and numpy integration.

class pal.stochastic_scalar.StochasticScalar(values)[source]

Bases: ProteusStochasticVariable

A class to represent a single scalar variable in a simulation.

coupled_variable_group: CouplingGroup

__init__(values)[source]

Initialize a stochastic scalar.

Parameters:: values (TypeAliasType) – An array of values that describe the distribution for the scalar variable.

values: ndarray[tuple[Any, ...], dtype[number[Any]]]

n_sims: int = None: The number of simulations in the variable.

property ranks: StochasticScalar: Return the ranks of the variable.

tolist()[source]

Convert the values to a Python list.

Return type:: list[Union[float, int, number]]

mean()[source]

Return the mean of the variable across the simulation dimension.

Return type:: float

sum()[source]

Return the sum of the variable across the simulation dimension.

Return type:: float

all()

Check if all values in the variable are True (non-zero).

Return type:: bool
Returns:: True if all values are non-zero, False otherwise.

any()

Check if any value in the variable is True (non-zero).

Return type:: bool
Returns:: True if any value is non-zero, False otherwise.

astype(dtype)

Convert the underlying values to a specified dtype.

Parameters:: dtype (dtype[Any] | type[Any]) – The data type to convert to.
Return type:: ndarray[tuple[Any, ...], dtype[Any]]
Returns:: A new numpy array with the specified dtype.

std()[source]

Return the standard deviation across the simulation dimension.

Return type:: float

percentile(p)[source]

Return the percentile of the variable across the simulation dimension.

Parameters:: p (Union[float, int, number, list[Union[float, int, number]]]) – The percentile level (between 0 and 100).
Return type:: Union[float, int, number, list[Union[float, int, number]]]
Returns:: The percentile value.

tvar(p)[source]

Calculate the Tail Value at Risk (TVaR) at a given percentile.

Parameters:: p (Union[float, int, number, list[Union[float, int, number]]]) – The percentile level (between 0 and 100) to calculate TVaR.
Return type:: Union[float, int, number, list[Union[float, int, number]]]
Returns:: The TVaR value as a float.

upsample(n_sims)[source]

Increase the number of simulations in the variable.

Return type:: Self

show_histogram(title=None)[source]

Show a histogram of the variable.

Parameters:: title (str | None) – Title of the histogram plot. Defaults to None.
Return type:: None

show_cdf(title=None)[source]

Show a plot of the cumulative distribution function (cdf) of the variable.

Parameters:: title (str | None) – Title of the cdf plot. Defaults to None.
Return type:: None