Return periods yield -nan in full uncertainty AEP and OEP outputs when large number of samples are used

OasisLMF / ktools

In-memory simulation kernel for loss modelling.

BSD 3-Clause "New" or "Revised" License

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Return periods yield -nan in full uncertainty AEP and OEP outputs when large number of samples are used #329

Closed hchagani-oasislmf closed 1 year ago

hchagani-oasislmf commented 1 year ago

Issue Description

When using a large number of samples, return periods yield -nan values in the full uncertainty AEP and OEP outputs. This happens at shorter return periods.

Version / Environment information

Seen in ktools v3.9.4.