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Le Roux Erwan authored
[GEV] add computation of the mean & variance. modify gev_estimator. add function visualize_summary_of_annual_values_and_stationary_gev_fit: to quickly visualize the repartition of the main empirical indicators and corresponding stationary gev indicators.
74f0849c
import numpy as np
from extreme_estimator.margin_fits.gev.gev_fit import GevFit
from extreme_estimator.margin_fits.gev.gev_params import GevParams
from extreme_estimator.margin_fits.margin_fits_utils import spatial_extreme_gevmle_fit
class GevMleFit(GevFit):
def __init__(self, x_gev: np.ndarray, block_size=None):
super().__init__(x_gev, block_size)
self._gev_params = spatial_extreme_gevmle_fit(x_gev)
self.gev_params_object = GevParams.from_dict({**self._gev_params, 'block_size': block_size})
@property
def gev_params(self) -> GevParams:
return self.gev_params_object