[THESIS REPORT] add gev plot and unitary_frech plot

thesis_report/gev_plot.py

+import numpy as np
+import matplotlib.pyplot as plt
+
+from extreme_estimator.extreme_models.utils import r
+
+
+def gev_plot():
+    lim = 5
+    x = np.linspace(-lim, lim, 100)
+    loc, scale = 1, 1
+    shapes = [-1, 0, 1]
+    for shape in shapes:
+        label = '$\zeta= {} $'.format(shape)
+        y = r.dgev(x, loc, scale, shape)
+        plt.plot(x, y, label=label)
+    plt.legend()
+    plt.xlabel('$y$')
+    plt.ylabel('$p(y|\mu, \sigma, \zeta)$')
+    plt.show()
+
+
+def max_stable_plot():
+    power_n_list = [1, 2, 3]
+    fig, axes = plt.subplots(1, len(power_n_list), sharey='row')
+    fig.subplots_adjust(hspace=0.4, wspace=0.4, )
+    for j, power_n in enumerate(power_n_list):
+        ax = axes[j]
+        lim = 10 ** (power_n)
+        x = np.linspace(0, lim, 100)
+        loc, scale, shape = 1, 1, 1
+        for n in [10**i for i in range(power_n)]:
+            label = 'n={}'.format(n)
+            y = np.array(r.pgev(x, loc, scale, shape))
+            y **= n
+            ax.plot(x, y, label=label)
+        ax.legend(loc=4)
+        ax.set_xlabel('$z$')
+        ax.set_ylabel('$P(Z \leq z)^n$')
+    plt.show()
+
+
+if __name__ == '__main__':
+    gev_plot()
+    # max_stable_plot()