From 04a73d0a9367271eb63310ff97b29349901a32b5 Mon Sep 17 00:00:00 2001
From: Le Roux Erwan <erwan.le-roux@irstea.fr>
Date: Thu, 19 Mar 2020 21:32:42 +0100
Subject: [PATCH] [refactor] refactor test_quantile_estimator.py. Quantile
estimators works for any temporal coordinates.
---
.../abstract_quantile_estimator.py | 10 +++++++---
.../quantile_regression_model.py | 7 +++++--
.../result_from_quantilreg.py | 3 ++-
.../test_estimator/test_quantile_estimator.py | 18 ++++++------------
test/test_utils.py | 4 ++--
5 files changed, 22 insertions(+), 20 deletions(-)
diff --git a/extreme_fit/estimator/quantile_estimator/abstract_quantile_estimator.py b/extreme_fit/estimator/quantile_estimator/abstract_quantile_estimator.py
index f308053b..a07ed9fa 100644
--- a/extreme_fit/estimator/quantile_estimator/abstract_quantile_estimator.py
+++ b/extreme_fit/estimator/quantile_estimator/abstract_quantile_estimator.py
@@ -10,6 +10,8 @@ from extreme_fit.function.abstract_quantile_function import AbstractQuantileFunc
from extreme_fit.function.margin_function.abstract_margin_function import AbstractMarginFunction
from extreme_fit.function.param_function.linear_coef import LinearCoef
from extreme_fit.function.param_function.param_function import LinearParamFunction
+from extreme_fit.model.margin_model.linear_margin_model.abstract_temporal_linear_margin_model import \
+ AbstractTemporalLinearMarginModel
from extreme_fit.model.margin_model.linear_margin_model.linear_margin_model import LinearMarginModel
from extreme_fit.model.quantile_model.quantile_regression_model import AbstractQuantileRegressionModel
from extreme_fit.model.result_from_model_fit.abstract_result_from_model_fit import AbstractResultFromModelFit
@@ -31,7 +33,7 @@ class AbstractQuantileEstimator(AbstractEstimator, ABC):
class QuantileEstimatorFromMargin(LinearMarginEstimator, AbstractQuantileEstimator):
- def __init__(self, dataset: AbstractDataset, margin_model: LinearMarginModel, quantile):
+ def __init__(self, dataset: AbstractDataset, margin_model: AbstractTemporalLinearMarginModel, quantile):
super().__init__(dataset=dataset, quantile=quantile, margin_model=margin_model)
@cached_property
@@ -53,8 +55,10 @@ class QuantileRegressionEstimator(AbstractQuantileEstimator):
def function_from_fit(self) -> AbstractQuantileFunction:
result_from_model_fit = self.result_from_model_fit # type: ResultFromQuantreg
coefs = result_from_model_fit.coefficients
- dims = list(np.arange(len(coefs)) - 1)
- linear_coef = LinearCoef('quantile', idx_to_coef=dict(zip(dims, coefs)))
+ nb_coefs = len(coefs)
+ dims = list(range(nb_coefs-1))
+ idx_to_coef = dict(zip([-1] + dims, coefs))
+ linear_coef = LinearCoef(idx_to_coef=idx_to_coef)
param_function = LinearParamFunction(dims=dims, coordinates=self.dataset.coordinates.coordinates_values(),
linear_coef=linear_coef)
return QuantileFunctionFromParamFunction(coordinates=self.dataset.coordinates,
diff --git a/extreme_fit/model/quantile_model/quantile_regression_model.py b/extreme_fit/model/quantile_model/quantile_regression_model.py
index 66c99e29..88459f77 100644
--- a/extreme_fit/model/quantile_model/quantile_regression_model.py
+++ b/extreme_fit/model/quantile_model/quantile_regression_model.py
@@ -4,6 +4,7 @@ from rpy2 import robjects
from extreme_fit.model.abstract_model import AbstractModel
from extreme_fit.model.result_from_model_fit.result_from_quantilreg import ResultFromQuantreg
from extreme_fit.model.utils import r, safe_run_r_estimator, get_coord_df
+from spatio_temporal_dataset.coordinates.abstract_coordinates import AbstractCoordinates
from spatio_temporal_dataset.dataset.abstract_dataset import AbstractDataset
@@ -47,8 +48,10 @@ class ConstantQuantileRegressionModel(AbstractQuantileRegressionModel):
return '1'
-class AllCoordinatesQuantileRegressionModel(AbstractQuantileRegressionModel):
+class TemporalCoordinatesQuantileRegressionModel(AbstractQuantileRegressionModel):
@property
def formula_str(self):
- return '+'.join(self.dataset.coordinates.coordinates_names[-1:])
+ assert self.dataset.coordinates.has_temporal_coordinates \
+ and not self.dataset.coordinates.has_spatial_coordinates
+ return AbstractCoordinates.COORDINATE_T
diff --git a/extreme_fit/model/result_from_model_fit/result_from_quantilreg.py b/extreme_fit/model/result_from_model_fit/result_from_quantilreg.py
index d04af928..4e726952 100644
--- a/extreme_fit/model/result_from_model_fit/result_from_quantilreg.py
+++ b/extreme_fit/model/result_from_model_fit/result_from_quantilreg.py
@@ -1,3 +1,4 @@
+import numpy as np
from cached_property import cached_property
from extreme_fit.function.param_function.param_function import LinearParamFunction
@@ -8,4 +9,4 @@ class ResultFromQuantreg(AbstractResultFromModelFit):
@property
def coefficients(self):
- return self.name_to_value['coefficients']
+ return np.array(self.name_to_value['coefficients'])
diff --git a/test/test_extreme_fit/test_estimator/test_quantile_estimator.py b/test/test_extreme_fit/test_estimator/test_quantile_estimator.py
index eea9482c..44840c15 100644
--- a/test/test_extreme_fit/test_estimator/test_quantile_estimator.py
+++ b/test/test_extreme_fit/test_estimator/test_quantile_estimator.py
@@ -2,29 +2,23 @@ import unittest
from extreme_fit.estimator.quantile_estimator.abstract_quantile_estimator import QuantileEstimatorFromMargin, \
QuantileRegressionEstimator
+from extreme_fit.model.margin_model.linear_margin_model.temporal_linear_margin_models import StationaryTemporalModel
from spatio_temporal_dataset.dataset.simulation_dataset import MarginDataset
from test.test_utils import load_test_1D_and_2D_spatial_coordinates, load_test_spatiotemporal_coordinates, \
- load_smooth_margin_models, load_smooth_quantile_model_classes
+ load_smooth_margin_models, load_smooth_quantile_model_classes, load_test_temporal_coordinates
class TestQuantileEstimator(unittest.TestCase):
DISPLAY = False
- def test_smooth_margin_estimator_spatial(self):
+ def test_quantile_estimator_temporal(self):
self.nb_points = 20
self.nb_obs = 1
- self.coordinates = load_test_1D_and_2D_spatial_coordinates(nb_points=self.nb_points)[:1]
+ self.coordinates = load_test_temporal_coordinates(nb_steps=self.nb_points)
- def test_smooth_margin_estimator_spatio_temporal(self):
- self.nb_points = 2
- self.nb_steps = 2
- self.nb_obs = 1
- self.coordinates = load_test_spatiotemporal_coordinates(nb_steps=self.nb_steps, nb_points=self.nb_points)
-
- def tearDown(self) -> None:
quantile = 0.5
for coordinates in self.coordinates:
- constant_margin_model = load_smooth_margin_models(coordinates=coordinates)[0]
+ constant_margin_model = StationaryTemporalModel(coordinates)
dataset = MarginDataset.from_sampling(nb_obs=self.nb_obs,
margin_model=constant_margin_model,
coordinates=coordinates)
@@ -32,7 +26,7 @@ class TestQuantileEstimator(unittest.TestCase):
quantile_estimators = [
QuantileEstimatorFromMargin(dataset, constant_margin_model, quantile),
]
- for quantile_model_class in load_smooth_quantile_model_classes()[:1]:
+ for quantile_model_class in load_smooth_quantile_model_classes()[:]:
quantile_estimator = QuantileRegressionEstimator(dataset, quantile, quantile_model_class)
quantile_estimators.append(quantile_estimator)
diff --git a/test/test_utils.py b/test/test_utils.py
index cb7e9e41..169983c9 100644
--- a/test/test_utils.py
+++ b/test/test_utils.py
@@ -18,7 +18,7 @@ from extreme_fit.model.max_stable_model.max_stable_models import Smith, BrownRes
from extreme_data.meteo_france_data.scm_models_data.safran.safran import SafranSnowfall, Safran, SafranRainfall, \
SafranTemperature, SafranPrecipitation
from extreme_fit.model.quantile_model.quantile_regression_model import ConstantQuantileRegressionModel, \
- AllCoordinatesQuantileRegressionModel
+ TemporalCoordinatesQuantileRegressionModel
from spatio_temporal_dataset.coordinates.spatial_coordinates.abstract_spatial_coordinates import \
AbstractSpatialCoordinates
from spatio_temporal_dataset.coordinates.spatial_coordinates.alps_station_3D_coordinates import \
@@ -43,7 +43,7 @@ TEST_3D_SPATIAL_COORDINATES = [AlpsStation3DCoordinatesWithAnisotropy]
TEST_TEMPORAL_COORDINATES = [ConsecutiveTemporalCoordinates]
TEST_SPATIO_TEMPORAL_COORDINATES = [UniformSpatioTemporalCoordinates, LinSpaceSpatial2DSpatioTemporalCoordinates]
TEST_MARGIN_TYPES = [ConstantMarginModel, LinearAllParametersAllDimsMarginModel][:]
-TEST_QUANTILES_TYPES = [ConstantQuantileRegressionModel, AllCoordinatesQuantileRegressionModel][:]
+TEST_QUANTILES_TYPES = [ConstantQuantileRegressionModel, TemporalCoordinatesQuantileRegressionModel][:]
TEST_NON_STATIONARY_TEMPORAL_MARGIN_TYPES = [NonStationaryLocationTemporalModel, NonStationaryScaleTemporalModel,
NonStationaryShapeTemporalModel]
TEST_MAX_STABLE_ESTIMATOR = [MaxStableEstimator]
--
GitLab