From 1ad6b86c7981ed90d4d49ccb83202962f2140aa9 Mon Sep 17 00:00:00 2001
From: Le Roux Erwan <erwan.le-roux@irstea.fr>
Date: Fri, 17 Apr 2020 19:29:48 +0200
Subject: [PATCH] [contrasting project] fix the definition of deviance. and
adapt the code accordingly
---
.../abstract_result_from_model_fit.py | 2 +-
extreme_trend/abstract_gev_trend_test.py | 16 +++++-----------
.../main_result_trends_and_return_levels.py | 10 +++++++---
3 files changed, 13 insertions(+), 15 deletions(-)
diff --git a/extreme_fit/model/result_from_model_fit/abstract_result_from_model_fit.py b/extreme_fit/model/result_from_model_fit/abstract_result_from_model_fit.py
index c22ed796..1606dfba 100644
--- a/extreme_fit/model/result_from_model_fit/abstract_result_from_model_fit.py
+++ b/extreme_fit/model/result_from_model_fit/abstract_result_from_model_fit.py
@@ -43,7 +43,7 @@ class AbstractResultFromModelFit(object):
@property
def deviance(self):
- return - 2 * self.nllh
+ return 2 * self.nllh
@property
def bic(self):
diff --git a/extreme_trend/abstract_gev_trend_test.py b/extreme_trend/abstract_gev_trend_test.py
index b31820f3..dc8f22d8 100644
--- a/extreme_trend/abstract_gev_trend_test.py
+++ b/extreme_trend/abstract_gev_trend_test.py
@@ -76,12 +76,14 @@ class AbstractGevTrendTest(object):
@property
def aic(self):
- # deviance = - 2 * nllh
- return 2 * self.total_number_of_parameters_for_unconstrained_model - self.unconstrained_model_deviance
+ aic = 2 * self.total_number_of_parameters_for_unconstrained_model + self.unconstrained_model_deviance
+ assert np.equal(self.unconstrained_estimator.result_from_model_fit.aic, aic)
+ return aic
@property
def likelihood_ratio(self):
- return self.unconstrained_model_deviance - self.constrained_model_deviance
+ assert self.unconstrained_model_deviance < self.constrained_model_deviance
+ return self.constrained_model_deviance - self.unconstrained_model_deviance
@property
def constrained_model_deviance(self):
@@ -98,14 +100,6 @@ class AbstractGevTrendTest(object):
else:
return unconstrained_estimator.result_from_model_fit.deviance
- @property
- def unconstained_nllh(self):
- unconstrained_estimator = self.unconstrained_estimator
- if self.crashed:
- return np.nan
- else:
- return unconstrained_estimator.result_from_model_fit.nllh
-
# Evolution of the GEV parameters and corresponding quantiles
@property
diff --git a/projects/exceeding_snow_loads/section_results/main_result_trends_and_return_levels.py b/projects/exceeding_snow_loads/section_results/main_result_trends_and_return_levels.py
index 3a426840..ab830a32 100644
--- a/projects/exceeding_snow_loads/section_results/main_result_trends_and_return_levels.py
+++ b/projects/exceeding_snow_loads/section_results/main_result_trends_and_return_levels.py
@@ -1,6 +1,9 @@
from multiprocessing.pool import Pool
import matplotlib as mpl
+
+from projects.exceeding_snow_loads.section_results.plot_trend_curves import plot_trend_map
+
mpl.rcParams['text.usetex'] = True
mpl.rcParams['text.latex.preamble'] = [r'\usepackage{amsmath}']
@@ -61,9 +64,9 @@ def intermediate_result(altitudes, massif_names=None,
_ = compute_minimized_aic(visualizer)
# Plots
- # plot_trend_map(altitude_to_visualizer)
+ plot_trend_map(altitude_to_visualizer)
# plot_trend_curves(altitude_to_visualizer={a: v for a, v in altitude_to_visualizer.items() if a >= 900})
- plot_uncertainty_massifs(altitude_to_visualizer)
+ # plot_uncertainty_massifs(altitude_to_visualizer)
# plot_uncertainty_histogram(altitude_to_visualizer)
# plot_selection_curves(altitude_to_visualizer)
# uncertainty_interval_size(altitude_to_visualizer)
@@ -72,7 +75,8 @@ def intermediate_result(altitudes, massif_names=None,
def major_result():
uncertainty_methods = [ConfidenceIntervalMethodFromExtremes.my_bayes,
ConfidenceIntervalMethodFromExtremes.ci_mle][1:]
- massif_names = ['Beaufortain', 'Vercors']
+ # massif_names = ['Beaufortain', 'Vercors']
+ massif_names = None
study_classes = paper_study_classes[:1]
# model_subsets_for_uncertainty = [ModelSubsetForUncertainty.stationary_gumbel,
# ModelSubsetForUncertainty.stationary_gumbel_and_gev,
--
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