From 220ade60c02ee8df6179e4f6fadc157337fcf0b7 Mon Sep 17 00:00:00 2001 From: Le Roux Erwan <erwan.le-roux@irstea.fr> Date: Tue, 16 Jun 2020 16:43:07 +0200 Subject: [PATCH] [contrasting] modify nllh code. and nb_params for gumbel models. --- .../estimator/margin_estimator/abstract_margin_estimator.py | 2 +- .../linear_margin_model/temporal_linear_margin_models.py | 4 ++++ 2 files changed, 5 insertions(+), 1 deletion(-) diff --git a/extreme_fit/estimator/margin_estimator/abstract_margin_estimator.py b/extreme_fit/estimator/margin_estimator/abstract_margin_estimator.py index bf20379c..5e36bfcd 100644 --- a/extreme_fit/estimator/margin_estimator/abstract_margin_estimator.py +++ b/extreme_fit/estimator/margin_estimator/abstract_margin_estimator.py @@ -55,7 +55,7 @@ class LinearMarginEstimator(AbstractMarginEstimator): assert len( maximum) == 1, 'So far, only one observation for each coordinate, but code would be easy to change' maximum = maximum[0] - gev_params = self.function_from_fit.get_params(coordinate, is_transformed=False) + gev_params = self.function_from_fit.get_params(coordinate, is_transformed=True) p = gev_params.density(maximum) nllh -= np.log(p) assert not np.isinf(nllh) diff --git a/extreme_fit/model/margin_model/linear_margin_model/temporal_linear_margin_models.py b/extreme_fit/model/margin_model/linear_margin_model/temporal_linear_margin_models.py index c9626a48..fde5b9c6 100644 --- a/extreme_fit/model/margin_model/linear_margin_model/temporal_linear_margin_models.py +++ b/extreme_fit/model/margin_model/linear_margin_model/temporal_linear_margin_models.py @@ -126,6 +126,10 @@ class GumbelTemporalModel(StationaryTemporalModel): super().__init__(coordinates, params_user, starting_point, fit_method, nb_iterations_for_bayesian_fit, params_initial_fit_bayesian, type_for_MLE="Gumbel") + @property + def nb_params(self): + return super().nb_params - 1 + class NonStationaryLocationGumbelModel(GumbelTemporalModel, NonStationaryLocationTemporalModel): pass -- GitLab