From 55041bcd3e2df555224c2b25cf5800b6434dcea1 Mon Sep 17 00:00:00 2001
From: Le Roux Erwan <erwan.le-roux@irstea.fr>
Date: Thu, 7 Nov 2019 10:58:44 +0100
Subject: [PATCH] [Paper drawing] add drawing for the MCMC sampling
---
.../scm_models_data/abstract_study.py | 4 +
.../__init__.py | 0
.../main2_choice_to_not_use_starting_years.py | 2 +-
...main3_non_stationary_strength_evolution.py | 2 +-
..._spatial_altitude_starting_years_impact.py | 2 +-
...n4_common_spatial_starting_years_impact.py | 2 +-
.../main4_individual_starting_years_impact.py | 2 +-
.../{paper1_steps => paper1}/__init__.py | 0
experiment/paper1/main_drawing_bayesian.py | 94 ++++++++++++++++++
.../poster_EVAN2019/__init__.py | 0
.../poster_EVAN2019/main_poster_EVAN2019.py | 2 +-
.../shape_prior_check/__init__.py | 0
.../analyse_shape_from_some_experiment.py | 0
.../shape_prior_check/hist_values_shape.png | Bin
.../shape_from_some_experiment.txt | 0
.../shape_prior_check/some_experiment_EVAN.py | 2 +-
...snow_load_trends_percentage_significant.py | 0
experiment/{paper1_steps => paper1}/utils.py | 0
.../validations/__init__.py | 0
.../main0_comparison_with_observations.py | 0
.../main1_good_stationary_gev_fit.py | 0
21 files changed, 105 insertions(+), 7 deletions(-)
rename experiment/{paper1_steps => paper1}/1 - non stationary model choice/__init__.py (100%)
rename experiment/{paper1_steps => paper1}/1 - non stationary model choice/main2_choice_to_not_use_starting_years.py (94%)
rename experiment/{paper1_steps => paper1}/1 - non stationary model choice/main3_non_stationary_strength_evolution.py (95%)
rename experiment/{paper1_steps => paper1}/1 - non stationary model choice/main4_common_spatial_altitude_starting_years_impact.py (97%)
rename experiment/{paper1_steps => paper1}/1 - non stationary model choice/main4_common_spatial_starting_years_impact.py (97%)
rename experiment/{paper1_steps => paper1}/1 - non stationary model choice/main4_individual_starting_years_impact.py (96%)
rename experiment/{paper1_steps => paper1}/__init__.py (100%)
create mode 100644 experiment/paper1/main_drawing_bayesian.py
rename experiment/{paper1_steps => paper1}/poster_EVAN2019/__init__.py (100%)
rename experiment/{paper1_steps => paper1}/poster_EVAN2019/main_poster_EVAN2019.py (99%)
rename experiment/{paper1_steps => paper1}/poster_EVAN2019/shape_prior_check/__init__.py (100%)
rename experiment/{paper1_steps => paper1}/poster_EVAN2019/shape_prior_check/analyse_shape_from_some_experiment.py (100%)
rename experiment/{paper1_steps => paper1}/poster_EVAN2019/shape_prior_check/hist_values_shape.png (100%)
rename experiment/{paper1_steps => paper1}/poster_EVAN2019/shape_prior_check/shape_from_some_experiment.txt (100%)
rename experiment/{paper1_steps => paper1}/poster_EVAN2019/shape_prior_check/some_experiment_EVAN.py (96%)
rename experiment/{paper1_steps => paper1}/snow_load_trends_percentage_significant.py (100%)
rename experiment/{paper1_steps => paper1}/utils.py (100%)
rename experiment/{paper1_steps => paper1}/validations/__init__.py (100%)
rename experiment/{paper1_steps => paper1}/validations/main0_comparison_with_observations.py (100%)
rename experiment/{paper1_steps => paper1}/validations/main1_good_stationary_gev_fit.py (100%)
diff --git a/experiment/meteo_france_data/scm_models_data/abstract_study.py b/experiment/meteo_france_data/scm_models_data/abstract_study.py
index b16ead03..8c407129 100644
--- a/experiment/meteo_france_data/scm_models_data/abstract_study.py
+++ b/experiment/meteo_france_data/scm_models_data/abstract_study.py
@@ -102,6 +102,10 @@ class AbstractStudy(object):
def observations_annual_maxima(self) -> AnnualMaxima:
return AnnualMaxima(df_maxima_gev=pd.DataFrame(self.year_to_annual_maxima, index=self.study_massif_names))
+ def annual_maxima_and_years(self, massif_name) -> Tuple[np.ndarray, np.ndarray]:
+ df = self.observations_annual_maxima.df_maxima_gev
+ return df.loc[massif_name].values, np.array(df.columns)
+
@cached_property
def year_to_annual_maxima(self) -> OrderedDict:
# Map each year to an array of size nb_massif
diff --git a/experiment/paper1_steps/1 - non stationary model choice/__init__.py b/experiment/paper1/1 - non stationary model choice/__init__.py
similarity index 100%
rename from experiment/paper1_steps/1 - non stationary model choice/__init__.py
rename to experiment/paper1/1 - non stationary model choice/__init__.py
diff --git a/experiment/paper1_steps/1 - non stationary model choice/main2_choice_to_not_use_starting_years.py b/experiment/paper1/1 - non stationary model choice/main2_choice_to_not_use_starting_years.py
similarity index 94%
rename from experiment/paper1_steps/1 - non stationary model choice/main2_choice_to_not_use_starting_years.py
rename to experiment/paper1/1 - non stationary model choice/main2_choice_to_not_use_starting_years.py
index c43a29e7..b5a2f7c5 100644
--- a/experiment/paper1_steps/1 - non stationary model choice/main2_choice_to_not_use_starting_years.py
+++ b/experiment/paper1/1 - non stationary model choice/main2_choice_to_not_use_starting_years.py
@@ -2,7 +2,7 @@ import time
from experiment.meteo_france_data.scm_models_data.visualization.hypercube_visualization.altitude_year_hypercube_visualizer import \
Altitude_Hypercube_Year_Visualizer
-from experiment.paper1_steps.utils import get_full_altitude_visualizer, FULL_ALTITUDES
+from experiment.paper1.utils import get_full_altitude_visualizer, FULL_ALTITUDES
def main_fast_spatial_repartition():
diff --git a/experiment/paper1_steps/1 - non stationary model choice/main3_non_stationary_strength_evolution.py b/experiment/paper1/1 - non stationary model choice/main3_non_stationary_strength_evolution.py
similarity index 95%
rename from experiment/paper1_steps/1 - non stationary model choice/main3_non_stationary_strength_evolution.py
rename to experiment/paper1/1 - non stationary model choice/main3_non_stationary_strength_evolution.py
index 29713ba1..6b174865 100644
--- a/experiment/paper1_steps/1 - non stationary model choice/main3_non_stationary_strength_evolution.py
+++ b/experiment/paper1/1 - non stationary model choice/main3_non_stationary_strength_evolution.py
@@ -9,7 +9,7 @@ from experiment.trend_analysis.univariate_test.gev_trend_test_two_parameters imp
"""
Visualize the 0.99 quantile initial value and its evolution
"""
-from experiment.paper1_steps.utils import get_full_altitude_visualizer, FULL_ALTITUDES
+from experiment.paper1.utils import get_full_altitude_visualizer, FULL_ALTITUDES
def main_fast_spatial_risk_evolution():
diff --git a/experiment/paper1_steps/1 - non stationary model choice/main4_common_spatial_altitude_starting_years_impact.py b/experiment/paper1/1 - non stationary model choice/main4_common_spatial_altitude_starting_years_impact.py
similarity index 97%
rename from experiment/paper1_steps/1 - non stationary model choice/main4_common_spatial_altitude_starting_years_impact.py
rename to experiment/paper1/1 - non stationary model choice/main4_common_spatial_altitude_starting_years_impact.py
index ac8a63e3..10d4fe7b 100644
--- a/experiment/paper1_steps/1 - non stationary model choice/main4_common_spatial_altitude_starting_years_impact.py
+++ b/experiment/paper1/1 - non stationary model choice/main4_common_spatial_altitude_starting_years_impact.py
@@ -9,7 +9,7 @@ from experiment.trend_analysis.univariate_test.gev_trend_test_two_parameters imp
"""
Visualize the 0.99 quantile initial value and its evolution
"""
-from experiment.paper1_steps.utils import get_full_altitude_visualizer, FULL_ALTITUDES
+from experiment.paper1.utils import get_full_altitude_visualizer, FULL_ALTITUDES
def main_fast_spatial_risk_evolution():
diff --git a/experiment/paper1_steps/1 - non stationary model choice/main4_common_spatial_starting_years_impact.py b/experiment/paper1/1 - non stationary model choice/main4_common_spatial_starting_years_impact.py
similarity index 97%
rename from experiment/paper1_steps/1 - non stationary model choice/main4_common_spatial_starting_years_impact.py
rename to experiment/paper1/1 - non stationary model choice/main4_common_spatial_starting_years_impact.py
index e4e0248f..2973ad0f 100644
--- a/experiment/paper1_steps/1 - non stationary model choice/main4_common_spatial_starting_years_impact.py
+++ b/experiment/paper1/1 - non stationary model choice/main4_common_spatial_starting_years_impact.py
@@ -9,7 +9,7 @@ from experiment.trend_analysis.univariate_test.gev_trend_test_two_parameters imp
"""
Visualize the 0.99 quantile initial value and its evolution
"""
-from experiment.paper1_steps.utils import get_full_altitude_visualizer, FULL_ALTITUDES
+from experiment.paper1.utils import get_full_altitude_visualizer, FULL_ALTITUDES
def main_fast_spatial_risk_evolution():
diff --git a/experiment/paper1_steps/1 - non stationary model choice/main4_individual_starting_years_impact.py b/experiment/paper1/1 - non stationary model choice/main4_individual_starting_years_impact.py
similarity index 96%
rename from experiment/paper1_steps/1 - non stationary model choice/main4_individual_starting_years_impact.py
rename to experiment/paper1/1 - non stationary model choice/main4_individual_starting_years_impact.py
index c8a3fbc8..ada1e073 100644
--- a/experiment/paper1_steps/1 - non stationary model choice/main4_individual_starting_years_impact.py
+++ b/experiment/paper1/1 - non stationary model choice/main4_individual_starting_years_impact.py
@@ -9,7 +9,7 @@ from experiment.trend_analysis.univariate_test.gev_trend_test_two_parameters imp
"""
Visualize the 0.99 quantile initial value and its evolution
"""
-from experiment.paper1_steps.utils import get_full_altitude_visualizer, FULL_ALTITUDES
+from experiment.paper1.utils import get_full_altitude_visualizer, FULL_ALTITUDES
def main_fast_spatial_risk_evolution():
diff --git a/experiment/paper1_steps/__init__.py b/experiment/paper1/__init__.py
similarity index 100%
rename from experiment/paper1_steps/__init__.py
rename to experiment/paper1/__init__.py
diff --git a/experiment/paper1/main_drawing_bayesian.py b/experiment/paper1/main_drawing_bayesian.py
new file mode 100644
index 00000000..713147f2
--- /dev/null
+++ b/experiment/paper1/main_drawing_bayesian.py
@@ -0,0 +1,94 @@
+import seaborn as sns
+
+import matplotlib.pyplot as plt
+from experiment.meteo_france_data.scm_models_data.crocus.crocus import CrocusSwe3Days
+from experiment.meteo_france_data.scm_models_data.visualization.utils import create_adjusted_axes
+from experiment.trend_analysis.univariate_test.utils import load_temporal_coordinates_and_dataset, \
+ fitted_linear_margin_estimator
+from extreme_fit.distribution.gev.gev_params import GevParams
+from extreme_fit.model.margin_model.linear_margin_model.abstract_temporal_linear_margin_model import \
+ TemporalMarginFitMethod
+from extreme_fit.model.margin_model.linear_margin_model.temporal_linear_margin_models import StationaryTemporalModel
+from extreme_fit.model.result_from_model_fit.result_from_extremes.abstract_extract_eurocode_return_level import \
+ ExtractEurocodeReturnLevelFromMyBayesianExtremes
+from extreme_fit.model.result_from_model_fit.result_from_extremes.confidence_interval_method import \
+ ConfidenceIntervalMethodFromExtremes
+
+
+def main_drawing_bayesian():
+ return_level_bayesian = get_return_level_bayesian_example()
+ print(return_level_bayesian.result_from_fit.df_all_samples)
+ print(return_level_bayesian.result_from_fit.df_posterior_samples)
+ print(return_level_bayesian.posterior_eurocode_return_level_samples_for_temporal_covariate)
+ axes = create_adjusted_axes(1, 3)
+ # Plot the trajectories on the first axis
+ ax_trajectories = axes[0]
+ ax_trajectories_inverted = ax_trajectories.twinx()
+ df_all_samples = return_level_bayesian.result_from_fit.df_all_samples
+ iteration_step = [i + 1 for i in df_all_samples.index]
+ lns = []
+ # Last color is for the return level
+ colors = ['r', 'g', 'b', 'tab:orange']
+ gev_param_name_to_color = dict(zip(GevParams.PARAM_NAMES, colors))
+ gev_param_name_to_ax = dict(
+ zip(GevParams.PARAM_NAMES, [ax_trajectories, ax_trajectories, ax_trajectories_inverted]))
+ gev_param_name_to_label = {n: GevParams.greek_letter_from_gev_param_name(n) for n in GevParams.PARAM_NAMES}
+ for j, gev_param_name in enumerate(GevParams.PARAM_NAMES[:]):
+ label = gev_param_name_to_label[gev_param_name]
+ ax = gev_param_name_to_ax[gev_param_name]
+ color = gev_param_name_to_color[gev_param_name]
+ ln = ax.plot(iteration_step, df_all_samples.iloc[:, j].values, label=label, color=color)
+ lns.extend(ln)
+ ax_trajectories_inverted.set_ylim(-0.3, 10)
+ ax_trajectories.set_ylim(-0.3, 90)
+ for ax in [ax_trajectories, ax_trajectories_inverted]:
+ ax.set_xlim(min(iteration_step), max(iteration_step))
+ # labs = [l.get_label() for l in lns]
+ # ax_trajectories.legend(lns, labs, loc=0)
+ ax.axvline(x=return_level_bayesian.result_from_fit.burn_in_nb, color='k', linestyle='--')
+ ax_trajectories_inverted.legend(loc=1)
+ ax_trajectories.legend(loc=2)
+ ax_trajectories.set_xlabel("MCMC iterations")
+
+ # Plot the parameter posterior on axes 1
+ ax_parameter_posterior = axes[1]
+ ax_parameter_posterior_flip = ax_parameter_posterior.twiny()
+ gev_param_name_to_ax = dict(
+ zip(GevParams.PARAM_NAMES, [ax_parameter_posterior, ax_parameter_posterior.twiny(), ax_parameter_posterior_flip]))
+ df_posterior_samples = return_level_bayesian.result_from_fit.df_posterior_samples
+ lns = []
+ for j, gev_param_name in enumerate(GevParams.PARAM_NAMES[:]):
+ label = gev_param_name_to_label[gev_param_name]
+ color = gev_param_name_to_color[gev_param_name]
+ ax = gev_param_name_to_ax[gev_param_name]
+ ln = sns.kdeplot(df_posterior_samples.iloc[:, j], ax=ax, label=label, color=color)
+ lns.append(ln)
+ labs = [l.get_label() for l in lns]
+ ax_parameter_posterior.legend(lns, labs, loc=0)
+
+ # Plot the return level posterior on the last axes
+ ax_return_level_posterior = axes[2]
+ sns.kdeplot(return_level_bayesian.posterior_eurocode_return_level_samples_for_temporal_covariate,
+ ax=ax_return_level_posterior, color=colors[-1])
+ ax_return_level_posterior.set_xlabel("$z_p(\\theta)")
+ ax_return_level_posterior.set_ylabel("$p(z_p(\\theta)|y)")
+
+ plt.show()
+
+
+def get_return_level_bayesian_example():
+ maxima, years = CrocusSwe3Days(altitude=1800).annual_maxima_and_years('Vercors')
+ # plt.plot(years, maxima)
+ # plt.show()
+ model_class = StationaryTemporalModel
+ coordinates, dataset = load_temporal_coordinates_and_dataset(maxima, years)
+ fitted_estimator = fitted_linear_margin_estimator(model_class, coordinates, dataset, starting_year=1958,
+ fit_method=TemporalMarginFitMethod.extremes_fevd_bayesian)
+ return_level_bayesian = ExtractEurocodeReturnLevelFromMyBayesianExtremes(estimator=fitted_estimator,
+ ci_method=ConfidenceIntervalMethodFromExtremes.my_bayes,
+ temporal_covariate=2017)
+ return return_level_bayesian
+
+
+if __name__ == '__main__':
+ main_drawing_bayesian()
diff --git a/experiment/paper1_steps/poster_EVAN2019/__init__.py b/experiment/paper1/poster_EVAN2019/__init__.py
similarity index 100%
rename from experiment/paper1_steps/poster_EVAN2019/__init__.py
rename to experiment/paper1/poster_EVAN2019/__init__.py
diff --git a/experiment/paper1_steps/poster_EVAN2019/main_poster_EVAN2019.py b/experiment/paper1/poster_EVAN2019/main_poster_EVAN2019.py
similarity index 99%
rename from experiment/paper1_steps/poster_EVAN2019/main_poster_EVAN2019.py
rename to experiment/paper1/poster_EVAN2019/main_poster_EVAN2019.py
index 063783cc..ac9ddb19 100644
--- a/experiment/paper1_steps/poster_EVAN2019/main_poster_EVAN2019.py
+++ b/experiment/paper1/poster_EVAN2019/main_poster_EVAN2019.py
@@ -7,7 +7,7 @@ from experiment.meteo_france_data.scm_models_data.visualization.study_visualizat
from experiment.trend_analysis.univariate_test.gev_trend_test_one_parameter import GevScaleTrendTest, \
GevLocationTrendTest
from experiment.trend_analysis.univariate_test.gev_trend_test_two_parameters import GevLocationAndScaleTrendTest
-from experiment.paper1_steps.utils import get_full_altitude_visualizer
+from experiment.paper1.utils import get_full_altitude_visualizer
POSTER_ALTITUDES = [900, 1800, 2700]
import matplotlib as mpl
diff --git a/experiment/paper1_steps/poster_EVAN2019/shape_prior_check/__init__.py b/experiment/paper1/poster_EVAN2019/shape_prior_check/__init__.py
similarity index 100%
rename from experiment/paper1_steps/poster_EVAN2019/shape_prior_check/__init__.py
rename to experiment/paper1/poster_EVAN2019/shape_prior_check/__init__.py
diff --git a/experiment/paper1_steps/poster_EVAN2019/shape_prior_check/analyse_shape_from_some_experiment.py b/experiment/paper1/poster_EVAN2019/shape_prior_check/analyse_shape_from_some_experiment.py
similarity index 100%
rename from experiment/paper1_steps/poster_EVAN2019/shape_prior_check/analyse_shape_from_some_experiment.py
rename to experiment/paper1/poster_EVAN2019/shape_prior_check/analyse_shape_from_some_experiment.py
diff --git a/experiment/paper1_steps/poster_EVAN2019/shape_prior_check/hist_values_shape.png b/experiment/paper1/poster_EVAN2019/shape_prior_check/hist_values_shape.png
similarity index 100%
rename from experiment/paper1_steps/poster_EVAN2019/shape_prior_check/hist_values_shape.png
rename to experiment/paper1/poster_EVAN2019/shape_prior_check/hist_values_shape.png
diff --git a/experiment/paper1_steps/poster_EVAN2019/shape_prior_check/shape_from_some_experiment.txt b/experiment/paper1/poster_EVAN2019/shape_prior_check/shape_from_some_experiment.txt
similarity index 100%
rename from experiment/paper1_steps/poster_EVAN2019/shape_prior_check/shape_from_some_experiment.txt
rename to experiment/paper1/poster_EVAN2019/shape_prior_check/shape_from_some_experiment.txt
diff --git a/experiment/paper1_steps/poster_EVAN2019/shape_prior_check/some_experiment_EVAN.py b/experiment/paper1/poster_EVAN2019/shape_prior_check/some_experiment_EVAN.py
similarity index 96%
rename from experiment/paper1_steps/poster_EVAN2019/shape_prior_check/some_experiment_EVAN.py
rename to experiment/paper1/poster_EVAN2019/shape_prior_check/some_experiment_EVAN.py
index d93577b4..9d0175bf 100644
--- a/experiment/paper1_steps/poster_EVAN2019/shape_prior_check/some_experiment_EVAN.py
+++ b/experiment/paper1/poster_EVAN2019/shape_prior_check/some_experiment_EVAN.py
@@ -9,7 +9,7 @@ from experiment.trend_analysis.univariate_test.abstract_comparison_non_stationar
from experiment.trend_analysis.univariate_test.gev_trend_test_one_parameter import GevScaleTrendTest, \
GevLocationTrendTest
from experiment.trend_analysis.univariate_test.gev_trend_test_two_parameters import GevLocationAndScaleTrendTest
-from experiment.paper1_steps.utils import get_full_altitude_visualizer
+from experiment.paper1.utils import get_full_altitude_visualizer
POSTER_ALTITUDES = [900, 1800, 2700]
import matplotlib as mpl
diff --git a/experiment/paper1_steps/snow_load_trends_percentage_significant.py b/experiment/paper1/snow_load_trends_percentage_significant.py
similarity index 100%
rename from experiment/paper1_steps/snow_load_trends_percentage_significant.py
rename to experiment/paper1/snow_load_trends_percentage_significant.py
diff --git a/experiment/paper1_steps/utils.py b/experiment/paper1/utils.py
similarity index 100%
rename from experiment/paper1_steps/utils.py
rename to experiment/paper1/utils.py
diff --git a/experiment/paper1_steps/validations/__init__.py b/experiment/paper1/validations/__init__.py
similarity index 100%
rename from experiment/paper1_steps/validations/__init__.py
rename to experiment/paper1/validations/__init__.py
diff --git a/experiment/paper1_steps/validations/main0_comparison_with_observations.py b/experiment/paper1/validations/main0_comparison_with_observations.py
similarity index 100%
rename from experiment/paper1_steps/validations/main0_comparison_with_observations.py
rename to experiment/paper1/validations/main0_comparison_with_observations.py
diff --git a/experiment/paper1_steps/validations/main1_good_stationary_gev_fit.py b/experiment/paper1/validations/main1_good_stationary_gev_fit.py
similarity index 100%
rename from experiment/paper1_steps/validations/main1_good_stationary_gev_fit.py
rename to experiment/paper1/validations/main1_good_stationary_gev_fit.py
--
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