From 555b82d34d2e35a2e35d1dbc93b7122000a61249 Mon Sep 17 00:00:00 2001
From: Le Roux Erwan <erwan.le-roux@irstea.fr>
Date: Tue, 22 Oct 2019 11:12:26 +0200
Subject: [PATCH] [TEMPORAL LINEAR MARGIN][BAYESIAN ESTIMATION] add test for
non stationary scale and location
---
.../test_gev/test_gev_temporal_bayesian.py | 16 ++++++++++++++--
1 file changed, 14 insertions(+), 2 deletions(-)
diff --git a/test/test_extreme_estimator/test_margin_fits/test_gev/test_gev_temporal_bayesian.py b/test/test_extreme_estimator/test_margin_fits/test_gev/test_gev_temporal_bayesian.py
index 36aeac81..9c85fdb3 100644
--- a/test/test_extreme_estimator/test_margin_fits/test_gev/test_gev_temporal_bayesian.py
+++ b/test/test_extreme_estimator/test_margin_fits/test_gev/test_gev_temporal_bayesian.py
@@ -9,7 +9,7 @@ from extreme_fit.estimator.margin_estimator.abstract_margin_estimator import Lin
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.temporal_linear_margin_models import StationaryStationModel, \
- NonStationaryLocationStationModel
+ NonStationaryLocationStationModel, NonStationaryLocationAndScaleModel
from extreme_fit.model.result_from_model_fit.result_from_extremes import ResultFromExtremes
from extreme_fit.model.utils import r, set_seed_r
from spatio_temporal_dataset.coordinates.abstract_coordinates import AbstractCoordinates
@@ -51,7 +51,7 @@ class TestGevTemporalBayesian(unittest.TestCase):
for key in ref.keys():
self.assertAlmostEqual(ref[key], mle_params_estimated[key], places=3)
- def test_gev_temporal_margin_fit_non_stationary(self):
+ def test_gev_temporal_margin_fit_non_stationary_location(self):
# Create estimator
estimator = fitted_linear_margin_estimator(NonStationaryLocationStationModel, self.coordinates, self.dataset,
starting_year=0,
@@ -63,6 +63,18 @@ class TestGevTemporalBayesian(unittest.TestCase):
mle_params_estimated_year3 = estimator.margin_function_from_fit.get_gev_params(np.array([3])).to_dict()
self.assertNotEqual(mle_params_estimated_year1, mle_params_estimated_year3)
+ def test_gev_temporal_margin_fit_non_stationary_location_and_scale(self):
+ # Create estimator
+ estimator = fitted_linear_margin_estimator(NonStationaryLocationAndScaleModel, self.coordinates, self.dataset,
+ starting_year=0,
+ fit_method=AbstractTemporalLinearMarginModel.EXTREMES_FEVD_BAYESIAN_FIT_METHOD_STR)
+ mu1_values = estimator.result_from_model_fit.df_posterior_samples.iloc[:, 1]
+ self.assertTrue((mu1_values != 0).any())
+ # Checks that parameters returned are indeed different
+ mle_params_estimated_year1 = estimator.margin_function_from_fit.get_gev_params(np.array([1])).to_dict()
+ mle_params_estimated_year3 = estimator.margin_function_from_fit.get_gev_params(np.array([3])).to_dict()
+ self.assertNotEqual(mle_params_estimated_year1, mle_params_estimated_year3)
+
#
# def test_gev_temporal_margin_fit_nonstationary_with_start_point(self):
# # Create estimator
--
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