[GEV TREND TEST] add gev trend test two parameters (for Location and scale...

[GEV TREND TEST] add gev trend test two parameters (for Location and scale parameters). IMPORTANT: Now the definition of test sign correspond to the sign of the strength (i.e. the increase with respect to some quantile)

experiment/paper1_steps/hard extreme evolution - annual maxima/main3_non_stationary_strength_evolution.py

@@ -4,6 +4,7 @@ from experiment.meteo_france_data.scm_models_data.visualization.hypercube_visual
     Altitude_Hypercube_Year_Visualizer
 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
 
 """
 Visualize the 0.99 quantile initial value and its evolution
@@ -15,14 +16,14 @@ def main_fast_spatial_risk_evolution():
     for altitude in FULL_ALTITUDES[-1:]:
         vizualiser = get_full_altitude_visualizer(Altitude_Hypercube_Year_Visualizer, altitude=altitude,
                                                   exact_starting_year=1958, reduce_strength_array=True,
-                                                  trend_test_class=GevScaleTrendTest)
-        # vizualiser.save_to_file = False
+                                                  trend_test_class=GevLocationAndScaleTrendTest)
+        vizualiser.save_to_file = False
         vizualiser.visualize_massif_trend_test_one_altitude()
 
 
 def main_full_spatial_risk_evolution():
     for altitude in FULL_ALTITUDES[:]:
-        for trend_test_class in [GevLocationTrendTest, GevScaleTrendTest][:]:
+        for trend_test_class in [GevLocationTrendTest, GevScaleTrendTest, GevLocationAndScaleTrendTest][-1:]:
             vizualiser = get_full_altitude_visualizer(Altitude_Hypercube_Year_Visualizer, altitude=altitude,
                                                       exact_starting_year=1958, reduce_strength_array=True,
                                                       trend_test_class=trend_test_class)

experiment/paper1_steps/utils.py

-import time
-
 from experiment.meteo_france_data.scm_models_data.crocus.crocus import CrocusRecentSwe
-from experiment.meteo_france_data.scm_models_data.visualization.hypercube_visualization.altitude_year_hypercube_visualizer import \
-    Altitude_Hypercube_Year_Visualizer
 from experiment.meteo_france_data.scm_models_data.visualization.hypercube_visualization.main_files.main_full_hypercube import \
     get_full_parameters
 from experiment.meteo_france_data.scm_models_data.visualization.hypercube_visualization.utils_hypercube import \
     load_altitude_visualizer
-from experiment.trend_analysis.univariate_test.abstract_gev_trend_test import GevScaleChangePointTest, \
-    GevLocationChangePointTest
+from experiment.trend_analysis.univariate_test.gev_trend_test_one_parameter import GevLocationTrendTest
 
 FULL_ALTITUDES = [900, 1200, 1500, 1800, 2100, 2400, 2700, 3000]
 
 
 def get_full_altitude_visualizer(altitude_hypercube_class, exact_starting_year=None, altitude=900,
                                  reduce_strength_array=False,
-                                 trend_test_class = GevLocationChangePointTest):
+                                 trend_test_class = GevLocationTrendTest):
     altitudes, first_starting_year, last_starting_year, nb_data_reduced_for_speed, only_first_one, save_to_file, _ = get_full_parameters(
         altitude=altitude)
     if exact_starting_year is not None:

experiment/trend_analysis/univariate_test/abstract_gev_trend_test.py

@@ -25,9 +25,8 @@ class AbstractGevTrendTest(AbstractUnivariateTest):
     quantile_for_strength = 0.98
     nb_years_for_quantile_evolution = 10
 
-    def __init__(self, years, maxima, starting_year, non_stationary_model_class, gev_param_name):
+    def __init__(self, years, maxima, starting_year, non_stationary_model_class):
         super().__init__(years, maxima, starting_year)
-        self.gev_param_name = gev_param_name
         df = pd.DataFrame({AbstractCoordinates.COORDINATE_T: years})
         df_maxima_gev = pd.DataFrame(maxima, index=df.index)
         observations = AbstractSpatioTemporalObservations(df_maxima_gev=df_maxima_gev)
@@ -104,6 +103,14 @@ class AbstractGevTrendTest(AbstractUnivariateTest):
 
     # Evolution of the GEV parameters and corresponding quantiles
 
+    @property
+    def test_sign(self) -> int:
+        return np.sign(self.test_trend_slope_strength)
+
+    def get_non_stationary_linear_coef(self, gev_param_name):
+        return self.non_stationary_estimator.margin_function_fitted.get_coef(gev_param_name,
+                                                                             AbstractCoordinates.COORDINATE_T)
+
     @property
     def non_stationary_constant_gev_params(self) -> GevParams:
         return self.non_stationary_estimator.result_from_fit.constant_gev_params

experiment/trend_analysis/univariate_test/gev_trend_test_one_parameter.py

 from experiment.trend_analysis.univariate_test.abstract_gev_trend_test import AbstractGevTrendTest
-from extreme_estimator.extreme_models.margin_model.temporal_linear_margin_model import StationaryStationModel, \
+from extreme_estimator.extreme_models.margin_model.temporal_linear_margin_model import \
     NonStationaryLocationStationModel, NonStationaryScaleStationModel, NonStationaryShapeStationModel
 from extreme_estimator.margin_fits.gev.gev_params import GevParams
-import numpy as np
-
-from spatio_temporal_dataset.coordinates.abstract_coordinates import AbstractCoordinates
 
 
 class GevTrendTestOneParameter(AbstractGevTrendTest):
 
+    def __init__(self, years, maxima, starting_year, non_stationary_model_class, gev_param_name):
+        super().__init__(years, maxima, starting_year, non_stationary_model_class)
+        self.gev_param_name = gev_param_name
+
     @property
     def degree_freedom_chi2(self) -> int:
         return 1
 
-    @property
-    def test_sign(self) -> int:
-        return np.sign(self.non_stationary_linear_coef)
-
     @property
     def non_stationary_linear_coef(self):
-        return self.non_stationary_estimator.margin_function_fitted.get_coef(self.gev_param_name,
-                                                                             AbstractCoordinates.COORDINATE_T)
+        return self.get_non_stationary_linear_coef(gev_param_name=self.gev_param_name)
 
 
 class GevLocationTrendTest(GevTrendTestOneParameter):

experiment/trend_analysis/univariate_test/gev_trend_test_two_parameters.py

+from experiment.trend_analysis.univariate_test.abstract_gev_trend_test import AbstractGevTrendTest
+from extreme_estimator.extreme_models.margin_model.temporal_linear_margin_model import \
+    NonStationaryLocationAndScaleModel
+from extreme_estimator.margin_fits.gev.gev_params import GevParams
+
+
+class GevTrendTestTwoParameters(AbstractGevTrendTest):
+
+    @property
+    def degree_freedom_chi2(self) -> int:
+        return 2
+
+
+class GevLocationAndScaleTrendTest(GevTrendTestTwoParameters):
+
+    def __init__(self, years, maxima, starting_year):
+        super().__init__(years, maxima, starting_year,
+                         NonStationaryLocationAndScaleModel)
+
+    def _slope_strength(self):
+        mu1 = self.get_non_stationary_linear_coef(gev_param_name=GevParams.LOC)
+        sigma1 = self.get_non_stationary_linear_coef(gev_param_name=GevParams.SCALE)
+        return self.non_stationary_constant_gev_params.quantile_strength_evolution_ratio(p=self.quantile_for_strength,
+                                                                                         mu1=mu1,
+                                                                                         sigma1=sigma1)

extreme_estimator/extreme_models/margin_model/temporal_linear_margin_model.py

@@ -72,3 +72,18 @@ class NonStationaryShapeStationModel(TemporalLinearMarginModel):
     @property
     def shl(self):
         return 1
+
+
+class NonStationaryLocationAndScaleModel(TemporalLinearMarginModel):
+
+    def load_margin_functions(self, gev_param_name_to_dims=None):
+        super().load_margin_functions({GevParams.LOC: [self.coordinates.idx_temporal_coordinates],
+                                       GevParams.SCALE: [self.coordinates.idx_temporal_coordinates]})
+
+    @property
+    def mul(self):
+        return 1
+
+    @property
+    def sigl(self):
+        return 1