From 90a15a573d2b3a1e0f430c0d414717092201d696 Mon Sep 17 00:00:00 2001
From: Le Roux Erwan <erwan.le-roux@irstea.fr>
Date: Fri, 20 Sep 2019 14:32:18 +0200
Subject: [PATCH] [TREND ANALYSIS] add test_mean, and test_variance for the
GevParams class
---
.../poster_EVAN2019/some_experiment_EVAN.py | 6 +++---
.../margin_fits/gev/gev_params.py | 5 +++++
.../test_gev/test_gev_params.py | 21 +++++++++++++++++++
3 files changed, 29 insertions(+), 3 deletions(-)
diff --git a/experiment/paper1_steps/poster_EVAN2019/some_experiment_EVAN.py b/experiment/paper1_steps/poster_EVAN2019/some_experiment_EVAN.py
index 6ea0da24..0dae7739 100644
--- a/experiment/paper1_steps/poster_EVAN2019/some_experiment_EVAN.py
+++ b/experiment/paper1_steps/poster_EVAN2019/some_experiment_EVAN.py
@@ -18,15 +18,15 @@ mpl.rcParams['hatch.linewidth'] = 0.3
def main_non_stationary_model_comparison():
- stop_loop = True
+ stop_loop = False
for altitude in POSTER_ALTITUDES[:]:
for trend_test_class in [GevLocationTrendTest, GevScaleTrendTest, GevLocationAndScaleTrendTest,
- ComparisonAgainstMu, ComparisonAgainstSigma][::-1][-1:]:
+ ComparisonAgainstMu, ComparisonAgainstSigma][::-1][:]:
vizualiser = get_full_altitude_visualizer(Altitude_Hypercube_Year_Visualizer, altitude=altitude,
exact_starting_year=1958, reduce_strength_array=False,
trend_test_class=trend_test_class,
)
- vizualiser.save_to_file = False
+ # vizualiser.save_to_file = False
vizualiser.visualize_massif_trend_test_one_altitude(poster_plot=True, write_text_on_massif=False)
if stop_loop:
return
diff --git a/extreme_estimator/margin_fits/gev/gev_params.py b/extreme_estimator/margin_fits/gev/gev_params.py
index 395032b5..65c12f79 100644
--- a/extreme_estimator/margin_fits/gev/gev_params.py
+++ b/extreme_estimator/margin_fits/gev/gev_params.py
@@ -2,6 +2,7 @@ from collections import OrderedDict
from typing import List
from cached_property import cached_property
+from mpmath import euler, pi
from extreme_estimator.extreme_models.utils import r
from extreme_estimator.margin_fits.extreme_params import ExtremeParams
@@ -78,6 +79,8 @@ class GevParams(ExtremeParams):
return np.nan
elif self.shape >= 1:
return np.inf
+ elif self.shape == 0:
+ return self.location + self.scale * euler
else:
return self.location + self.scale * (self.g(k=1) - 1) / self.shape
@@ -87,6 +90,8 @@ class GevParams(ExtremeParams):
return np.nan
elif self.shape >= 0.5:
return np.inf
+ elif self.shape == 0.0:
+ return (self.scale * pi) ** 2 / 6
else:
return ((self.scale / self.shape) ** 2) * (self.g(k=2) - self.g(k=1) ** 2)
diff --git a/test/test_extreme_estimator/test_margin_fits/test_gev/test_gev_params.py b/test/test_extreme_estimator/test_margin_fits/test_gev/test_gev_params.py
index 0b19d97a..0e7d8903 100644
--- a/test/test_extreme_estimator/test_margin_fits/test_gev/test_gev_params.py
+++ b/test/test_extreme_estimator/test_margin_fits/test_gev/test_gev_params.py
@@ -1,6 +1,9 @@
import unittest
+from mpmath import euler
+
import numpy as np
+from scipy.special.cython_special import gamma
from extreme_estimator.margin_fits.gev.gev_params import GevParams
@@ -33,6 +36,24 @@ class TestGevParams(unittest.TestCase):
self.assertEqual(gev_params.variance, np.inf)
self.assertEqual(gev_params.std, np.inf)
+ def test_mean(self):
+ mu = 1.0
+ sigma = 1.0
+ gev_params = GevParams(loc=mu, shape=0.0, scale=sigma)
+ self.assertEqual(gev_params.mean, mu + sigma * euler)
+ chi = 0.5
+ gev_params = GevParams(loc=mu, shape=chi, scale=sigma)
+ self.assertEqual(gev_params.mean, mu + sigma * (gamma(1 - 0.5) - 1) / chi)
+
+ def test_variance(self):
+ mu = 1.0
+ sigma = 1.0
+ gev_params = GevParams(loc=mu, shape=0.0, scale=sigma)
+ self.assertEqual(gev_params.variance, ((sigma * np.math.pi) ** 2) / 6)
+ chi = 0.25
+ gev_params = GevParams(loc=mu, shape=chi, scale=sigma)
+ self.assertEqual(gev_params.variance, ((sigma / chi) ** 2) * (gamma(1 - 2 * chi) - (gamma(1 - chi) ** 2)))
+
if __name__ == '__main__':
unittest.main()
--
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