From 95efb390e95dce9cbba602f67d8c40faeea6e3ac Mon Sep 17 00:00:00 2001
From: Le Roux Erwan <erwan.le-roux@irstea.fr>
Date: Tue, 16 Jun 2020 17:38:47 +0200
Subject: [PATCH] [contrasting] add quadratic model for gumbel/gev and
location/scale. modify code for the name of the models
---
.../margin_model/polynomial_margin_model.py | 25 +++++++++++++--
extreme_trend/abstract_gev_trend_test.py | 23 +++++--------
.../gev_trend_test_three_parameters.py | 32 +++++++++++++++++++
.../gev_trend_test_two_parameters.py | 22 +++++++++++++
.../gumbel_test_two_parameters.py | 31 ++++++++++++++++++
projects/exceeding_snow_loads/utils.py | 13 +++++---
...st_gev_temporal_polynomial_extremes_mle.py | 28 ++++++++++++----
7 files changed, 146 insertions(+), 28 deletions(-)
diff --git a/extreme_fit/model/margin_model/polynomial_margin_model.py b/extreme_fit/model/margin_model/polynomial_margin_model.py
index 1f327961..c5066d72 100644
--- a/extreme_fit/model/margin_model/polynomial_margin_model.py
+++ b/extreme_fit/model/margin_model/polynomial_margin_model.py
@@ -29,8 +29,9 @@ class PolynomialMarginModel(AbstractTemporalLinearMarginModel):
return super().margin_function
def load_margin_function(self, param_name_to_list_dim_and_degree=None):
- param_name_to_polynomial_all_coef = self.param_name_to_polynomial_all_coef(param_name_to_list_dim_and_degree=param_name_to_list_dim_and_degree,
- param_name_and_dim_and_degree_to_default_coef=self.default_params)
+ param_name_to_polynomial_all_coef = self.param_name_to_polynomial_all_coef(
+ param_name_to_list_dim_and_degree=param_name_to_list_dim_and_degree,
+ param_name_and_dim_and_degree_to_default_coef=self.default_params)
return PolynomialMarginFunction(coordinates=self.coordinates,
param_name_to_coef=param_name_to_polynomial_all_coef,
param_name_to_dim_and_max_degree=param_name_to_list_dim_and_degree,
@@ -84,6 +85,24 @@ class NonStationaryQuadraticLocationModel(PolynomialMarginModel):
def load_margin_function(self, param_name_to_dims=None):
return super().load_margin_function({GevParams.LOC: [(self.coordinates.idx_temporal_coordinates, 2)]})
+ @property
+ def mul(self):
+ return 2
+
+
+class NonStationaryQuadraticScaleModel(PolynomialMarginModel):
+
+ def load_margin_function(self, param_name_to_dims=None):
+ return super().load_margin_function({GevParams.SCALE: [(self.coordinates.idx_temporal_coordinates, 2)]})
+
+ @property
+ def sigl(self):
+ return 2
+
+
+class NonStationaryQuadraticLocationGumbelModel(GumbelTemporalModel, NonStationaryQuadraticLocationModel):
+ pass
+
-class NonStationaryLocationGumbelModel(GumbelTemporalModel, NonStationaryQuadraticLocationModel):
+class NonStationaryQuadraticScaleGumbelModel(GumbelTemporalModel, NonStationaryQuadraticScaleModel):
pass
diff --git a/extreme_trend/abstract_gev_trend_test.py b/extreme_trend/abstract_gev_trend_test.py
index c50de998..13121a30 100644
--- a/extreme_trend/abstract_gev_trend_test.py
+++ b/extreme_trend/abstract_gev_trend_test.py
@@ -17,6 +17,7 @@ from extreme_fit.model.margin_model.linear_margin_model.temporal_linear_margin_m
StationaryTemporalModel, GumbelTemporalModel
from extreme_fit.model.margin_model.utils import \
MarginFitMethod
+from extreme_fit.model.utils import get_null
from root_utils import classproperty
from spatio_temporal_dataset.coordinates.abstract_coordinates import AbstractCoordinates
from spatio_temporal_dataset.utils import load_temporal_coordinates_and_dataset
@@ -84,23 +85,15 @@ class AbstractGevTrendTest(object):
family = 'Gum'
else:
family = 'Gev'
+
+ def get_str_number(param_l):
+ nb = 0 if param_l == get_null() else param_l
+ return str(nb)
- if self.unconstrained_estimator.margin_model.mul == 1:
- family += '1'
- else:
- family += '0'
-
- if self.unconstrained_estimator.margin_model.sigl == 1:
- family += '1'
- else:
- family += '0'
-
+ family += get_str_number(self.unconstrained_estimator.margin_model.mul)
+ family += get_str_number(self.unconstrained_estimator.margin_model.sigl)
if family.startswith('Gev'):
- if self.unconstrained_estimator.margin_model.shl == 1:
- family += '1'
- else:
- family += '0'
-
+ family += get_str_number(self.unconstrained_estimator.margin_model.shl)
return family
@property
diff --git a/extreme_trend/trend_test_three_parameters/gev_trend_test_three_parameters.py b/extreme_trend/trend_test_three_parameters/gev_trend_test_three_parameters.py
index 04d780b0..8af11133 100644
--- a/extreme_trend/trend_test_three_parameters/gev_trend_test_three_parameters.py
+++ b/extreme_trend/trend_test_three_parameters/gev_trend_test_three_parameters.py
@@ -1,3 +1,5 @@
+from extreme_fit.model.margin_model.polynomial_margin_model import NonStationaryQuadraticLocationModel, \
+ NonStationaryQuadraticScaleModel
from extreme_fit.model.margin_model.utils import \
MarginFitMethod
from extreme_data.eurocode_data.utils import EUROCODE_QUANTILE
@@ -65,3 +67,33 @@ class GevLocationAndScaleTrendTestAgainstGumbel(GevTrendTestThreeParameters):
@classproperty
def total_number_of_parameters_for_unconstrained_model(cls) -> int:
return 5
+
+
+class GevLocationQuadraticTrendTestAgainstGumbel(GevTrendTestThreeParameters):
+
+ def __init__(self, years, maxima, starting_year, quantile_level=EUROCODE_QUANTILE,
+ fit_method=MarginFitMethod.extremes_fevd_mle):
+ super().__init__(years, maxima, starting_year,
+ unconstrained_model_class=NonStationaryQuadraticLocationModel,
+ constrained_model_class=GumbelTemporalModel,
+ quantile_level=quantile_level,
+ fit_method=fit_method)
+
+ @classproperty
+ def total_number_of_parameters_for_unconstrained_model(cls) -> int:
+ return 5
+
+
+class GevScaleQuadraticTrendTestAgainstGumbel(GevTrendTestThreeParameters):
+
+ def __init__(self, years, maxima, starting_year, quantile_level=EUROCODE_QUANTILE,
+ fit_method=MarginFitMethod.extremes_fevd_mle):
+ super().__init__(years, maxima, starting_year,
+ unconstrained_model_class=NonStationaryQuadraticScaleModel,
+ constrained_model_class=GumbelTemporalModel,
+ quantile_level=quantile_level,
+ fit_method=fit_method)
+
+ @classproperty
+ def total_number_of_parameters_for_unconstrained_model(cls) -> int:
+ return 5
\ No newline at end of file
diff --git a/extreme_trend/trend_test_two_parameters/gev_trend_test_two_parameters.py b/extreme_trend/trend_test_two_parameters/gev_trend_test_two_parameters.py
index a7f49d72..794e2b33 100644
--- a/extreme_trend/trend_test_two_parameters/gev_trend_test_two_parameters.py
+++ b/extreme_trend/trend_test_two_parameters/gev_trend_test_two_parameters.py
@@ -1,4 +1,6 @@
from extreme_data.eurocode_data.utils import EUROCODE_QUANTILE
+from extreme_fit.model.margin_model.polynomial_margin_model import NonStationaryQuadraticLocationModel, \
+ NonStationaryQuadraticScaleModel
from extreme_trend.abstract_gev_trend_test import AbstractGevTrendTest
from extreme_trend.trend_test_one_parameter.gev_trend_test_one_parameter import \
GevLocationTrendTest, GevScaleTrendTest
@@ -45,6 +47,26 @@ class GevScaleAndShapeTrendTest(GevTrendTestTwoParametersAgainstGev):
constrained_model_class=constrained_model_class,
quantile_level=quantile_level,
fit_method=fit_method)
+
+class GevQuadraticLocationTrendTest(GevTrendTestTwoParametersAgainstGev):
+
+ def __init__(self, years, maxima, starting_year, constrained_model_class=StationaryTemporalModel,
+ quantile_level=EUROCODE_QUANTILE, fit_method=MarginFitMethod.extremes_fevd_mle):
+ super().__init__(years, maxima, starting_year,
+ unconstrained_model_class=NonStationaryQuadraticLocationModel,
+ constrained_model_class=constrained_model_class,
+ quantile_level=quantile_level,
+ fit_method=fit_method)
+
+class GevQuadraticScaleTrendTest(GevTrendTestTwoParametersAgainstGev):
+
+ def __init__(self, years, maxima, starting_year, constrained_model_class=StationaryTemporalModel,
+ quantile_level=EUROCODE_QUANTILE, fit_method=MarginFitMethod.extremes_fevd_mle):
+ super().__init__(years, maxima, starting_year,
+ unconstrained_model_class=NonStationaryQuadraticScaleModel,
+ constrained_model_class=constrained_model_class,
+ quantile_level=quantile_level,
+ fit_method=fit_method)
class GevLocationAndScaleTrendTest(GevTrendTestTwoParametersAgainstGev):
diff --git a/extreme_trend/trend_test_two_parameters/gumbel_test_two_parameters.py b/extreme_trend/trend_test_two_parameters/gumbel_test_two_parameters.py
index 426e593d..f4a9db11 100644
--- a/extreme_trend/trend_test_two_parameters/gumbel_test_two_parameters.py
+++ b/extreme_trend/trend_test_two_parameters/gumbel_test_two_parameters.py
@@ -1,4 +1,6 @@
from extreme_data.eurocode_data.utils import EUROCODE_QUANTILE
+from extreme_fit.model.margin_model.polynomial_margin_model import NonStationaryQuadraticLocationModel, \
+ NonStationaryQuadraticLocationGumbelModel, NonStationaryQuadraticScaleGumbelModel
from extreme_trend.trend_test_two_parameters.gev_trend_test_two_parameters import \
GevTrendTestTwoParameters
from extreme_fit.distribution.gev.gev_params import GevParams
@@ -41,3 +43,32 @@ class GumbelLocationAndScaleTrendTest(GevTrendTestTwoParameters):
@classproperty
def marker(self):
return 'd'
+
+class GumbelLocationQuadraticTrendTest(GevTrendTestTwoParameters):
+
+ def __init__(self, years, maxima, starting_year, quantile_level=EUROCODE_QUANTILE,
+ fit_method=MarginFitMethod.extremes_fevd_mle):
+ super().__init__(years, maxima, starting_year,
+ unconstrained_model_class=NonStationaryQuadraticLocationGumbelModel,
+ constrained_model_class=GumbelTemporalModel,
+ quantile_level=quantile_level,
+ fit_method=fit_method)
+
+ @classproperty
+ def total_number_of_parameters_for_unconstrained_model(cls) -> int:
+ return 4
+
+class GumbelScaleQuadraticTrendTest(GevTrendTestTwoParameters):
+
+ def __init__(self, years, maxima, starting_year, quantile_level=EUROCODE_QUANTILE,
+ fit_method=MarginFitMethod.extremes_fevd_mle):
+ super().__init__(years, maxima, starting_year,
+ unconstrained_model_class=NonStationaryQuadraticScaleGumbelModel,
+ constrained_model_class=GumbelTemporalModel,
+ quantile_level=quantile_level,
+ fit_method=fit_method)
+
+ @classproperty
+ def total_number_of_parameters_for_unconstrained_model(cls) -> int:
+ return 4
+
diff --git a/projects/exceeding_snow_loads/utils.py b/projects/exceeding_snow_loads/utils.py
index 2594b132..477660cd 100644
--- a/projects/exceeding_snow_loads/utils.py
+++ b/projects/exceeding_snow_loads/utils.py
@@ -9,12 +9,14 @@ from extreme_trend.trend_test_one_parameter.gev_trend_test_one_parameter import
from extreme_trend.trend_test_one_parameter.gumbel_trend_test_one_parameter import \
GumbelVersusGumbel, GumbelLocationTrendTest, GumbelScaleTrendTest, GevStationaryVersusGumbel
from extreme_trend.trend_test_three_parameters.gev_trend_test_three_parameters import \
- GevLocationAndScaleTrendTestAgainstGumbel, GevLocationAndScaleAndShapeTrendTest
+ GevLocationAndScaleTrendTestAgainstGumbel, GevLocationAndScaleAndShapeTrendTest, \
+ GevLocationQuadraticTrendTestAgainstGumbel, \
+ GevScaleQuadraticTrendTestAgainstGumbel
from extreme_trend.trend_test_two_parameters.gev_trend_test_two_parameters import \
GevLocationAgainstGumbel, GevScaleAgainstGumbel, GevLocationAndScaleTrendTest, GevScaleAndShapeTrendTest, \
- GevLocationAndShapeTrendTest
+ GevLocationAndShapeTrendTest, GevQuadraticLocationTrendTest, GevQuadraticScaleTrendTest
from extreme_trend.trend_test_two_parameters.gumbel_test_two_parameters import \
- GumbelLocationAndScaleTrendTest
+ GumbelLocationAndScaleTrendTest, GumbelLocationQuadraticTrendTest, GumbelScaleQuadraticTrendTest
paper_altitudes = ALL_ALTITUDES_WITHOUT_NAN
paper_study_classes = [CrocusSnowLoadTotal, CrocusSnowLoadEurocode, CrocusSnowLoad3Days][:2]
@@ -33,7 +35,10 @@ NON_STATIONARY_TREND_TEST_PAPER_2 = [
# GEV models with constant shape
GevVersusGev, GevLocationTrendTest, GevScaleTrendTest, GevLocationAndScaleTrendTest,
# GEV models with linear shape
- GevShapeTrendTest, GevLocationAndShapeTrendTest, GevScaleAndShapeTrendTest, GevLocationAndScaleAndShapeTrendTest
+ GevShapeTrendTest, GevLocationAndShapeTrendTest, GevScaleAndShapeTrendTest, GevLocationAndScaleAndShapeTrendTest,
+ # Quadratic model for the Gev/Gumbel and for the location/scale
+ GevQuadraticLocationTrendTest, GevQuadraticScaleTrendTest, GumbelLocationQuadraticTrendTest,
+ GumbelScaleQuadraticTrendTest,
]
diff --git a/test/test_extreme_fit/test_distribution/test_gev/test_gev_temporal_polynomial_extremes_mle.py b/test/test_extreme_fit/test_distribution/test_gev/test_gev_temporal_polynomial_extremes_mle.py
index 54817ce0..a5b09acf 100644
--- a/test/test_extreme_fit/test_distribution/test_gev/test_gev_temporal_polynomial_extremes_mle.py
+++ b/test/test_extreme_fit/test_distribution/test_gev/test_gev_temporal_polynomial_extremes_mle.py
@@ -4,7 +4,8 @@ import numpy as np
import pandas as pd
from extreme_fit.distribution.gev.gev_params import GevParams
-from extreme_fit.model.margin_model.polynomial_margin_model import NonStationaryQuadraticLocationModel
+from extreme_fit.model.margin_model.polynomial_margin_model import NonStationaryQuadraticLocationModel, \
+ NonStationaryQuadraticScaleModel, NonStationaryQuadraticLocationGumbelModel, NonStationaryQuadraticScaleGumbelModel
from extreme_trend.abstract_gev_trend_test import fitted_linear_margin_estimator
from extreme_fit.model.margin_model.utils import \
MarginFitMethod
@@ -38,9 +39,9 @@ class TestGevTemporalQuadraticExtremesMle(unittest.TestCase):
self.dataset = AbstractDataset(observations=observations, coordinates=self.coordinates)
self.fit_method = MarginFitMethod.extremes_fevd_mle
- def test_gev_temporal_margin_fit_non_stationary_quadratic_location(self):
+ def function_test_gev_temporal_margin_fit_non_stationary_quadratic(self, model_class, quadratic_param):
# Create estimator
- estimator = fitted_linear_margin_estimator(NonStationaryQuadraticLocationModel,
+ estimator = fitted_linear_margin_estimator(model_class,
self.coordinates, self.dataset,
starting_year=0,
fit_method=self.fit_method)
@@ -51,15 +52,30 @@ class TestGevTemporalQuadraticExtremesMle(unittest.TestCase):
self.assertNotEqual(mle_params_estimated_year1, mle_params_estimated_year3)
self.assertNotEqual(mle_params_estimated_year3, mle_params_estimated_year5)
# Assert the relationship for the location is indeed quadratic
- location_gev_params = GevParams.LOC
- diff1 = mle_params_estimated_year1[location_gev_params] - mle_params_estimated_year3[location_gev_params]
- diff2 = mle_params_estimated_year3[location_gev_params] - mle_params_estimated_year5[location_gev_params]
+ diff1 = mle_params_estimated_year1[quadratic_param] - mle_params_estimated_year3[quadratic_param]
+ diff2 = mle_params_estimated_year3[quadratic_param] - mle_params_estimated_year5[quadratic_param]
self.assertNotAlmostEqual(diff1, diff2)
# Assert that indicators are correctly computed
self.assertAlmostEqual(estimator.result_from_model_fit.nllh, estimator.nllh())
self.assertAlmostEqual(estimator.result_from_model_fit.aic, estimator.aic())
self.assertAlmostEqual(estimator.result_from_model_fit.bic, estimator.bic())
+ def test_gev_temporal_margin_fit_non_stationary_quadratic_location(self):
+ self.function_test_gev_temporal_margin_fit_non_stationary_quadratic(NonStationaryQuadraticLocationModel,
+ quadratic_param=GevParams.LOC)
+
+ def test_gev_temporal_margin_fit_non_stationary_quadratic_scale(self):
+ self.function_test_gev_temporal_margin_fit_non_stationary_quadratic(NonStationaryQuadraticScaleModel,
+ quadratic_param=GevParams.SCALE)
+
+ def test_gumbel_temporal_margin_fit_non_stationary_quadratic_location(self):
+ self.function_test_gev_temporal_margin_fit_non_stationary_quadratic(NonStationaryQuadraticLocationGumbelModel,
+ quadratic_param=GevParams.LOC)
+
+ def test_gumbel_temporal_margin_fit_non_stationary_quadratic_scale(self):
+ self.function_test_gev_temporal_margin_fit_non_stationary_quadratic(NonStationaryQuadraticScaleGumbelModel,
+ quadratic_param=GevParams.SCALE)
+
if __name__ == '__main__':
unittest.main()
--
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