From bcb48a9c829f18ab4c0ac913a9f94f41ec00195c Mon Sep 17 00:00:00 2001
From: Le Roux Erwan <erwan.le-roux@irstea.fr>
Date: Wed, 18 Dec 2019 10:14:06 +0100
Subject: [PATCH] [Confidence Interval] add test for ci_normal for
non-stationary gumbel models
---
.../gumbel_trend_test_one_parameter.py | 3 ++-
.../linear_margin_model/temporal_linear_margin_models.py | 4 +++-
.../test_model/test_confidence_interval.py | 9 ++++++++-
3 files changed, 13 insertions(+), 3 deletions(-)
diff --git a/experiment/trend_analysis/univariate_test/extreme_trend_test/trend_test_one_parameter/gumbel_trend_test_one_parameter.py b/experiment/trend_analysis/univariate_test/extreme_trend_test/trend_test_one_parameter/gumbel_trend_test_one_parameter.py
index 927b7371..0d0ff69a 100644
--- a/experiment/trend_analysis/univariate_test/extreme_trend_test/trend_test_one_parameter/gumbel_trend_test_one_parameter.py
+++ b/experiment/trend_analysis/univariate_test/extreme_trend_test/trend_test_one_parameter/gumbel_trend_test_one_parameter.py
@@ -59,6 +59,7 @@ class GevStationaryVersusGumbel(GevTrendTestOneParameter):
def marker(self):
return 'X'
+
class GumbelLocationTrendTest(GevTrendTestOneParameterAgainstStationary):
def __init__(self, years, maxima, starting_year, quantile_level=EUROCODE_QUANTILE):
@@ -109,4 +110,4 @@ class GumbelScaleTrendTest(GevTrendTestOneParameterAgainstStationary):
@classproperty
def marker(self):
- return 11
\ No newline at end of file
+ return 11
diff --git a/extreme_fit/model/margin_model/linear_margin_model/temporal_linear_margin_models.py b/extreme_fit/model/margin_model/linear_margin_model/temporal_linear_margin_models.py
index 23be1575..9a5ae312 100644
--- a/extreme_fit/model/margin_model/linear_margin_model/temporal_linear_margin_models.py
+++ b/extreme_fit/model/margin_model/linear_margin_model/temporal_linear_margin_models.py
@@ -78,8 +78,10 @@ class GumbelTemporalModel(StationaryTemporalModel):
class NonStationaryLocationGumbelModel(GumbelTemporalModel, NonStationaryLocationTemporalModel):
pass
+
class NonStationaryScaleGumbelModel(GumbelTemporalModel, NonStationaryScaleTemporalModel):
pass
+
class NonStationaryLocationAndScaleGumbelModel(GumbelTemporalModel, NonStationaryLocationAndScaleTemporalModel):
- pass
\ No newline at end of file
+ pass
diff --git a/test/test_extreme_fit/test_model/test_confidence_interval.py b/test/test_extreme_fit/test_model/test_confidence_interval.py
index 1d8795c5..6922b113 100644
--- a/test/test_extreme_fit/test_model/test_confidence_interval.py
+++ b/test/test_extreme_fit/test_model/test_confidence_interval.py
@@ -3,11 +3,16 @@ import unittest
import numpy as np
import pandas as pd
+from experiment.trend_analysis.univariate_test.extreme_trend_test.trend_test_one_parameter.gumbel_trend_test_one_parameter import \
+ GumbelLocationTrendTest
+from experiment.trend_analysis.univariate_test.extreme_trend_test.trend_test_two_parameters.gumbel_test_two_parameters import \
+ GumbelLocationAndScaleTrendTest
from experiment.trend_analysis.univariate_test.utils import fitted_linear_margin_estimator
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, \
- NonStationaryLocationTemporalModel, NonStationaryLocationAndScaleTemporalModel
+ NonStationaryLocationTemporalModel, NonStationaryLocationAndScaleTemporalModel, \
+ NonStationaryLocationAndScaleGumbelModel, NonStationaryLocationGumbelModel
from extreme_fit.model.result_from_model_fit.result_from_extremes.confidence_interval_method import \
ConfidenceIntervalMethodFromExtremes
from extreme_fit.model.result_from_model_fit.result_from_extremes.eurocode_return_level_uncertainties import \
@@ -80,6 +85,8 @@ class TestConfidenceInterval(unittest.TestCase):
StationaryTemporalModel: (-4.703945484843988, 30.482318639674023, 65.66858276419204),
NonStationaryLocationTemporalModel: (-30.361576509947707, 4.159940117114796, 38.6814567441773),
NonStationaryLocationAndScaleTemporalModel: (-52.797816369170455, 6.0677087210572465, 64.93323381128495),
+ NonStationaryLocationGumbelModel: (8.61171183466113, 11.903294433157592, 15.194877031654055),
+ NonStationaryLocationAndScaleGumbelModel: (6.0605675256893, 10.512751341145462, 14.964935156601623),
}
def test_ci_boot(self):
--
GitLab