Commit e3b7d38a authored by Le Roux Erwan's avatar Le Roux Erwan
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[quantile regression project] final commit. merge with branch master.

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Showing with 1 addition and 4 deletions
+1 -4
...@@ -48,10 +48,7 @@ class AnnualMaximaSimulation(AbstractSimulation): ...@@ -48,10 +48,7 @@ class AnnualMaximaSimulation(AbstractSimulation):
# Compute true value # Compute true value
margin_model = self.time_series_lengths_to_margin_model[length] margin_model = self.time_series_lengths_to_margin_model[length]
true_gev_params = margin_model.margin_function_sample.get_gev_params(last_coordinate) true_gev_params = margin_model.margin_function_sample.get_gev_params(last_coordinate)
print(true_gev_params)
true_quantile = true_gev_params.quantile(self.quantile_data) true_quantile = true_gev_params.quantile(self.quantile_data)
print(self.quantile_data)
print(true_quantile)
# Compute estimated values # Compute estimated values
estimated_quantiles = [estimator.function_from_fit.get_quantile(last_coordinate) for estimator in estimators] estimated_quantiles = [estimator.function_from_fit.get_quantile(last_coordinate) for estimator in estimators]
return 100 * np.abs(np.array(estimated_quantiles) - true_quantile) / true_quantile return 100 * np.abs(np.array(estimated_quantiles) - true_quantile) / true_quantile
...@@ -12,7 +12,7 @@ from spatio_temporal_dataset.coordinates.transformed_coordinates.transformation. ...@@ -12,7 +12,7 @@ from spatio_temporal_dataset.coordinates.transformed_coordinates.transformation.
nb_time_series = 10 nb_time_series = 10
quantile = 0.98 quantile = 0.98
time_series_lengths = [50, 100, 200] time_series_lengths = [50, 100, 200]
transformation_class = [IdentityTransformation, CenteredScaledNormalization][0] transformation_class = [IdentityTransformation, CenteredScaledNormalization][1]
model_classes = [ model_classes = [
NonStationaryLocationTemporalModel, NonStationaryLocationTemporalModel,
TemporalCoordinatesQuantileRegressionModel, TemporalCoordinatesQuantileRegressionModel,
......
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