[contrasting] add spatio temporal model with cross terms

extreme_fit/model/margin_model/polynomial_margin_model/altitudinal_models.py

@@ -3,46 +3,95 @@ from extreme_fit.model.margin_model.polynomial_margin_model.spatio_temporal_poly
     AbstractSpatioTemporalPolynomialModel
 
 
-class StationaryAltitudinal(AbstractSpatioTemporalPolynomialModel):
+class AbstractAltitudinalModel(AbstractSpatioTemporalPolynomialModel):
 
     def load_margin_function(self, param_name_to_dims=None):
-        return super().load_margin_function({
+        return super().load_margin_function(self.param_name_to_list_dim_and_degree)
+
+    @property
+    def param_name_to_list_dim_and_degree(self):
+        raise NotImplementedError
+
+
+class StationaryAltitudinal(AbstractAltitudinalModel):
+
+    @property
+    def param_name_to_list_dim_and_degree(self):
+        return {
             GevParams.LOC: [(self.coordinates.idx_x_coordinates, 1)],
             GevParams.SCALE: [(self.coordinates.idx_x_coordinates, 1)]
-        })
+        }
 
 
-class NonStationaryAltitudinalLocationLinear(AbstractSpatioTemporalPolynomialModel):
+class NonStationaryAltitudinalLocationLinear(AbstractAltitudinalModel):
 
-    def load_margin_function(self, param_name_to_dims=None):
-        return super().load_margin_function({
+    @property
+    def param_name_to_list_dim_and_degree(self):
+        return {
             GevParams.LOC: [(self.coordinates.idx_x_coordinates, 1), (self.coordinates.idx_temporal_coordinates, 1)],
             GevParams.SCALE: [(self.coordinates.idx_x_coordinates, 1)]
-        })
+        }
 
 
-class NonStationaryAltitudinalLocationQuadratic(AbstractSpatioTemporalPolynomialModel):
+class NonStationaryAltitudinalLocationQuadratic(AbstractAltitudinalModel):
 
-    def load_margin_function(self, param_name_to_dims=None):
-        return super().load_margin_function({
+    @property
+    def param_name_to_list_dim_and_degree(self):
+        return {
             GevParams.LOC: [(self.coordinates.idx_x_coordinates, 1), (self.coordinates.idx_temporal_coordinates, 2)],
             GevParams.SCALE: [(self.coordinates.idx_x_coordinates, 1)]
-        })
+        }
 
 
-class NonStationaryAltitudinalLocationLinearScaleLinear(AbstractSpatioTemporalPolynomialModel):
+class NonStationaryAltitudinalLocationLinearScaleLinear(AbstractAltitudinalModel):
 
-    def load_margin_function(self, param_name_to_dims=None):
-        return super().load_margin_function({
+    @property
+    def param_name_to_list_dim_and_degree(self):
+        return {
             GevParams.LOC: [(self.coordinates.idx_x_coordinates, 1), (self.coordinates.idx_temporal_coordinates, 1)],
             GevParams.SCALE: [(self.coordinates.idx_x_coordinates, 1), (self.coordinates.idx_temporal_coordinates, 1)],
-        })
+        }
 
 
-class NonStationaryAltitudinalLocationQuadraticScaleLinear(AbstractSpatioTemporalPolynomialModel):
+class NonStationaryAltitudinalLocationQuadraticScaleLinear(AbstractAltitudinalModel):
 
-    def load_margin_function(self, param_name_to_dims=None):
-        return super().load_margin_function({
+    @property
+    def param_name_to_list_dim_and_degree(self):
+        return {
             GevParams.LOC: [(self.coordinates.idx_x_coordinates, 1), (self.coordinates.idx_temporal_coordinates, 2)],
             GevParams.SCALE: [(self.coordinates.idx_x_coordinates, 1), (self.coordinates.idx_temporal_coordinates, 1)],
-        })
+        }
+
+
+# Add cross terms
+
+class AbstractAddCrossTermForLocation(AbstractAltitudinalModel):
+
+    def load_margin_function(self, param_name_to_dims=None):
+        d = self.param_name_to_list_dim_and_degree
+        d[GevParams.LOC] += ((self.coordinates.idx_x_coordinates, self.coordinates.idx_temporal_coordinates), 1)
+        return super().load_margin_function(d)
+
+
+class NonStationaryCrossTermForLocation(AbstractAddCrossTermForLocation, StationaryAltitudinal):
+    pass
+
+
+class NonStationaryAltitudinalLocationLinearCrossTermForLocation(AbstractAddCrossTermForLocation,
+                                                                 NonStationaryAltitudinalLocationLinear):
+    pass
+
+
+class NonStationaryAltitudinalLocationQuadraticCrossTermForLocation(AbstractAddCrossTermForLocation,
+                                                                    NonStationaryAltitudinalLocationQuadratic):
+    pass
+
+
+class NonStationaryAltitudinalLocationLinearScaleLinearCrossTermForLocation(AbstractAddCrossTermForLocation,
+                                                                            NonStationaryAltitudinalLocationLinearScaleLinear):
+    pass
+
+
+class NonStationaryAltitudinalLocationQuadraticScaleLinearCrossTermForLocation(AbstractAddCrossTermForLocation,
+                                                                               NonStationaryAltitudinalLocationQuadraticScaleLinear):
+    pass

extreme_fit/model/margin_model/polynomial_margin_model/polynomial_margin_model.py

@@ -35,6 +35,7 @@ class PolynomialMarginModel(AbstractTemporalLinearMarginModel):
         # i.e. 1) spatial individual terms 2) combined terms 3) temporal individual terms
         for param_name, list_dim_and_degree in param_name_to_list_dim_and_degree.items():
             dims = [d for d, m in list_dim_and_degree]
+            assert all([isinstance(d, int) or isinstance(d, tuple) for d in dims])
             if self.coordinates.has_spatial_coordinates and self.coordinates.idx_x_coordinates in dims:
                 assert dims.index(self.coordinates.idx_x_coordinates) == 0
             if self.coordinates.has_temporal_coordinates and self.coordinates.idx_temporal_coordinates in dims:

extreme_fit/model/margin_model/polynomial_margin_model/utils.py

 from extreme_fit.model.margin_model.polynomial_margin_model.altitudinal_models import StationaryAltitudinal, \
     NonStationaryAltitudinalLocationLinear, NonStationaryAltitudinalLocationQuadratic, \
-    NonStationaryAltitudinalLocationLinearScaleLinear, NonStationaryAltitudinalLocationQuadraticScaleLinear
+    NonStationaryAltitudinalLocationLinearScaleLinear, NonStationaryAltitudinalLocationQuadraticScaleLinear, \
+    NonStationaryCrossTermForLocation, NonStationaryAltitudinalLocationLinearCrossTermForLocation, \
+    NonStationaryAltitudinalLocationQuadraticCrossTermForLocation, \
+    NonStationaryAltitudinalLocationLinearScaleLinearCrossTermForLocation, \
+    NonStationaryAltitudinalLocationQuadraticScaleLinearCrossTermForLocation
 from extreme_fit.model.margin_model.polynomial_margin_model.spatio_temporal_polynomial_model import \
     NonStationaryLocationSpatioTemporalLinearityModel1, NonStationaryLocationSpatioTemporalLinearityModel2, \
     NonStationaryLocationSpatioTemporalLinearityModel3, NonStationaryLocationSpatioTemporalLinearityModel4, \
@@ -9,22 +13,27 @@ from extreme_fit.model.margin_model.polynomial_margin_model.spatio_temporal_poly
     NonStationaryLocationSpatioTemporalLinearityModelAssertError3, NonStationaryLocationSpatioTemporalLinearityModel6
 
 ALTITUDINAL_MODELS = [
-    StationaryAltitudinal,
-    NonStationaryAltitudinalLocationLinear,
-    NonStationaryAltitudinalLocationQuadratic,
-    NonStationaryAltitudinalLocationLinearScaleLinear,
-    NonStationaryAltitudinalLocationQuadraticScaleLinear
-][:]
+                         StationaryAltitudinal,
+                         NonStationaryAltitudinalLocationLinear,
+                         NonStationaryAltitudinalLocationQuadratic,
+                         NonStationaryAltitudinalLocationLinearScaleLinear,
+                         NonStationaryAltitudinalLocationQuadraticScaleLinear,
 
+                         NonStationaryCrossTermForLocation,
+                         NonStationaryAltitudinalLocationLinearCrossTermForLocation,
+                         NonStationaryAltitudinalLocationQuadraticCrossTermForLocation,
+                         NonStationaryAltitudinalLocationLinearScaleLinearCrossTermForLocation,
+                        NonStationaryAltitudinalLocationQuadraticScaleLinearCrossTermForLocation,
+                     ][:]
 
 MODELS_THAT_SHOULD_RAISE_AN_ASSERTION_ERROR = [NonStationaryLocationSpatioTemporalLinearityModelAssertError1,
-                       NonStationaryLocationSpatioTemporalLinearityModelAssertError2,
-                       NonStationaryLocationSpatioTemporalLinearityModelAssertError3]
+                                               NonStationaryLocationSpatioTemporalLinearityModelAssertError2,
+                                               NonStationaryLocationSpatioTemporalLinearityModelAssertError3]
 
 VARIOUS_SPATIO_TEMPORAL_MODELS = [NonStationaryLocationSpatioTemporalLinearityModel1,
-                    NonStationaryLocationSpatioTemporalLinearityModel2,
-                    NonStationaryLocationSpatioTemporalLinearityModel3,
-                    NonStationaryLocationSpatioTemporalLinearityModel4,
-                    NonStationaryLocationSpatioTemporalLinearityModel5,
-                    NonStationaryLocationSpatioTemporalLinearityModel6,
-                    ]
\ No newline at end of file
+                                  NonStationaryLocationSpatioTemporalLinearityModel2,
+                                  NonStationaryLocationSpatioTemporalLinearityModel3,
+                                  NonStationaryLocationSpatioTemporalLinearityModel4,
+                                  NonStationaryLocationSpatioTemporalLinearityModel5,
+                                  NonStationaryLocationSpatioTemporalLinearityModel6,
+                                  ]

test/test_extreme_fit/test_estimator/test_gev_spatio_temporal_extremes_mle.py

 import unittest
+from random import sample
 
 from extreme_data.meteo_france_data.scm_models_data.safran.safran import SafranSnowfall1Day
 from extreme_fit.model.margin_model.polynomial_margin_model.utils import ALTITUDINAL_MODELS, \
@@ -36,16 +37,16 @@ class TestGevTemporalQuadraticExtremesMle(unittest.TestCase):
         self.assertAlmostEqual(estimator.result_from_model_fit.bic, estimator.bic(split=estimator.train_split))
 
     def test_assert_error(self):
-        for model_class in MODELS_THAT_SHOULD_RAISE_AN_ASSERTION_ERROR:
+        for model_class in sample(MODELS_THAT_SHOULD_RAISE_AN_ASSERTION_ERROR, 1):
             with self.assertRaises(AssertionError):
                 self.common_test(model_class)
 
     def test_location_spatio_temporal_models(self):
-        for model_class in VARIOUS_SPATIO_TEMPORAL_MODELS[:]:
+        for model_class in sample(VARIOUS_SPATIO_TEMPORAL_MODELS, 3):
             self.common_test(model_class)
 
     def test_altitudinal_models(self):
-        for model_class in ALTITUDINAL_MODELS:
+        for model_class in sample(ALTITUDINAL_MODELS, 3):
             self.common_test(model_class)