diff --git a/extreme_fit/model/margin_model/polynomial_margin_model/altitudinal_models.py b/extreme_fit/model/margin_model/polynomial_margin_model/altitudinal_models.py
index 7b2c68d1b906516b53989f1ab2cb1c44b8205906..fdef17d0f82fa449e23bf9c985dbef1923886de5 100644
--- a/extreme_fit/model/margin_model/polynomial_margin_model/altitudinal_models.py
+++ b/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
diff --git a/extreme_fit/model/margin_model/polynomial_margin_model/polynomial_margin_model.py b/extreme_fit/model/margin_model/polynomial_margin_model/polynomial_margin_model.py
index 4fde11885bc134cde61026963174a1de44a2ad09..7d08ad618c5844f45bc0d2cd4d00d259e8aa7fa8 100644
--- a/extreme_fit/model/margin_model/polynomial_margin_model/polynomial_margin_model.py
+++ b/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:
diff --git a/extreme_fit/model/margin_model/polynomial_margin_model/utils.py b/extreme_fit/model/margin_model/polynomial_margin_model/utils.py
index db52b4fbb9514244b3d712ab641e7578b357615e..78346c36ca15ec4e3635998b3fd9d1d8f80bcef3 100644
--- a/extreme_fit/model/margin_model/polynomial_margin_model/utils.py
+++ b/extreme_fit/model/margin_model/polynomial_margin_model/utils.py
@@ -1,6 +1,10 @@
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,
+ ]
diff --git a/test/test_extreme_fit/test_estimator/test_gev_spatio_temporal_extremes_mle.py b/test/test_extreme_fit/test_estimator/test_gev_spatio_temporal_extremes_mle.py
index 68eec4e203284763600786ef235864030bacf0e8..c68d57f139dac4a7769105f8388408e813b90dec 100644
--- a/test/test_extreme_fit/test_estimator/test_gev_spatio_temporal_extremes_mle.py
+++ b/test/test_extreme_fit/test_estimator/test_gev_spatio_temporal_extremes_mle.py
@@ -1,4 +1,5 @@
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)