From fd82d6a93b395ea54d7274c0d671377a383d918e Mon Sep 17 00:00:00 2001
From: Le Roux Erwan <erwan.le-roux@irstea.fr>
Date: Tue, 13 Nov 2018 18:05:01 +0100
Subject: [PATCH] [MARGIN MODEL] refactor margin model. Wrap frech2gev and
gev2frech.
---
extreme_estimator/R_fit/abstract_model.py | 11 +++
.../R_fit/gev_fit/abstract_margin_model.py | 90 ++++++++++---------
.../abstract_max_stable_model.py | 33 ++++---
.../R_fit/max_stable_fit/max_stable_fit.R | 2 +
extreme_estimator/estimator/full_estimator.py | 13 +--
.../estimator/margin_estimator.py | 6 +-
.../estimator/max_stable_estimator.py | 6 +-
.../dataset/abstract_dataset.py | 21 +++--
.../dataset/simulation_dataset.py | 7 +-
.../abstract_spatial_coordinates.py | 46 +++++-----
.../transformed_coordinates.py | 2 +-
.../abstract_temporal_observations.py | 37 ++++----
.../annual_maxima_observations.py | 18 ++--
.../extreme_estimator/test_full_estimators.py | 7 +-
14 files changed, 155 insertions(+), 144 deletions(-)
create mode 100644 extreme_estimator/R_fit/abstract_model.py
diff --git a/extreme_estimator/R_fit/abstract_model.py b/extreme_estimator/R_fit/abstract_model.py
new file mode 100644
index 00000000..8c6c4d86
--- /dev/null
+++ b/extreme_estimator/R_fit/abstract_model.py
@@ -0,0 +1,11 @@
+from extreme_estimator.R_fit.utils import get_loaded_r
+
+
+class AbstractModel(object):
+
+ def __init__(self, params_start_fit=None, params_sample=None):
+ self.default_params_start_fit = None
+ self.default_params_sample = None
+ self.user_params_start_fit = params_start_fit
+ self.user_params_sample = params_sample
+ self.r = get_loaded_r()
\ No newline at end of file
diff --git a/extreme_estimator/R_fit/gev_fit/abstract_margin_model.py b/extreme_estimator/R_fit/gev_fit/abstract_margin_model.py
index dc3e41a7..e2c6aa8a 100644
--- a/extreme_estimator/R_fit/gev_fit/abstract_margin_model.py
+++ b/extreme_estimator/R_fit/gev_fit/abstract_margin_model.py
@@ -1,44 +1,18 @@
-from extreme_estimator.R_fit.gev_fit.gev_mle_fit import GevMleFit, mle_gev
-from extreme_estimator.R_fit.utils import get_loaded_r
-
-
-def frechet_unitary_transformation(data, location, scale, shape):
- """
- Compute the unitary Frechet transformed data
- (1 + \zeta \frac{z - \mu}{\sigma}) ^ {\frac{1}{\zeta}}
- """
- assert False
- # todo: there is already a function doing that in R
- return (1 + shape * (data - location) / scale) ** (1 / shape)
-
-
-class GevParameters(object):
-
- def __init__(self, location, scale, shape):
- self.location = location
- self.scale = scale
- self.shape = shape
+import numpy as np
+import pandas as pd
-
-def frechet_unitary_transformation_from_gev_parameters(data, gev_parameters: GevParameters):
- return frechet_unitary_transformation(data, gev_parameters.location)
+from extreme_estimator.R_fit.abstract_model import AbstractModel
+from extreme_estimator.R_fit.gev_fit.gev_mle_fit import GevMleFit, mle_gev
-class AbstractMarginModel(object):
+class AbstractMarginModel(AbstractModel):
GEV_SCALE = GevMleFit.GEV_SCALE
GEV_LOCATION = GevMleFit.GEV_LOCATION
GEV_SHAPE = GevMleFit.GEV_SHAPE
GEV_PARAMETERS = [GEV_LOCATION, GEV_SCALE, GEV_SHAPE]
- def __init__(self):
- """
- Class to fit a GEV a list of data. Compute also the corresponding unitary data
-
- :param coordinate: Represents the spatio-temporal spatial_coordinates of the marginals
- :param data: array of data corresponding to this position (and potentially its neighborhood)
- """
- self.default_params = {gev_param: 1.0 for gev_param in self.GEV_PARAMETERS}
- self.r = get_loaded_r()
+ def __init__(self, params_start_fit=None, params_sample=None):
+ super().__init__(params_start_fit, params_sample)
# Define the method to sample/fit a single gev
@@ -53,20 +27,37 @@ class AbstractMarginModel(object):
def fitgev(self, x_gev, estimator=GevMleFit):
mle_params = mle_gev(x_gev=x_gev)
+ def gev_params_sample(self, coordinate) -> dict:
+ pass
+
# Define the method to sample/fit all marginals globally in the child classes
def fitmargin(self, maxima, coord):
- df_gev_params = None
- return df_gev_params
+ df_fit_gev_params = None
+ return df_fit_gev_params
def rmargin(self, nb_obs, coord):
- pass
-
- def get_maxima(self, maxima_normalized, coord):
- pass
-
- def get_maxima_normalized(self, maxima, df_gev_params):
- pass
+ maxima_gev = None
+ return maxima_gev
+
+ def frech2gev(self, maxima_frech: np.ndarray, coordinates: np.ndarray):
+ assert len(maxima_frech) == len(coordinates)
+ maxima_gev = []
+ for x_frech, coordinate in zip(maxima_frech, coordinates):
+ gev_params = self.gev_params_sample(coordinate)
+ x_gev = self.r.frech2gev(x_frech, **gev_params)
+ maxima_gev.append(x_gev)
+ return np.array(maxima_gev)
+
+ def gev2frech(self, maxima_gev: np.ndarray, df_gev_params: pd.DataFrame):
+ assert len(maxima_gev) == len(df_gev_params)
+ maxima_frech = []
+ for x_gev, (_, s_gev_params) in zip(maxima_gev, df_gev_params.iterrows()):
+ gev_params = dict(s_gev_params)
+ gev2frech_param = {'emp': False}
+ x_frech = self.r.gev2frech(x_gev, **gev_params, **gev2frech_param)
+ maxima_frech.append(x_frech)
+ return np.array(maxima_frech)
class SmoothMarginModel(AbstractMarginModel):
@@ -74,4 +65,17 @@ class SmoothMarginModel(AbstractMarginModel):
class ConstantMarginModel(SmoothMarginModel):
- pass
+ def __init__(self, params_start_fit=None, params_sample=None):
+ super().__init__(params_start_fit, params_sample)
+ self.default_params_sample = {gev_param: 1.0 for gev_param in self.GEV_PARAMETERS}
+ self.default_params_start_fit = {gev_param: 1.0 for gev_param in self.GEV_PARAMETERS}
+
+ def gev_params_sample(self, coordinate):
+ return self.default_params_sample
+
+ def fitmargin(self, maxima, coord):
+ return pd.DataFrame([pd.Series(self.default_params_start_fit) for _ in maxima])
+
+
+
+
diff --git a/extreme_estimator/R_fit/max_stable_fit/abstract_max_stable_model.py b/extreme_estimator/R_fit/max_stable_fit/abstract_max_stable_model.py
index 8009570b..67e4ab5b 100644
--- a/extreme_estimator/R_fit/max_stable_fit/abstract_max_stable_model.py
+++ b/extreme_estimator/R_fit/max_stable_fit/abstract_max_stable_model.py
@@ -1,23 +1,20 @@
-import rpy2
from enum import Enum
-from rpy2.robjects import ListVector
-from extreme_estimator.R_fit.utils import get_loaded_r
import numpy as np
+import rpy2
+from rpy2.robjects import ListVector
+from extreme_estimator.R_fit.abstract_model import AbstractModel
-class AbstractMaxStableModel(object):
+
+class AbstractMaxStableModel(AbstractModel):
def __init__(self, params_start_fit=None, params_sample=None):
+ super().__init__(params_start_fit, params_sample)
self.cov_mod = None
- self.default_params_start_fit = None
- self.default_params_sample = None
- self.user_params_start_fit = params_start_fit
- self.user_params_sample = params_sample
- self.r = get_loaded_r()
-
- def fitmaxstab(self, maxima_normalized: np.ndarray, coord: np.ndarray, fit_marge=False):
- assert all([isinstance(arr, np.ndarray) for arr in [maxima_normalized, coord]])
+
+ def fitmaxstab(self, maxima_frech: np.ndarray, coord: np.ndarray, fit_marge=False):
+ assert all([isinstance(arr, np.ndarray) for arr in [maxima_frech, coord]])
# Specify the fit params
fit_params = {
'fit.marge': fit_marge,
@@ -26,7 +23,8 @@ class AbstractMaxStableModel(object):
# Run the fitmaxstab in R
# todo: find how to specify the optim function to use
try:
- res = self.r.fitmaxstab(np.transpose(maxima_normalized), coord, **self.cov_mod_param, **fit_params) # type: ListVector
+ res = self.r.fitmaxstab(np.transpose(maxima_frech), coord, **self.cov_mod_param,
+ **fit_params) # type: ListVector
except rpy2.rinterface.RRuntimeError as error:
raise Exception('Some R exception have been launched at RunTime: {}'.format(error.__repr__()))
# todo: maybe if the convergence was not successful I could try other starting point several times
@@ -35,12 +33,13 @@ class AbstractMaxStableModel(object):
fitted_values = {key: fitted_values.rx2(key)[0] for key in fitted_values.names}
return fitted_values
- def rmaxstab(self, nb_obs: int, coord: np.ndarray, ) -> np.ndarray:
+ def rmaxstab(self, nb_obs: int, coord: np.ndarray) -> np.ndarray:
"""
Return an numpy of maxima. With rows being the stations and columns being the years of maxima
"""
- maxima = np.array(self.r.rmaxstab(nb_obs, coord, *list(self.cov_mod_param.values()), **self.params_sample))
- return np.transpose(maxima)
+ maxima_frech = np.array(
+ self.r.rmaxstab(nb_obs, coord, *list(self.cov_mod_param.values()), **self.params_sample))
+ return np.transpose(maxima_frech)
@property
def cov_mod_param(self):
@@ -82,4 +81,4 @@ class AbstractMaxStableModelWithCovarianceFunction(AbstractMaxStableModel):
'range': 3,
'smooth': 0.5,
'nugget': 0.5
- }
\ No newline at end of file
+ }
diff --git a/extreme_estimator/R_fit/max_stable_fit/max_stable_fit.R b/extreme_estimator/R_fit/max_stable_fit/max_stable_fit.R
index 5a3754e9..5c0491e8 100644
--- a/extreme_estimator/R_fit/max_stable_fit/max_stable_fit.R
+++ b/extreme_estimator/R_fit/max_stable_fit/max_stable_fit.R
@@ -24,6 +24,8 @@ if (call_main) {
# res = fitmaxstab(data, coord, "whitmat", par())
# print(res)
# print(class(res))
+ gev2frech(x, loc, scale, shape, emp=FALSE)
+ frech2gev(x, loc, scale, shape)
# print(names(res))
for (name in names(res)){
print(name)
diff --git a/extreme_estimator/estimator/full_estimator.py b/extreme_estimator/estimator/full_estimator.py
index 33fe6528..907ba60f 100644
--- a/extreme_estimator/estimator/full_estimator.py
+++ b/extreme_estimator/estimator/full_estimator.py
@@ -22,12 +22,13 @@ class SmoothMarginalsThenUnitaryMsp(AbstractFullEstimator):
def _fit(self):
# Estimate the margin parameters
self.margin_estimator.fit()
- # Compute the maxima_normalized
- maxima_normalized = self.margin_estimator.margin_model.get_maxima_normalized(maxima=self.dataset.maxima,
- df_gev_params=self.margin_estimator.df_gev_params)
- # Update maxima normalized field through the dataset object
- print(maxima_normalized)
- self.dataset.maxima_normalized = maxima_normalized
+ # Compute the maxima_frech
+ print(self.dataset.maxima_gev)
+ maxima_frech = self.margin_estimator.margin_model.gev2frech(maxima_gev=self.dataset.maxima_gev,
+ df_gev_params=self.margin_estimator.df_gev_params)
+ print(maxima_frech)
+ # Update maxima frech field through the dataset object
+ self.dataset.maxima_frech = maxima_frech
# Estimate the max stable parameters
self.max_stable_estimator.fit()
diff --git a/extreme_estimator/estimator/margin_estimator.py b/extreme_estimator/estimator/margin_estimator.py
index 2f78390b..0c997032 100644
--- a/extreme_estimator/estimator/margin_estimator.py
+++ b/extreme_estimator/estimator/margin_estimator.py
@@ -7,7 +7,7 @@ class AbstractMarginEstimator(AbstractEstimator):
def __init__(self, dataset: AbstractDataset):
super().__init__(dataset)
- assert dataset.temporal_observations.df_maxima is not None
+ assert self.dataset.maxima_gev is not None
class PointWiseMarginEstimator(AbstractMarginEstimator):
@@ -23,5 +23,5 @@ class SmoothMarginEstimator(AbstractMarginEstimator):
self.df_gev_params = None
def _fit(self):
- self.df_gev_params = self.margin_model.fitmargin(maxima=self.dataset.maxima,
- coord=self.dataset.coord)
+ self.df_gev_params = self.margin_model.fitmargin(maxima=self.dataset.maxima_gev,
+ coord=self.dataset.coordinates)
diff --git a/extreme_estimator/estimator/max_stable_estimator.py b/extreme_estimator/estimator/max_stable_estimator.py
index 22d1fbae..96322572 100644
--- a/extreme_estimator/estimator/max_stable_estimator.py
+++ b/extreme_estimator/estimator/max_stable_estimator.py
@@ -16,10 +16,10 @@ class AbstractMaxStableEstimator(AbstractEstimator):
class MaxStableEstimator(AbstractMaxStableEstimator):
def _fit(self):
- assert self.dataset.maxima_normalized is not None
+ assert self.dataset.maxima_frech is not None
self.max_stable_params_fitted = self.max_stable_model.fitmaxstab(
- maxima_normalized=self.dataset.maxima_normalized,
- coord=self.dataset.coord)
+ maxima_frech=self.dataset.maxima_frech,
+ coord=self.dataset.coordinates)
def _error(self, true_max_stable_params: dict):
absolute_errors = {param_name: np.abs(param_true_value - self.max_stable_params_fitted[param_name])
diff --git a/spatio_temporal_dataset/dataset/abstract_dataset.py b/spatio_temporal_dataset/dataset/abstract_dataset.py
index 855389c6..33faaa6d 100644
--- a/spatio_temporal_dataset/dataset/abstract_dataset.py
+++ b/spatio_temporal_dataset/dataset/abstract_dataset.py
@@ -9,7 +9,6 @@ from spatio_temporal_dataset.spatial_coordinates.abstract_spatial_coordinates im
class AbstractDataset(object):
def __init__(self, temporal_observations: AbstractTemporalObservations, spatial_coordinates: AbstractSpatialCoordinates):
- # assert
# is_same_index = temporal_observations.index == spatial_coordinates.index # type: pd.Series
# assert is_same_index.all()
self.temporal_observations = temporal_observations
@@ -32,21 +31,21 @@ class AbstractDataset(object):
@property
def df_dataset(self) -> pd.DataFrame:
# Merge dataframes with the maxima and with the coordinates
- return self.temporal_observations.df_maxima.join(self.spatial_coordinates.df_coord)
+ return self.temporal_observations.df_maxima_gev.join(self.spatial_coordinates.df_coordinates)
@property
- def coord(self):
- return self.spatial_coordinates.coord
+ def coordinates(self):
+ return self.spatial_coordinates.coordinates
@property
- def maxima(self) -> np.ndarray:
- return self.temporal_observations.maxima
+ def maxima_gev(self) -> np.ndarray:
+ return self.temporal_observations.maxima_gev
@property
- def maxima_normalized(self):
- return self.temporal_observations.maxima_normalized
+ def maxima_frech(self):
+ return self.temporal_observations.maxima_frech
- @maxima_normalized.setter
- def maxima_normalized(self, maxima_normalized_to_set):
- self.temporal_observations.maxima_normalized = maxima_normalized_to_set
+ @maxima_frech.setter
+ def maxima_frech(self, maxima_frech_to_set):
+ self.temporal_observations.maxima_frech = maxima_frech_to_set
diff --git a/spatio_temporal_dataset/dataset/simulation_dataset.py b/spatio_temporal_dataset/dataset/simulation_dataset.py
index e76668b2..6a571271 100644
--- a/spatio_temporal_dataset/dataset/simulation_dataset.py
+++ b/spatio_temporal_dataset/dataset/simulation_dataset.py
@@ -48,8 +48,9 @@ class MarginDataset(SimulatedDataset):
class FullSimulatedDataset(SimulatedDataset):
@classmethod
- def from_sampling(cls, nb_obs: int, max_stable_model: AbstractMaxStableModel,
- spatial_coordinates: AbstractSpatialCoordinates):
+ def from_double_sampling(cls, nb_obs: int, max_stable_model: AbstractMaxStableModel,
+ spatial_coordinates: AbstractSpatialCoordinates,
+ margin_model: AbstractMarginModel):
temporal_obs = FullAnnualMaxima.from_double_sampling(nb_obs, max_stable_model,
- spatial_coordinates)
+ spatial_coordinates, margin_model)
return cls(temporal_obs, spatial_coordinates, max_stable_model)
diff --git a/spatio_temporal_dataset/spatial_coordinates/abstract_spatial_coordinates.py b/spatio_temporal_dataset/spatial_coordinates/abstract_spatial_coordinates.py
index 187e0635..2def2b96 100644
--- a/spatio_temporal_dataset/spatial_coordinates/abstract_spatial_coordinates.py
+++ b/spatio_temporal_dataset/spatial_coordinates/abstract_spatial_coordinates.py
@@ -17,21 +17,21 @@ class AbstractSpatialCoordinates(object):
TRAIN_SPLIT_STR = 'train_split'
TEST_SPLIT_STR = 'test_split'
- def __init__(self, df_coord: pd.DataFrame, s_split: pd.Series = None):
- self.df_coord = df_coord
+ def __init__(self, df_coordinates: pd.DataFrame, s_split: pd.Series = None):
+ self.df_coordinates = df_coordinates
self.s_split = s_split
@classmethod
def from_df(cls, df: pd.DataFrame):
# X and Y coordinates must be defined
assert cls.COORD_X in df.columns and cls.COORD_Y in df.columns
- df_coord = df.loc[:, cls.coord_columns(df)]
+ df_coordinates = df.loc[:, cls.coordinates_columns(df)]
# Potentially, a split column can be specified
s_split = df[cls.COORD_SPLIT] if cls.COORD_SPLIT in df.columns else None
- return cls(df_coord=df_coord, s_split=s_split)
+ return cls(df_coordinates=df_coordinates, s_split=s_split)
@classmethod
- def coord_columns(cls, df_coord: pd.DataFrame) -> List[str]:
+ def coordinates_columns(cls, df_coord: pd.DataFrame) -> List[str]:
# If a Z coordinate is in the DataFrame, then
coord_columns = [cls.COORD_X, cls.COORD_Y]
if cls.COORD_Z in df_coord.columns:
@@ -40,12 +40,12 @@ class AbstractSpatialCoordinates(object):
@property
def columns(self):
- return self.coord_columns(df_coord=self.df_coord)
+ return self.coordinates_columns(df_coord=self.df_coordinates)
@property
def df(self) -> pd.DataFrame:
# Merged DataFrame of df_coord and s_split
- return self.df_coord if self.s_split is None else self.df_coord.join(self.s_split)
+ return self.df_coordinates if self.s_split is None else self.df_coordinates.join(self.s_split)
@classmethod
def from_csv(cls, csv_path: str = None):
@@ -66,52 +66,52 @@ class AbstractSpatialCoordinates(object):
df_sample = pd.DataFrame.sample(coordinates.df, n=nb_points)
return cls.from_df(df=df_sample)
- def df_coord_split(self, split_str: str) -> pd.DataFrame:
+ def df_coordinates_split(self, split_str: str) -> pd.DataFrame:
assert self.s_split is not None
ind = self.s_split == split_str
- return self.df_coord.loc[ind]
+ return self.df_coordinates.loc[ind]
- def coord_values(self, df_coord: pd.DataFrame) -> np.ndarray:
- return df_coord.loc[:, self.coord_columns(df_coord)].values
+ def coordinates_values(self, df_coordinates: pd.DataFrame) -> np.ndarray:
+ return df_coordinates.loc[:, self.coordinates_columns(df_coordinates)].values
@property
- def coord(self) -> np.ndarray:
- return self.coord_values(df_coord=self.df_coord)
+ def coordinates(self) -> np.ndarray:
+ return self.coordinates_values(df_coordinates=self.df_coordinates)
@property
- def coord_train(self) -> np.ndarray:
- return self.coord_values(df_coord=self.df_coord_split(self.TRAIN_SPLIT_STR))
+ def coordinates_train(self) -> np.ndarray:
+ return self.coordinates_values(df_coordinates=self.df_coordinates_split(self.TRAIN_SPLIT_STR))
@property
- def coord_test(self) -> np.ndarray:
- return self.coord_values(df_coord=self.df_coord_split(self.TEST_SPLIT_STR))
+ def coordinates_test(self) -> np.ndarray:
+ return self.coordinates_values(df_coordinates=self.df_coordinates_split(self.TEST_SPLIT_STR))
@property
def index(self):
- return self.df_coord.index
+ return self.df_coordinates.index
# Visualization
def visualization_2D(self):
- x, y = self.coord[:, 0], self.coord[:, 1]
+ x, y = self.coordinates[:, 0], self.coordinates[:, 1]
plt.scatter(x, y)
plt.show()
def visualization_3D(self):
- assert len(self.coord_columns(self.df_coord)) == 3
+ assert len(self.coordinates_columns(self.df_coordinates)) == 3
fig = plt.figure()
ax = fig.add_subplot(111, projection='3d') # type: Axes3D
- x, y, z = self.coord[:, 0], self.coord[:, 1], self.coord[:, 2]
+ x, y, z = self.coordinates[:, 0], self.coordinates[:, 1], self.coordinates[:, 2]
ax.scatter(x, y, z, marker='^')
plt.show()
# Magic Methods
def __len__(self):
- return len(self.df_coord)
+ return len(self.df_coordinates)
def __mul__(self, other: float):
- self.df_coord *= other
+ self.df_coordinates *= other
return self
def __rmul__(self, other):
diff --git a/spatio_temporal_dataset/spatial_coordinates/transformed_coordinates.py b/spatio_temporal_dataset/spatial_coordinates/transformed_coordinates.py
index 6b19e87a..8f38066c 100644
--- a/spatio_temporal_dataset/spatial_coordinates/transformed_coordinates.py
+++ b/spatio_temporal_dataset/spatial_coordinates/transformed_coordinates.py
@@ -7,7 +7,7 @@ class TransformedCoordinates(AbstractSpatialCoordinates):
@classmethod
def from_coordinates(cls, spatial_coordinates: AbstractSpatialCoordinates,
transformation_function: AbstractTransformation):
- df_coord_transformed = spatial_coordinates.df_coord.copy()
+ df_coord_transformed = spatial_coordinates.df_coordinates.copy()
df_coord_transformed = transformation_function.transform(df_coord=df_coord_transformed)
return cls(df_coord=df_coord_transformed, s_split=spatial_coordinates.s_split)
diff --git a/spatio_temporal_dataset/temporal_observations/abstract_temporal_observations.py b/spatio_temporal_dataset/temporal_observations/abstract_temporal_observations.py
index c9d7c9e2..34e1796a 100644
--- a/spatio_temporal_dataset/temporal_observations/abstract_temporal_observations.py
+++ b/spatio_temporal_dataset/temporal_observations/abstract_temporal_observations.py
@@ -3,34 +3,34 @@ import pandas as pd
class AbstractTemporalObservations(object):
- def __init__(self, df_maxima_normalized: pd.DataFrame = None, df_maxima: pd.DataFrame = None):
+ def __init__(self, df_maxima_frech: pd.DataFrame = None, df_maxima_gev: pd.DataFrame = None):
"""
Main attribute of the class is the DataFrame df_maxima
Index are stations index
Columns are the temporal moment of the maxima
"""
- self.df_maxima_normalized = df_maxima_normalized
- self.df_maxima = df_maxima
+ self.df_maxima_frech = df_maxima_frech
+ self.df_maxima_gev = df_maxima_gev
@classmethod
def from_df(cls, df):
pass
@property
- def maxima(self):
- return self.df_maxima.values
+ def maxima_gev(self):
+ return self.df_maxima_gev.values
@property
- def maxima_normalized(self):
- return self.df_maxima_normalized.values
+ def maxima_frech(self):
+ return self.df_maxima_frech.values
- @maxima_normalized.setter
- def maxima_normalized(self, maxima_normalized_to_set):
- assert self.df_maxima_normalized is None
- assert maxima_normalized_to_set is not None
- assert maxima_normalized_to_set.shape == self.maxima.shape
- self.df_maxima_normalized = pd.DataFrame(data=maxima_normalized_to_set, index=self.df_maxima.index,
- columns=self.df_maxima.columns)
+ @maxima_frech.setter
+ def maxima_frech(self, maxima_frech_to_set):
+ assert maxima_frech_to_set is not None
+ assert maxima_frech_to_set.shape == self.maxima_gev.shape
+ self.df_maxima_frech = pd.DataFrame(data=maxima_frech_to_set,
+ index=self.df_maxima_gev.index,
+ columns=self.df_maxima_gev.columns)
@property
def column_to_time_index(self):
@@ -38,14 +38,7 @@ class AbstractTemporalObservations(object):
@property
def index(self):
- return self.df_maxima.index
+ return self.df_maxima_gev.index
-class RealTemporalObservations(object):
- def __init__(self):
- pass
-
-
-class NormalizedTemporalObservations(object):
- pass
diff --git a/spatio_temporal_dataset/temporal_observations/annual_maxima_observations.py b/spatio_temporal_dataset/temporal_observations/annual_maxima_observations.py
index 7964e829..6488ebb1 100644
--- a/spatio_temporal_dataset/temporal_observations/annual_maxima_observations.py
+++ b/spatio_temporal_dataset/temporal_observations/annual_maxima_observations.py
@@ -19,9 +19,9 @@ class MarginAnnualMaxima(AnnualMaxima):
@classmethod
def from_sampling(cls, nb_obs: int, spatial_coordinates: AbstractSpatialCoordinates,
margin_model: AbstractMarginModel):
- maxima = margin_model.rmargin(nb_obs=nb_obs, coord=spatial_coordinates.coord)
- df_maxima = pd.DataFrame(data=maxima, index=spatial_coordinates.index)
- return cls(df_maxima=df_maxima)
+ maxima_gev = margin_model.rmargin(nb_obs=nb_obs, coord=spatial_coordinates.coordinates)
+ df_maxima_gev = pd.DataFrame(data=maxima_gev, index=spatial_coordinates.index)
+ return cls(df_maxima_gev=df_maxima_gev)
class MaxStableAnnualMaxima(AbstractTemporalObservations):
@@ -29,9 +29,9 @@ class MaxStableAnnualMaxima(AbstractTemporalObservations):
@classmethod
def from_sampling(cls, nb_obs: int, max_stable_model: AbstractMaxStableModel,
spatial_coordinates: AbstractSpatialCoordinates):
- maxima_normalized = max_stable_model.rmaxstab(nb_obs=nb_obs, coord=spatial_coordinates.coord)
- df_maxima_normalized = pd.DataFrame(data=maxima_normalized, index=spatial_coordinates.index)
- return cls(df_maxima_normalized=df_maxima_normalized)
+ maxima_frech = max_stable_model.rmaxstab(nb_obs=nb_obs, coord=spatial_coordinates.coordinates)
+ df_maxima_frech = pd.DataFrame(data=maxima_frech, index=spatial_coordinates.index)
+ return cls(df_maxima_frech=df_maxima_frech)
class FullAnnualMaxima(MaxStableAnnualMaxima):
@@ -41,7 +41,7 @@ class FullAnnualMaxima(MaxStableAnnualMaxima):
spatial_coordinates: AbstractSpatialCoordinates,
margin_model: AbstractMarginModel):
max_stable_annual_maxima = super().from_sampling(nb_obs, max_stable_model, spatial_coordinates)
- # Compute df_maxima from df_maxima_normalized
- maxima = margin_model.get_maxima(max_stable_annual_maxima.maxima_normalized, spatial_coordinates.coord)
- max_stable_annual_maxima.df_maxima = pd.DataFrame(data=maxima, index=spatial_coordinates.index)
+ # Compute df_maxima_gev from df_maxima_frech
+ maxima_gev = margin_model.frech2gev(max_stable_annual_maxima.maxima_frech, spatial_coordinates.coordinates)
+ max_stable_annual_maxima.df_maxima_gev = pd.DataFrame(data=maxima_gev, index=spatial_coordinates.index)
return max_stable_annual_maxima
diff --git a/test/extreme_estimator/test_full_estimators.py b/test/extreme_estimator/test_full_estimators.py
index 075e56bb..9ec15296 100644
--- a/test/extreme_estimator/test_full_estimators.py
+++ b/test/extreme_estimator/test_full_estimators.py
@@ -2,7 +2,7 @@ import unittest
from extreme_estimator.estimator.full_estimator import FullEstimatorInASingleStep, \
FullEstimatorInASingleStepWithSmoothMarginals, SmoothMarginalsThenUnitaryMsp
-from spatio_temporal_dataset.dataset.simulation_dataset import MarginDataset
+from spatio_temporal_dataset.dataset.simulation_dataset import MarginDataset, FullSimulatedDataset
from spatio_temporal_dataset.spatial_coordinates.generated_coordinates import CircleCoordinatesRadius1
from test.extreme_estimator.test_margin_estimators import TestMarginEstimators
from test.extreme_estimator.test_max_stable_estimators import TestMaxStableEstimators
@@ -22,8 +22,9 @@ class TestFullEstimators(unittest.TestCase):
def test_full_estimators(self):
print(self.margin_models, self.max_stable_models)
for margin_model, max_stable_model in product(self.margin_models, self.max_stable_models):
- dataset = MarginDataset.from_sampling(nb_obs=10, margin_model=margin_model,
- spatial_coordinates=self.spatial_coord)
+ dataset = FullSimulatedDataset.from_double_sampling(nb_obs=10, margin_model=margin_model,
+ spatial_coordinates=self.spatial_coord,
+ max_stable_model=max_stable_model)
for estimator_class in self.FULL_ESTIMATORS:
estimator = estimator_class(dataset=dataset, margin_model=margin_model,
--
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