コード例 #1
0
 def __init__(self, *args, **kwargs):
     super(GumbelTest, self).__init__(*args, **kwargs)
     self.datasets = [
         portpirie().fields.sea_level,
         fremantle().fields.sea_level
     ]
     # The following values are obtained using ismev and extRemes R
     # packages
     self.expected_mle_params = [(0, 3.8694, 0.1949), (0, 1.4663, 0.1394)]
     self.expected_mle_nnlf = [-4.2177, -39.1909]
     self.expected_mle_se = [(0.02549, 0.01885), (0.01593, 0.01084)]
     # The following values are obtained using lmom R package
     self.expected_lmom_params = [(0, 3.8685, 0.1943), (0, 1.4690, 0.1195)]
コード例 #2
0
 def __init__(self, *args, **kwargs):
     super(GumbelTest, self).__init__(*args, **kwargs)
     self.datasets = [portpirie().fields.sea_level, 
                      fremantle().fields.sea_level]
     # The following values are obtained using ismev and extRemes R
     # packages        
     self.expected_mle_params = [(0, 3.8694, 0.1949),
                                 (0, 1.4663, 0.1394)]
     self.expected_mle_nnlf = [-4.2177, -39.1909]
     self.expected_mle_se = [(0.02549, 0.01885),
                             (0.01593, 0.01084)]
     # The following values are obtained using lmom R package
     self.expected_lmom_params = [(0, 3.8685, 0.1943),
                                  (0, 1.4690, 0.1195)]        
コード例 #3
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 def __init__(self, *args, **kwargs):
     super(GEVTest, self).__init__(*args, **kwargs)
     self.datasets = [portpirie().fields.sea_level, 
                      fremantle().fields.sea_level]
     # The following values are obtained using ismev and extRemes R
     # packages
     self.expected_mle_params = [(-0.0501, 3.8747, 0.1980),
                                 (-0.2174, 1.4823, 0.1413)]
     self.expected_mle_nnlf = [-4.3391, -43.5667]
     self.expected_mle_se = [(0.09826, 0.02793, 0.02025),
                             (0.06377, 0.01671, 0.01149)]
     # The following values are obtained using extRemes R package
     self.expected_lmom_params = [(-0.0515, 3.8732, 0.2031),
                                  (-0.1963, 1.4807, 0.1391)]
コード例 #4
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 def __init__(self, *args, **kwargs):
     super(GEVTest, self).__init__(*args, **kwargs)
     self.datasets = [
         portpirie().fields.sea_level,
         fremantle().fields.sea_level
     ]
     # The following values are obtained using ismev and extRemes R
     # packages
     self.expected_mle_params = [(-0.0501, 3.8747, 0.1980),
                                 (-0.2174, 1.4823, 0.1413)]
     self.expected_mle_nnlf = [-4.3391, -43.5667]
     self.expected_mle_se = [(0.09826, 0.02793, 0.02025),
                             (0.06377, 0.01671, 0.01149)]
     # The following values are obtained using extRemes R package
     self.expected_lmom_params = [(-0.0515, 3.8732, 0.2031),
                                  (-0.1963, 1.4807, 0.1391)]
コード例 #5
0
"""
Tests for classic module
"""

import pytest
from numpy.testing import assert_almost_equal, assert_array_almost_equal
from skextremes.models.classic import GEV, Gumbel
from skextremes.datasets import portpirie, fremantle

# Datasets to be used
datasets = [portpirie().fields.sea_level, fremantle().fields.sea_level]

# Expected results for GEV
# The following values are obtained using ismev and extRemes R packages
expected_mle_params = [(-0.0501, 3.8747, 0.1980), (-0.2174, 1.4823, 0.1413)]
expected_mle_nnlf = [-4.3391, -43.5667]
expected_mle_se = [(0.09826, 0.02793, 0.02025), (0.06377, 0.01671, 0.01149)]
# The following values are obtained using extRemes R package
expected_lmom_params = [(-0.0515, 3.8732, 0.2031), (-0.1963, 1.4807, 0.1391)]


class TestGEV:
    @pytest.mark.parametrize(
        "data, params, nnlf, se",
        [(d, p, n, s) for d, p, n, s in zip(
            datasets,
            expected_mle_params,
            expected_mle_nnlf,
            expected_mle_se,
        )],
    )