def plot_parameters_respect_to_time_hawkes(self):
# I m printing the evolution of the parameters there.
aplot = APlot(how=(1, self.M))
tt = np.linspace(0, 1, 1000)
my_colors = plt.cm.rainbow(np.linspace(0, 1, 2 * self.M))
for i_dim in range(self.M):
xx_nu = [self.NU[i_dim](t, 1, 0) for t in tt]
aplot.uni_plot(nb_ax=i_dim,
yy=xx_nu,
xx=tt,
dict_plot_param={
"label": f"nu, {i_dim}",
"color": "blue",
"markersize": 0,
"linewidth": 2
},
tight=False)
color = iter(my_colors)
for j_dim in range(self.M):
c1 = next(color)
c2 = next(color)
xx_alpha = [self.ALPHA[i_dim][j_dim](t, 1, 0) for t in tt]
xx_beta = [self.BETA[i_dim][j_dim](t, 1, 0) for t in tt]
aplot.uni_plot(nb_ax=i_dim,
yy=xx_alpha,
xx=tt,
dict_plot_param={
"label": f"alpha, {i_dim},{j_dim}.",
"color": c1,
"markersize": 0,
"linewidth": 2
},
tight=False)
aplot.uni_plot(nb_ax=i_dim,
yy=xx_beta,
xx=tt,
dict_plot_param={
"label": f"beta, {i_dim},{j_dim}.",
"color": c2,
"markersize": 0,
"linewidth": 2
},
tight=False)
aplot.set_dict_fig(
i_dim, {
'title':
"Evolution of the parameters, time in % of total; dimension : {}"
.format(i_dim),
'xlabel':
'',
'ylabel':
''
})
aplot.show_legend(i_dim)
def test_show_legend_for_two_axis(self):
yy = np.abs(np.cos(self.xx)) + 1
# second, try the same as before where the second axis is also setting another characteristic.
aplot = APlot()
dict_plot1 = {'title': 'my title1'}
dict_plot2 = {'title': 'my title2'}
aplot.uni_plot(0, self.xx, yy, dict_ax=dict_plot1)
aplot.uni_plot_ax_bis(0,
self.xx,
3 * np.sin(self.xx) + 1,
dict_ax=dict_plot2)
aplot.show_legend()
self.image_name = "image_legend_two_axis"
self.check_plot()
xx=val_density[::100],
yy=values_density_of_SVI1[::100],
dict_plot_param={
"color": "red",
"label": "Density 1"
})
densities_plot.uni_plot(nb_ax=0,
xx=val_density[::100],
yy=values_density_of_SVI2[::100],
dict_plot_param={"label": "Density 2"},
dict_ax={
"title": "Densities",
"xlabel": "Log Moneyness",
"ylabel": "PDF"
})
densities_plot.show_legend()
true_vs_computed_TIV = APlot(how=(1, 1))
true_vs_computed_TIV.uni_plot(nb_ax=0,
xx=log_moneyness,
yy=true_TIV1,
dict_plot_param={
"label": "1 direct",
"color": "green",
"linestyle": "--",
"linewidth": 3
})
true_vs_computed_TIV.uni_plot(nb_ax=0,
xx=log_moneyness,
yy=true_TIV2,
dict_plot_param={
