GeneralizedExtremeValueValidation

class GeneralizedExtremeValueValidation(*args)

Validation of GeneralizedExtremeValue inference.

Warning

This class is experimental and likely to be modified in future releases. To use it, import the openturns.experimental submodule.

Parameters:
resultDistributionFactoryResult

Inference result to validate.

sample2-d sequence of float

Data on which the inference was performed.

See also

GeneralizedExtremeValueFactory

Methods

drawDiagnosticPlot()

Draw the 4 usual diagnostic plots.

drawPDF()

Draw the estimated density and the data histogram.

drawReturnLevel()

Draw the return level with confidence interval.

getClassName()

Accessor to the object's name.

getConfidenceLevel()

Confidence level accessor.

getId()

Accessor to the object's id.

getName()

Accessor to the object's name.

getShadowedId()

Accessor to the object's shadowed id.

getVisibility()

Accessor to the object's visibility state.

hasName()

Test if the object is named.

hasVisibleName()

Test if the object has a distinguishable name.

setConfidenceLevel(confidenceLevel)

Confidence level accessor.

setName(name)

Accessor to the object's name.

setShadowedId(id)

Accessor to the object's shadowed id.

setVisibility(visible)

Accessor to the object's visibility state.
__init__(*args)
drawDiagnosticPlot()

Draw the 4 usual diagnostic plots.

The 4 graphs are the probability-probability plot, the quantile-quantile plot, the return level plot, the data histogram with the fitted model density.

If (z_{(1)} \leq z_{(2)} \leq \dots \leq z_{(n)}) denotes the ordered block maximum data and \hat{G} the cumulative distribution function of the GEV distribution fitted on the data, the graphs are defined as follows.

The probability-probability plot consists of the points:

\left\{ \left( i/(n+1), \hat{G}(z_{(i)}) \right), i=1, \dots , m\right\}

The quantile-quantile plot consists of the points:

\left\{ \left( z_{(i)}, \hat{G}^{-1}(i/(n+1)) \right), i=1, \dots , n\right\}

The return level plot consists of the points:

\left\{ \left( m, \hat{z}_m\right), m> 0\right\}

and the points:

\left\{ \left( m, z_{m}^{emp}\right), m> 0\right\}

where z_{m}^{emp} is the empirical m-block return level and \hat{z}_{m} the m-block return level calculated with the fitted GEV.

Returns:
gridGridLayout
Returns a grid of 4 graphs:

  • the QQ-plot,

  • the PP-plot,

  • the return level graph (with confidence lines),

  • the density graph.

drawPDF()

Draw the estimated density and the data histogram.

Returns:
graphGraph

The estimated density and the data histogram.

drawReturnLevel()

Draw the return level with confidence interval.

The return level plot consists of the points:

\left\{ \left( m, \hat{z}_m\right), m >0 \right\}

and the points:

\left\{ \left( m, z_{m}^{emp}\right), m> 0\right\}

where z_{m}^{emp} is the empirical m-block return level and \hat{z}_{m} the m-block return level calculated with the fitted GEV.

Returns:
graphGraph

The return level graph.

getClassName()

Accessor to the object’s name.

Returns:
class_namestr

The object class name (object.__class__.__name__).

getConfidenceLevel()

Confidence level accessor.

Returns:
levelfloat

Confidence level for the confidence lines.

getId()

Accessor to the object’s id.

Returns:
idint

Internal unique identifier.

getName()

Accessor to the object’s name.

Returns:
namestr

The name of the object.

getShadowedId()

Accessor to the object’s shadowed id.

Returns:
idint

Internal unique identifier.

getVisibility()

Accessor to the object’s visibility state.

Returns:
visiblebool

Visibility flag.

hasName()

Test if the object is named.

Returns:
hasNamebool

True if the name is not empty.

hasVisibleName()

Test if the object has a distinguishable name.

Returns:
hasVisibleNamebool

True if the name is not empty and not the default one.

setConfidenceLevel(confidenceLevel)

Confidence level accessor.

Parameters:
levelfloat

Confidence level for the confidence lines.

setName(name)

Accessor to the object’s name.

Parameters:
namestr

The name of the object.

setShadowedId(id)

Accessor to the object’s shadowed id.

Parameters:
idint

Internal unique identifier.

setVisibility(visible)

Accessor to the object’s visibility state.

Parameters:
visiblebool

Visibility flag.

Examples using the class

Estimate a GEV on the Venice sea-levels data

Estimate a GEV on the Venice sea-levels data

Estimate a GEV on the Port Pirie sea-levels data

Estimate a GEV on the Port Pirie sea-levels data

Estimate a GEV on the Fremantle sea-levels data

Estimate a GEV on the Fremantle sea-levels data

Estimate a GEV on race times data

Estimate a GEV on race times data