Merge Feature/extremes latest updates

bluemath_tk/distributions/_base_distributions.py

@@ -399,7 +399,7 @@ def summary(self):
         print(f"Negative Log-Likelihood value: {self.nll:.4f}")
         print(f"{self.message}")
 
-    def plot(self, ax: plt.axes = None, plot_type="all") -> Tuple[plt.figure, plt.axes]:
+    def plot(self, ax: plt.axes = None, plot_type="all", npy=1) -> Tuple[plt.figure, plt.axes]:
         """
         Plots of fitting results: PP-plot, QQ-plot, histogram with fitted distribution, and return period plot.
         Parameters
@@ -410,6 +410,8 @@ def plot(self, ax: plt.axes = None, plot_type="all") -> Tuple[plt.figure, plt.ax
             Type of plot to create. Options are "hist" for histogram, "pp" for P-P plot,
             "qq" for Q-Q plot, "return_period" for return period plot, or "all" for all plots.
             Default is "all".
+        npy : int, optional
+            Number of observations per year. Default is 1.
 
         Returns
         -------
@@ -426,7 +428,7 @@ def plot(self, ax: plt.axes = None, plot_type="all") -> Tuple[plt.figure, plt.ax
             self.pp(ax=axs[0, 0])
             self.qq(ax=axs[0, 1])
             self.hist(ax=axs[1, 0])
-            self.return_period(ax=axs[1, 1])
+            self.return_period(ax=axs[1, 1], npy=npy)
             plt.tight_layout()
             return fig, axs
         elif plot_type == "hist":
@@ -436,7 +438,7 @@ def plot(self, ax: plt.axes = None, plot_type="all") -> Tuple[plt.figure, plt.ax
         elif plot_type == "qq":
             return self.qq()
         elif plot_type == "return_period":
-            return self.return_period()
+            return self.return_period(npy=npy)
         else:
             raise ValueError(
                 "Invalid plot type. Use 'hist', 'pp', 'qq', 'return_period', or 'all'."
@@ -541,34 +543,36 @@ def hist(self, ax: plt.axes = None) -> Tuple[plt.figure, plt.axes]:
 
         return fig, ax
 
-    def return_period(self, ax: plt.axes = None) -> Tuple[plt.figure, plt.axes]:
+    def return_period(self, ax: plt.axes = None, npy=1) -> Tuple[plt.figure, plt.axes]:
         """
         Return period plot of the fitted distribution.
 
         Parameters
         ----------
         ax : matplotlib.axes.Axes, optional
             Axes to plot on. If None, a new figure and axes will be created.
+        npy : int, optional
+            Number of observations per year. Default is 1.
         """
         if ax is None:
             fig, ax = plt.subplots(figsize=(8, 6))
         else:
             fig = None
 
-        return_years = np.asarray([1.001, 1.1, 1.2, 1.3, 1.4, 1.5, 1.75, 2, 3, 4, 5, 7.5, 10, 15, 20, 25, 50, 100, 250, 500, 1000])
-        ecdf_fitted = 1 - 1/return_years
+        return_years = np.asarray([1.001, 1.1, 1.2, 1.3, 1.4, 1.5, 1.75, 2, 3, 4, 5, 7.5, 10, 15, 20, 25, 50, 100, 250, 500, 1000, 10000])
+        ecdf_fitted = 1 - 1/(return_years)
         sorted_data = np.sort(self.data)
         exceedance_prob = 1 - self.ecdf
-        return_period = 1 / exceedance_prob
+        return_period = 1 / (exceedance_prob)
 
         ax.plot(
-            return_years,
+            return_years / npy,
             self.dist.qf(ecdf_fitted, *self.params),
             color="tab:red",
             label="Fitted Distribution",
         )
         ax.plot(
-            return_period,
+            return_period / npy,
             sorted_data,
             marker="o",
             linestyle="",
@@ -580,7 +584,7 @@ def return_period(self, ax: plt.axes = None) -> Tuple[plt.figure, plt.axes]:
         ax.set_xticks([1, 2, 5, 10, 25, 50, 100, 250, 1000, 10000])
         ax.set_xticklabels([1, 2, 5, 10, 25, 50, 100, 500, 1000, 10000])
         # ax.set_xlim(right=np.max(return_period) * 1.2)
-        ax.set_xlabel("Return Period")
+        ax.set_xlabel("Return Period (Years)")
         ax.set_ylabel("Data Values")
         ax.set_title("Return Period Plot")
         ax.legend()

bluemath_tk/distributions/extreme_correction.py

@@ -221,7 +221,7 @@ def fit(
             self.threshold, self.pot_data, pot_idx = opt_threshold.fit()
             self.poiss_parameter = self.pot_data.size / self.am_data.size
 
-            fit_result = GPD.fit(self.pot_data, f0=self.threshold)
+            fit_result = GPD.fit(self.pot_data, threshold=self.threshold)
 
         # If Annual Maxima used in fitting step
         if self.method == "am":

bluemath_tk/distributions/gev.py

@@ -1,7 +1,7 @@
 from typing import Dict, List
 
 import numpy as np
-from scipy.special import gamma
+from scipy.stats import genextreme
 
 from ._base_distributions import BaseDistribution, FitResult, fit_dist
 
@@ -117,22 +117,7 @@ def pdf(
         if scale <= 0:
             raise ValueError("Scale parameter must be > 0")
 
-        y = (x - loc) / scale
-
-        # Gumbel case (shape = 0)
-        if shape == 0.0:
-            pdf = (1 / scale) * (np.exp(-y) * np.exp(-np.exp(-y)))
-
-        # General case (Weibull and Frechet, shape != 0)
-        else:
-            pdf = np.full_like(x, 0, dtype=float)  # 0
-            yy = 1 + shape * y
-            yymask = yy > 0
-            pdf[yymask] = (1 / scale) * (
-                yy[yymask] ** (-1 - (1 / shape)) * np.exp(-(yy[yymask] ** (-1 / shape)))
-            )
-
-        return pdf
+        return genextreme.pdf(x, -shape, loc=loc, scale=scale)
 
     @staticmethod
     def cdf(
@@ -167,17 +152,7 @@ def cdf(
         if scale <= 0:
             raise ValueError("Scale parameter must be > 0")
 
-        y = (x - loc) / scale
-
-        # Gumbel case (shape = 0)
-        if shape == 0.0:
-            p = np.exp(-np.exp(-y))
-
-        # General case (Weibull and Frechet, shape != 0)
-        else:
-            p = np.exp(-(np.maximum(1 + shape * y, 0) ** (-1 / shape)))
-
-        return p
+        return genextreme.cdf(x, -shape, loc=loc, scale=scale)
 
     @staticmethod
     def sf(
@@ -212,9 +187,7 @@ def sf(
         if scale <= 0:
             raise ValueError("Scale parameter must be > 0")
 
-        sp = 1 - GEV.cdf(x, loc=loc, scale=scale, shape=shape)
-
-        return sp
+        return genextreme.sf(x, -shape, loc=loc, scale=scale)
 
     @staticmethod
     def qf(
@@ -255,15 +228,7 @@ def qf(
         if scale <= 0:
             raise ValueError("Scale parameter must be > 0")
 
-        # Gumbel case (shape = 0)
-        if shape == 0.0:
-            q = loc - scale * np.log(-np.log(p))
-
-        # General case (Weibull and Frechet, shape != 0)
-        else:
-            q = loc + scale * ((-np.log(p)) ** (-shape) - 1) / shape
-
-        return q
+        return genextreme.ppf(p, -shape, loc=loc, scale=scale)
 
     @staticmethod
     def nll(
@@ -291,35 +256,12 @@ def nll(
         """
 
         if scale <= 0:
-            nll = np.inf  # Return a large value for invalid scale
+            return np.inf  # Return a large value for invalid scale
 
         else:
-            y = (data - loc) / scale
-
-            # # Gumbel case (shape = 0)
-            # if shape == 0.0:
-            #     pass
-            #     nll = data.shape[0] * np.log(scale) + np.sum(
-            #         np.exp(-y) + np.sum(-y)
-            #     )  # Gumbel case
-
-            # # General case (Weibull and Frechet, shape != 0)
-            # else:
-
-            shape = (
-                np.maximum(shape, 1e-8) if shape > 0 else np.minimum(shape, -1e-8)
-            )  # Avoid division by zero
-            y = 1 + shape * y
-            if any(y <= 0):
-                nll = np.inf  # Return a large value for invalid y
-            else:
-                nll = (
-                    data.shape[0] * np.log(scale)
-                    + np.sum(y ** (-1 / shape))
-                    + (1 / shape + 1) * np.sum(np.log(y))
-                )
-
-        return nll
+            return -np.sum(
+                genextreme.logpdf(data, -shape, loc=loc, scale=scale), axis=0
+            )
 
     @staticmethod
     def fit(data: np.ndarray, **kwargs) -> FitResult:
@@ -385,22 +327,9 @@ def random(
         if scale <= 0:
             raise ValueError("Scale parameter must be > 0")
 
-        # Set random state if provided
-        if random_state is not None:
-            np.random.seed(random_state)
-
-        # Generate uniform random numbers
-        u = np.random.uniform(0, 1, size)
-
-        # Gumbel case (shape = 0)
-        if shape == 0.0:
-            x = loc - scale * np.log(-np.log(u))
-
-        # General case (Weibull and Frechet, shape != 0)
-        else:
-            x = loc + scale * ((-np.log(u)) ** (-shape) - 1) / shape
-
-        return x
+        return genextreme.rvs(
+            -shape, loc=loc, scale=scale, size=size, random_state=random_state
+        )
 
     @staticmethod
     def mean(loc: float = 0.0, scale: float = 1.0, shape: float = 0.0) -> float:
@@ -431,21 +360,7 @@ def mean(loc: float = 0.0, scale: float = 1.0, shape: float = 0.0) -> float:
         if scale <= 0:
             raise ValueError("Scale parameter must be > 0")
 
-        eu_cons = np.euler_gamma  # Euler-Mascheroni constant
-
-        # Gumbel case (shape = 0)
-        if shape == 0.0:
-            mean = loc + scale * eu_cons
-
-        # General case (Weibull and Frechet, shape != 0 and shape < 1)
-        elif shape != 0.0 and shape < 1:
-            mean = loc + scale * (gamma(1 - shape) - 1) / shape
-
-        # Shape >= 1 case
-        else:
-            mean = np.inf
-
-        return mean
+        return genextreme.mean(-shape, loc=loc, scale=scale)
 
     @staticmethod
     def median(loc: float = 0.0, scale: float = 1.0, shape: float = 0.0) -> float:
@@ -476,13 +391,7 @@ def median(loc: float = 0.0, scale: float = 1.0, shape: float = 0.0) -> float:
         if scale <= 0:
             raise ValueError("Scale parameter must be > 0")
 
-        if shape == 0.0:
-            median = loc - scale * np.log(np.log(2))
-
-        else:
-            median = loc + scale * ((np.log(2)) ** (-shape) - 1) / shape
-
-        return median
+        return genextreme.median(-shape, loc=loc, scale=scale)
 
     @staticmethod
     def variance(loc: float = 0.0, scale: float = 1.0, shape: float = 0.0) -> float:
@@ -513,21 +422,7 @@ def variance(loc: float = 0.0, scale: float = 1.0, shape: float = 0.0) -> float:
         if scale <= 0:
             raise ValueError("Scale parameter must be > 0")
 
-        # Gumbel case (shape = 0)
-        if shape == 0.0:
-            var = (np.pi**2 / 6) * scale**2
-
-        elif shape != 0.0 and shape < 0.5:
-            var = (
-                (scale**2)
-                * (gamma(1 - 2 * shape) - (gamma(1 - shape) ** 2))
-                / (shape**2)
-            )
-
-        else:
-            var = np.inf
-
-        return var
+        return genextreme.var(-shape, loc=loc, scale=scale)
 
     @staticmethod
     def std(loc: float = 0.0, scale: float = 1.0, shape: float = 0.0) -> float:
@@ -559,9 +454,7 @@ def std(loc: float = 0.0, scale: float = 1.0, shape: float = 0.0) -> float:
         if scale <= 0:
             raise ValueError("Scale parameter must be > 0")
 
-        std = np.sqrt(GEV.variance(loc, scale, shape))
-
-        return std
+        return genextreme.std(-shape, loc=loc, scale=scale)
 
     @staticmethod
     def stats(