From 1c21dc0aa06b022090e4eeb93f06892422388131 Mon Sep 17 00:00:00 2001
From: Niklas Selke <n.selke@fz-juelich.de>
Date: Mon, 22 May 2023 17:24:12 +0200
Subject: [PATCH] Fixed an issue when calling the moving block bootstrap
algorithm with 'method=OLS'.
---
toarstats/trends/interface.py | 2 +-
toarstats/trends/ols.py | 2 +-
toarstats/trends/utils.py | 5 +++--
3 files changed, 5 insertions(+), 4 deletions(-)
diff --git a/toarstats/trends/interface.py b/toarstats/trends/interface.py
index 3cb825f..9998380 100644
--- a/toarstats/trends/interface.py
+++ b/toarstats/trends/interface.py
@@ -63,7 +63,7 @@ def calculate_trend(method, data, quantiles=None):
if not all(0 < quantile < 1 for quantile in quantile_list):
raise ValueError("The quantiles must be strictly between 0 and 1.")
anomalies_series = calculate_anomalies(data_in)
- if method == "quant_reg":
+ if method == "quant":
fit = {
quantile: quant_reg(anomalies_series, quantile)
for quantile in quantile_list
diff --git a/toarstats/trends/ols.py b/toarstats/trends/ols.py
index 766ca2f..a34cf32 100644
--- a/toarstats/trends/ols.py
+++ b/toarstats/trends/ols.py
@@ -21,7 +21,7 @@ def ols(data):
:return: The trend with its uncertainty and p value
"""
fit = smf.ols("value~datetime", data).fit(method="qr").params
- mbb = moving_block_bootstrap("OLS", data, quantile)
+ mbb = moving_block_bootstrap("OLS", data)
fit_se = np.nanstd(mbb, axis=0)
fit_pv = 2*scipy.stats.t.sf(x=abs(fit/fit_se), df=len(data)-2)
return {"trend": fit, "uncertainty": fit_se, "p_value": fit_pv}
diff --git a/toarstats/trends/utils.py b/toarstats/trends/utils.py
index 18f55b0..bd6167a 100644
--- a/toarstats/trends/utils.py
+++ b/toarstats/trends/utils.py
@@ -42,13 +42,14 @@ def calculate_anomalies(data):
}).sort_values("datetime")
-def moving_block_bootstrap(method, data, quantile, num_samples=1000):
+def moving_block_bootstrap(method, data, quantile=None, num_samples=1000):
"""Perform the moving block bootstrap algorithm.
:param method: either ``"OLS"`` or ``"quant"``
:param data: data containing a list of date time values and
associated parameter values
- :param quantile: a single quantile, must be between 0 and 1
+ :param quantile: a single quantile, must be between 0 and 1 if
+ ``method="quant"``
:param num_samples: number of sampled trends
:return: A list of sampled trends
--
GitLab