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Diagnostics #223

Merged
merged 26 commits into from
Jul 22, 2020
Merged

Diagnostics #223

merged 26 commits into from
Jul 22, 2020

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raoulcollenteur
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@raoulcollenteur raoulcollenteur commented Jul 21, 2020 •
edited

Short Description

This PR updates the stats module in numerous ways and is accompanied by an example notebook about diagnostic checking of Pastas models.

New:

  • methods in ps.stats: diagnostics, plot_diagnostics, stoffer_toloi, plot_acf
  • metrics.py: all goodness-of-fit metrics may now be used separately (e.g., ps.stats.evp)
  • 4_diagnostic_checking.ipynb

Updated:

  • ml.plots.diagnostics
  • methods in tests.py: ljung_box, durbin_watson, runs_test

Documention for this branch is also compiled and visible here:
https://pastas.readthedocs.io/en/diagnostics/api/statistics.html

Checklist before PR can be merged:

  • is documented
  • PEP8 compliant code
  • tests added / passed
  • passes Travis
  • Example Notebook (for new features)

raoulcollenteur and others added 24 commits July 1, 2020 16:57
@raoulcollenteur
Initial commit with the setup for improved diagnostic checking in Pastas
2bbe0d2
@raoulcollenteur
update ljung-box
e1da938
@raoulcollenteur
separate plot_diagnostics and update some stats methods
6e6d88e
@raoulcollenteur
Update formatting of the DataFrame
9eb0a73
@raoulcollenteur
Update docs
57ced95
@raoulcollenteur
Update stats documentation section
f8e3130
@raoulcollenteur
Add metrics.py
e98226d 
#213
@raoulcollenteur
Update calculation of metrics
8a84821 
Closing issue #213
@raoulcollenteur
Improve metrics docs
9492e53
@raoulcollenteur
Update docs to include the new Notebook
ba78a7a
@raoulcollenteur
Update 4_diagnostic_checking.ipynb
d9867b2
@raoulcollenteur
Update notebook and runs_test test
f1ceda7
@EitvanderMeulen
Add Portmanteau test
85cb707
@raoulcollenteur
Dont use statsmodels in Notebook_4
4f19cfb
@raoulcollenteur
Improve Portmanteau method
4552521 
- Pep8
- change arguments to fit with Pastas
- cite stoffer and toloi
- return stats in line with other methods
@raoulcollenteur
Add to imported methods and use 1D arrays
3ca4fd6 
- Use 1xn instead of mx1 arrays (faster).
- Add methods to imports
- Add method to docs
- use pandas methods to modify the time series
@raoulcollenteur
Merge branch 'diagnostics' into patch-1
ad1799d
@raoulcollenteur
Add test and rename to stoffer_toloi
6d7a6c0
@raoulcollenteur
Merge branch 'patch-1' of https://github.com/EitvanderMeulen/pastas i…
9347fc5 
…nto pr/218
@raoulcollenteur
Merge pull request #218 from EitvanderMeulen/patch-1
258807a 
Add Portmanteau test
@raoulcollenteur
Add stoffer_toloi to diagnostics dataframe
fdae597
@raoulcollenteur
Update notebook and diagnostics plot
6d43473
@raoulcollenteur
Simplify tests and add ml.stats.diagnostics
8295503
@raoulcollenteur
Update 4_diagnostic_checking.ipynb
e51d1bc
@raoulcollenteur raoulcollenteur added development Indicates development of new features enhancement Indicates improvement of existing features labels Jul 21, 2020
@raoulcollenteur raoulcollenteur added this to the 0.15.0 milestone Jul 21, 2020
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The Notebook requires some more work but I think we can do this in the Dev-branch so we also include all changes there when working on the notebook.

dbrakenhoff
dbrakenhoff reviewed Jul 21, 2020
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dbrakenhoff
dbrakenhoff reviewed Jul 21, 2020
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dbrakenhoff
dbrakenhoff approved these changes Jul 21, 2020
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Does it make sense to move plotting functions outside of plots.py? I don't really mind, and they are focused on plotting statistics, so I'm ok with that.

Some minor comments (in docstrings).

@raoulcollenteur raoulcollenteur self-assigned this Jul 22, 2020
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I thought this makes more sense as it is really part of the stats subpackage right now. One could do:

from pastas import stats

and do a diagnostic testing of non-Pastas models as well :)

Merging.

@raoulcollenteur raoulcollenteur merged commit b3d3de6 into dev Jul 22, 2020
@raoulcollenteur raoulcollenteur deleted the diagnostics branch July 22, 2020 11:48
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@dbrakenhoff dbrakenhoff dbrakenhoff approved these changes

@rubencalje rubencalje Awaiting requested review from rubencalje

@mbakker7 mbakker7 Awaiting requested review from mbakker7

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@raoulcollenteur raoulcollenteur

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