Source code for openquake.hmtk.seismicity.occurrence.penalized_mle

# -*- coding: utf-8 -*-
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import numpy as np
from openquake.hmtk.seismicity.occurrence.base import (
    SeismicityOccurrence, OCCURRENCE_METHODS)


[docs]@OCCURRENCE_METHODS.add( 'calculate', completeness=True, reference_magnitude=0.0, mmax=None, b_prior=1.0, b_prior_weight=1.0, area=0.0, a_prior_weight=1.0) class PenalizedMLE(SeismicityOccurrence): """ Test Implementation of the Penalized Maximum Likelihood function """ IERR = {1: "No events in catalogue - returning prior", 2: "Failure of convergence - returning prior"} def _null_outcome(self, config, ierr): """ Method to handle failures and return information on their causes :param dict config: Configuration of method :param int ierr: Error code """ print(self.IERR[ierr]) a_4 = 0.05 * config["area"] return config["b_prior"], 0.0, ( 10.0 ** (np.log10(a_4) + (4. - config["reference_magnitude"]) * config["b_prior"]), 0.0)
[docs] def calculate(self, catalogue, config, completeness): """ Calculates the b-value and rates (and their corresponding standard deviations) using the Penalized MLE approach :param dict config: Configuration parameters :param catalogue: Earthquake catalogue as instance of :class: openquake.hmtk.seismicity.catalogue.Catalogue :param completeness: Completeness table :returns: b-value, standard deviation on b, rate (or a-value), standard deviation on a """ # Setup if config["b_prior"]: betap = config["b_prior"] * np.log(10.) beta = np.copy(betap) has_prior = True wbu = config["b_prior_weight"] / np.log(10.) wau = config["a_prior_weight"] if config["a_prior_weight"]: apu = config["a_prior_weight"] else: apu = 1.0 else: # No prior assumed. Take initial b-value of 1.0 for beta betap = 0.0 beta = np.log(10.) wbu = 1.0E-5 wau = 0.0 apu = 1.0 has_prior = False # Get the counts of earthquakes in their completeness windows delta, kval, tval, lamda, cum_rate, cum_count, nmx, nmt =\ self._get_rate_counts(catalogue, config, completeness) n_val = np.sum(kval) if not n_val: return self._null_outcome(config, 1) assert n_val == cum_count[0] # Get the penalized MLE value (also returns correlation coefficient # rho - but not used!) bval, sigmab, rate, sigma_rate, rho = self._run_penalized_mle( config, delta, kval, tval, cum_count, betap, beta, wbu, wau) aval = np.log10(rate) + bval * completeness[0, 1] if "reference_magnitude" in config.keys() and\ config["reference_magnitude"]: dm = config["reference_magnitude"] - completeness[0, 1] rate = 10.0 ** (np.log10(rate) - bval * dm) sigma_rate = 10.0 ** (np.log10(rate + sigma_rate) - bval * dm) -\ rate else: dm = -completeness[0, 1] rate = np.log10(rate) - bval * dm sigma_rate = np.log10(rate + sigma_rate) - np.log10(rate) rate = np.log10(rate) return bval, sigmab, rate, sigma_rate
def _run_penalized_mle(self, config, delta, kval, tval, cum_count, betap, beta, wbu, wau): """ Implements the core of the penalised maximum likelihood method for the b-value """ nrloop = 0 while nrloop <= 10: e_b = np.exp(beta * delta) deb = e_b[:-1] - e_b[1:] skmeb = np.sum(kval * ((delta[:-1] * e_b[:-1]) - (delta[1:] * e_b[1:])) / deb) skm2eb = np.sum(kval * ( ((((delta[:-1] ** 2.) * e_b[:-1]) - ((delta[1:] ** 2.) * e_b[1:])) / deb) - (((delta[:-1] * e_b[:-1]) - (delta[1:] * e_b[1:])) / deb) ** 2.)) sateb = np.sum(config["area"] * tval * deb) satmeb = np.sum(config["area"] * tval * ((delta[:-1] * e_b[:-1]) - (delta[1:] * e_b[1:]))) satm2eb = np.sum(config["area"] * tval * (((delta[:-1] ** 2.) * e_b[:-1]) - ((delta[1:] ** 2.) * e_b[1:]))) dldb = skmeb - cum_count[0] * (satmeb / sateb) -\ (wbu * (beta - betap)) d2ldb2 = skm2eb - cum_count[0] * (satm2eb / sateb - (satmeb / sateb) ** 2.) - wbu beta0 = np.copy(beta) am0 = cum_count[0] * (1.0 - e_b[-1]) / sateb if cum_count[1]: # More than one interval beta -= (dldb / d2ldb2) if beta < 0.0: if nrloop > 10: # Total failure of convergence - return prior return self._null_outcome(config, 2) nrloop += 1 beta = np.log(10.) / (1.0 + float(nrloop)) continue if np.abs(beta - beta0) < 1.0E-5: break else: break bval = beta / np.log(10.0) v11 = (cum_count[0] / ((am0 * config["area"]) ** 2.)) + (wau / am0) v22 = -d2ldb2 * (np.log(10.) ** 2.) v12 = np.log(10.) * ((satmeb / (1.0 - e_b[-1])) + delta[-1] * e_b[-1] * sateb / ((1.0 - e_b[-1]) ** 2.)) / config["area"] vmat = np.array([[v11, v12], [v12, v22]]) error_mat = np.linalg.inv(vmat) sigmab = np.sqrt(error_mat[1, 1]) sigma_rate = np.sqrt(error_mat[0, 0]) rho = error_mat[0, 1] / np.sqrt(error_mat[0, 0] * error_mat[1, 1]) return bval, sigmab, am0 * config["area"], sigma_rate, rho def _get_rate_counts(self, catalogue, config, completeness): """ Using the earthquake catalogue and the completeness table determine the number of complete earthquakes in each time and magnitude bin :returns: delta: Mmin - Mi kval: Number of earthquakes in magnitude bin tval: Effective duration of completeness for magnitude bin lamda: Rate of earthquake in bin cum_count: Number of earthquakes >= Mi nmx: Number of magnitude bins nmt: number of time bins """ # If the observed mmax is greater than the specified mmax then replace # with observed Mmax mmax_inp = np.max([config["mmax"], np.max(catalogue.data["magnitude"])]) # Stack a maximum magnitude on the completeness magnitudes if mmax_inp > np.max(completeness[:, 1]): cmag = np.hstack([completeness[:, 1], mmax_inp + 1.0E-10]) high_event = True else: cmag = np.hstack([completeness[:, 1], completeness[-1, 1] + 1.0E-10]) high_event = False # Pre-pend the last year of the catalogue as the completeness year cyear = np.hstack([catalogue.end_year + 1, completeness[:, 0]]) count_table = np.zeros([len(cmag) - 1, len(cyear) - 1]) nmx, nmt = count_table.shape count_years = np.zeros_like(count_table) for i in range(len(cyear) - 1): time_idx = np.logical_and(catalogue.data["dtime"] < cyear[i], catalogue.data["dtime"] >= cyear[i + 1]) nyrs = cyear[i] - cyear[i + 1] sel_mags = catalogue.data["magnitude"][time_idx] for j in range(i, len(cmag) - 1): mag_idx = np.logical_and(sel_mags >= cmag[j], sel_mags < cmag[j + 1]) count_table[j, i] += float(np.sum(mag_idx)) count_years[j, i] += float(nyrs) delta = cmag[0] - cmag if not high_event: # Remove last row delta = delta[:-1] count_table = count_table[:-1, :] count_years = count_years[:-1, :] nmx -= 1 nmt -= 1 kval = np.sum(count_table, axis=1) tval = np.sum(count_years, axis=1) lamda = kval / tval cum_rates = np.zeros_like(count_table) cum_count = np.zeros_like(count_table) # Get cumulative values for i in range(nmt): cum_rates[:, i] = np.sum(cum_rates[:, i:], axis=1) cum_count[:, i] = np.sum(cum_count[:, i:], axis=1) cum_rate = np.array([np.sum(lamda[i:]) for i in range(nmx)]) cum_count = np.array([np.sum(kval[i:]) for i in range(nmx)]) return delta, kval, tval, lamda, cum_rate, cum_count, nmx, nmt