重现期Matlab\Python程序（Gumbel和广义极值分布）

“Talk is cheap, show me the code.” 废话少说，上代码！
In probability theory and statistics, the Gumbel distribution (Generalized Extreme Value distribution Type-I) is used to model the distribution of the maximum (or the minimum) of a number of samples of various distributions.

Gumbel:MATLAB程序：（放入主程序.m文件同路径下即可调用）

function [Recurrence_period_value] = Gumble_func_by_zlf(data,N,len)
% data应为一列数据
% N为多少年一遇
% len为所用数据年数(从大到小排序后希望获得前几个数据)
% Recurrence_period_value为N年一遇值
datasort = sort(data,'descend');
datasort(isnan(datasort))=[];%剔除缺测值
data_select_sort = datasort(1:len);
mu = mean(data_select_sort);
sum = 0;
for i = 1:length(data_select_sort)
    sum = sum + (data_select_sort(i) - mu)^2;
end
sigma = sqrt(sum/(length(data_select_sort)-1)); %标准差
alpha = pi/(sqrt(6)*sigma);
u = mu - 0.57721/alpha;
for i = 1 : 0.1 : 999999 %降水量设置为1~999999mm
    if 1/N >= 1 - exp(-exp(-alpha*(i - u)))  % N年一遇
        Recurrence_period_value = i;  %  Recurrence_period_value即为N年一遇降水值
        break;
    end
end
end

Gumbel:Python程序：

def Gumble_func(data,N,length):
    #  data应为一列数据
    #  N为多少年一遇
    #  length为所用数据年数(从大到小排序后希望获得前几个数据)
    #  Recurrence_period_value为N年一遇值
    # data = pd.read_excel(file_path)
    # data = np.array(data)
    # N = 100
    # length = 100
    datasort = np.sort(data, axis=0)[::-1] # 从大到小排列
    data_select_sorts = datasort[0:length - 1]
    mu = np.mean(data_select_sorts)
    sum_mm = 0
    for data_select_sort in data_select_sorts:
        sum_mm = sum_mm + (data_select_sort - mu) ** 2
    sigma = np.sqrt(sum_mm / (len(data_select_sorts) - 1))  # 标准差
    alpha = np.pi / (np.sqrt(6) * sigma)
    u = mu - 0.57721 / alpha
    for i in np.arange(1, 999999, 0.1):  # 降水量设置为1~999999mm
        if 1 / N >= 1 - np.exp(-np.exp(-alpha * (i - u))):  # N年一遇
            Recurrence_period_value = i  # Recurrence_period_value即为N年一遇降水值
            print(str(N)+'年一遇降水值：',Recurrence_period_value,'毫米')
            break
    return Recurrence_period_value

以上两程序所得的Recurrence_period_value即为N年一遇的降水值，如果N设置为100，那么Recurrence_period_value就是100年一遇的降水量。

广义极值分布:Python程序：

# -*- coding: utf-8 -*-
"""
@Features of this code:重现期
@Author: zlf
@Date：
"""
import numpy as np
import pandas as pd
from scipy.stats import genextreme


def return_periods(data, years=[5, 10, 20, 50, 100]):
    data = np.array(data)  # data为ndarray格式
    # Fit the generalized extreme value distribution to the data.
    shape, loc, scale = genextreme.fit(data)
    print("Fit parameters:")
    print(f"  shape: {shape:.4f}")
    print(f"  loc:   {loc:.4f}")
    print(f"  scale: {scale:.4f}")
    # Compute the return levels for several return periods.
    return_periods = np.array(years)
    return_levels = genextreme.isf(1 / return_periods, shape, loc, scale)
    print("Return levels:")
    print("Period    Level")
    for period, level in zip(return_periods, return_levels):
        print(f'{period:4.0f}  {level:9.2f}')


if __name__ == '__main__':
    data = pd.read_excel(r'D:\降水量.xlsx')
    return_periods(data)

输出结果：