Contents:
Created on Wed Jul 11 10:40:30 2012
@author: Daniele Bigoni (dabi@imm.dtu.dk)
@version: 0.1
DABIUncertaintyQuantificationToolbox is the collection of tools for Uncertainty Quantification.
@copyright: 2012 Daniele Bigoni
Created on Thu Apr 26 15:15:21 2012
@author: dabi
Compute the Experiments f on the samples. The implementation uses MPI for parallel computations. INPUT:
- f : experiment function handle. Signature: f( params )
- samples : nd-array with the set of samples grouped by the first dimension
- params: set of parameters to be passed to the experiment
- action: post processing action
Run Latin Hyper Cube Simulations
Run Monte Carlo Simulations
Generates the full tensor grid using the list of distributions of the parameters space approximated by the selected polynomials. INPUT:
dist: list of n distributions representing the n-Dimensional random space poly: list of n polynomials (class DABISpectral1D) used for approximating each
of the directions in the random spacedistPoly: list of n standard distributions associated to the polynomial selected Ns: list of n integers for the order of polynomial expansion in each direction allocBasis: boolean. True if you want the tensor basis.
Run Quasi Monte Carlo Simulations
Generates the Multi Index basis Vandermonde matrix using the list of distributions of the parameters space approximated by the selected polynomials. INPUT:
dist: list of n distributions representing the n-Dimensional random space poly: list of n polynomials (class DABISpectral1D) used for approximating each
of the directions in the random spacedistPoly: list of n standard distributions associated to the polynomial selected N: maximum polynomial order in the basis NI: (int) number of points in which to evaluate the basis functions for precise cubature rules quadTypes: (list, DABISpectral1D.AVAIL_POINTS) list of n types of quadrature points among Gauss, Gauss-Lobatto and Gauss-Radau. If None, Gauss quadrature points are used. left: (list,float) list of left values used by ORTHPOL for Gauss-Lobatto rules (the dimensions where the value is not used can be set to anything) right: (list,float) list of left values used by ORTHPOL for Gauss-Lobatto rules (the dimensions where the value is not used can be set to anything) end: (list,float) list of left values used by ORTHPOL for Gauss-Radau rules (the dimensions where the value is not used can be set to anything) warnings: True if you want to read warning on memory allocation
Scramble function as in Owen (1997)
Reference:
[1] | Saltelli, A., Chan, K., Scott, E.M., “Sensitivity Analysis” |
Scramble function as in Owen (1997)
Reference:
[1] | Saltelli, A., Chan, K., Scott, E.M., “Sensitivity Analysis” |
Skip and leap sobol sequence
Reference:
[1] | Saltelli, A., Chan, K., Scott, E.M., “Sensitivity Analysis” |
Created on Wed Mar 13 09:03:41 2013
@author: Daniele Bigoni (dabi@dtu.dk)
This module is used to construct High Dimensionar Model Representation using cut-HDMR based on spectral methods from the module DABISpectralToolbox.DABISpectral1D. Additionally the cut-HDMR can be used to compute the associated ANOVA-HDMR.