def polynomial_chaos_sens(Ns_pc,
jpdf,
polynomial_order,
poly=None,
return_reg=False):
N_terms = int(len(jpdf) / 2)
# 1. generate orthogonal polynomials
poly = poly or cp.orth_ttr(polynomial_order, jpdf)
# 2. generate samples with random sampling
samples_pc = jpdf.sample(size=Ns_pc, rule='R')
# 3. evaluate the model, to do so transpose samples and hash input data
transposed_samples = samples_pc.transpose()
samples_z = transposed_samples[:, :N_terms]
samples_w = transposed_samples[:, N_terms:]
model_evaluations = linear_model(samples_w, samples_z)
# 4. calculate generalized polynomial chaos expression
gpce_regression = cp.fit_regression(poly, samples_pc, model_evaluations)
# 5. get sensitivity indices
Spc = cp.Sens_m(gpce_regression, jpdf)
Stpc = cp.Sens_t(gpce_regression, jpdf)
if return_reg:
return Spc, Stpc, gpce_regression
else:
return Spc, Stpc
def calculate_uqsa_measures(joint_dist, polynomial, alpha=5):
""" Use chaospy to calculate appropriate indices of uq and sa"""
dists = joint_dist
mean = cp.E(polynomial, dists)
var = cp.Var(polynomial, dists)
std = cp.Std(polynomial, dists)
conInt = cp.Perc(polynomial, [alpha / 2., 100 - alpha / 2.], joint_dist)
sens_m = cp.Sens_m(polynomial, dists)
sens_m2 = cp.Sens_m2(polynomial, dists)
sens_t = cp.Sens_t(polynomial, dists)
return dict(mean=mean,
var=var,
std=std,
conInt=conInt,
sens_m=sens_m,
sens_m2=sens_m2,
sens_t=sens_t)
def calculate_sobol_indices(quad_deg_1D, poly_deg_1D, joint_distr, sparse_bool,
title_names):
nodes, weights = cp.generate_quadrature(quad_deg_1D,
joint_distr,
rule='G',
sparse=sparse_bool)
c, k, f, y0, y1 = nodes
poly = cp.orth_ttr(poly_deg_1D, joint_distr, normed=True)
y_out = [
discretize_oscillator_odeint(model, atol, rtol, (y0_, y1_),
(c_, k_, f_, w), t)[-1]
for c_, k_, f_, y0_, y1_ in zip(c, k, f, y0, y1)
]
# find generalized Polynomial chaos and expansion coefficients
gPC_m, expansion_coeff = cp.fit_quadrature(poly,
nodes,
weights,
y_out,
retall=True)
#print(f'The best polynomial of degree {poly_deg_1D} that approximates f(x): {cp.around(gPC_m, 1)}')
# gPC_m is the polynomial that approximates the most
print(
f'Expansion coeff [0] (mean) for poly {poly_deg_1D} = {expansion_coeff[0]}'
) # , expect_weights: {expect_y}')
#mu = cp.E(gPC_m, joint_distr)
#print(f'Mean value from gPCE: {mu}')
# Sobol indices
first_order_Sobol_ind = cp.Sens_m(gPC_m, joint_distr)
total_Sobol_ind = cp.Sens_t(gPC_m, joint_distr)
print("The number of quadrature nodes for the grid is", len(nodes.T))
print(f'The first order Sobol indices are \n {first_order_Sobol_ind}')
print(f"The total Sobol' indices are \n {total_Sobol_ind}")
plot_sobol_indices(first_order_Sobol_ind, title_names[0], False)
plot_sobol_indices(total_Sobol_ind, title_names[1], False)
return first_order_Sobol_ind, total_Sobol_ind
def analyse(self, data_frame=None):
"""Perform PCE analysis on input `data_frame`.
Parameters
----------
data_frame : pandas DataFrame
Input data for analysis.
Returns
-------
PCEAnalysisResults
Use it to get the sobol indices and other information.
"""
def sobols(P, coefficients):
""" Utility routine to calculate sobols based on coefficients
"""
A = np.array(P.coefficients) != 0
multi_indices = np.array(
[P.exponents[A[:, i]].sum(axis=0) for i in range(A.shape[1])])
sobol_mask = multi_indices != 0
_, index = np.unique(sobol_mask, axis=0, return_index=True)
index = np.sort(index)
sobol_idx_bool = sobol_mask[index]
sobol_idx_bool = np.delete(sobol_idx_bool, [0], axis=0)
n_sobol_available = sobol_idx_bool.shape[0]
if len(coefficients.shape) == 1:
n_out = 1
else:
n_out = coefficients.shape[1]
n_coeffs = coefficients.shape[0]
sobol_poly_idx = np.zeros([n_coeffs, n_sobol_available])
for i_sobol in range(n_sobol_available):
sobol_poly_idx[:, i_sobol] = np.all(
sobol_mask == sobol_idx_bool[i_sobol], axis=1)
sobol = np.zeros([n_sobol_available, n_out])
for i_sobol in range(n_sobol_available):
sobol[i_sobol] = np.sum(np.square(
coefficients[sobol_poly_idx[:, i_sobol] == 1]),
axis=0)
idx_sort_descend_1st = np.argsort(sobol[:, 0], axis=0)[::-1]
sobol = sobol[idx_sort_descend_1st, :]
sobol_idx_bool = sobol_idx_bool[idx_sort_descend_1st]
sobol_idx = [0 for _ in range(sobol_idx_bool.shape[0])]
for i_sobol in range(sobol_idx_bool.shape[0]):
sobol_idx[i_sobol] = np.array(
[i for i, x in enumerate(sobol_idx_bool[i_sobol, :]) if x])
var = ((coefficients[1:]**2).sum(axis=0))
sobol = sobol / var
return sobol, sobol_idx, sobol_idx_bool
if data_frame is None:
raise RuntimeError("Analysis element needs a data frame to "
"analyse")
elif data_frame.empty:
raise RuntimeError(
"No data in data frame passed to analyse element")
qoi_cols = self.qoi_cols
results = {
'statistical_moments': {},
'percentiles': {},
'sobols_first': {k: {}
for k in qoi_cols},
'sobols_second': {k: {}
for k in qoi_cols},
'sobols_total': {k: {}
for k in qoi_cols},
'correlation_matrices': {},
'output_distributions': {},
'fit': {},
'Fourier_coefficients': {},
}
# Get sampler informations
P = self.sampler.P
nodes = self.sampler._nodes
weights = self.sampler._weights
regression = self.sampler.regression
# Extract output values for each quantity of interest from Dataframe
# samples = {k: [] for k in qoi_cols}
# for run_id in data_frame[('run_id', 0)].unique():
# for k in qoi_cols:
# data = data_frame.loc[data_frame[('run_id', 0)] == run_id][k]
# samples[k].append(data.values.flatten())
samples = {k: [] for k in qoi_cols}
for k in qoi_cols:
samples[k] = data_frame[k].values
# Compute descriptive statistics for each quantity of interest
for k in qoi_cols:
# Approximation solver
if regression:
fit, fc = cp.fit_regression(P, nodes, samples[k], retall=1)
else:
fit, fc = cp.fit_quadrature(P,
nodes,
weights,
samples[k],
retall=1)
results['fit'][k] = fit
results['Fourier_coefficients'][k] = fc
# Percentiles: 1%, 10%, 50%, 90% and 99%
P01, P10, P50, P90, P99 = cp.Perc(
fit, [1, 10, 50, 90, 99], self.sampler.distribution).squeeze()
results['percentiles'][k] = {
'p01': P01,
'p10': P10,
'p50': P50,
'p90': P90,
'p99': P99
}
if self.sampling: # use chaospy's sampling method
# Statistical moments
mean = cp.E(fit, self.sampler.distribution)
var = cp.Var(fit, self.sampler.distribution)
std = cp.Std(fit, self.sampler.distribution)
results['statistical_moments'][k] = {
'mean': mean,
'var': var,
'std': std
}
# Sensitivity Analysis: First, Second and Total Sobol indices
sobols_first_narr = cp.Sens_m(fit, self.sampler.distribution)
sobols_second_narr = cp.Sens_m2(fit, self.sampler.distribution)
sobols_total_narr = cp.Sens_t(fit, self.sampler.distribution)
sobols_first_dict = {}
sobols_second_dict = {}
sobols_total_dict = {}
for i, param_name in enumerate(self.sampler.vary.vary_dict):
sobols_first_dict[param_name] = sobols_first_narr[i]
sobols_second_dict[param_name] = sobols_second_narr[i]
sobols_total_dict[param_name] = sobols_total_narr[i]
results['sobols_first'][k] = sobols_first_dict
results['sobols_second'][k] = sobols_second_dict
results['sobols_total'][k] = sobols_total_dict
else: # use PCE coefficients
# Statistical moments
mean = fc[0]
var = np.sum(fc[1:]**2, axis=0)
std = np.sqrt(var)
results['statistical_moments'][k] = {
'mean': mean,
'var': var,
'std': std
}
# Sensitivity Analysis: First, Second and Total Sobol indices
sobol, sobol_idx, _ = sobols(P, fc)
varied = [_ for _ in self.sampler.vary.get_keys()]
S1 = {_: np.zeros(sobol.shape[-1]) for _ in varied}
ST = {_: np.zeros(sobol.shape[-1]) for _ in varied}
#S2 = {_ : {__: np.zeros(sobol.shape[-1]) for __ in varied} for _ in varied}
#for v in varied: del S2[v][v]
S2 = {
_: np.zeros((len(varied), sobol.shape[-1]))
for _ in varied
}
for n, si in enumerate(sobol_idx):
if len(si) == 1:
v = varied[si[0]]
S1[v] = sobol[n]
elif len(si) == 2:
v1 = varied[si[0]]
v2 = varied[si[1]]
#S2[v1][v2] = sobol[n]
#S2[v2][v1] = sobol[n]
S2[v1][si[1]] = sobol[n]
S2[v2][si[0]] = sobol[n]
for i in si:
ST[varied[i]] += sobol[n]
results['sobols_first'][k] = S1
results['sobols_second'][k] = S2
results['sobols_total'][k] = ST
# Correlation matrix
results['correlation_matrices'][k] = cp.Corr(
fit, self.sampler.distribution)
# Output distributions
results['output_distributions'][k] = cp.QoI_Dist(
fit, self.sampler.distribution)
return PCEAnalysisResults(raw_data=results,
samples=data_frame,
qois=self.qoi_cols,
inputs=list(self.sampler.vary.get_keys()))
def gpc(dists, distsMeta, wallModel, order, hdf5group, sampleScheme='M'):
print "\n GeneralizedPolynomialChaos - order {}\n".format(order)
dim = len(dists)
expansionOrder = order
numberOfSamples = 4 * cp.terms(expansionOrder, dim)
# Sample in independent space
samples = dists.sample(numberOfSamples, sampleScheme).transpose()
model = wallModel(distsMeta)
# Evaluate the model (which is not linear obviously)
pool = multiprocessing.Pool()
data = pool.map(model, samples)
pool.close()
pool.join()
C_data = [retval[0] for retval in data]
a_data = [retval[1] for retval in data]
C_data = np.array(C_data)
a_data = np.array(a_data)
# Orthogonal C_polynomial from marginals
orthoPoly = cp.orth_ttr(expansionOrder, dists)
for data, outputName in zip([C_data, a_data], ['Compliance', 'Area']):
# Fit the model together in independent space
C_polynomial = cp.fit_regression(orthoPoly, samples.transpose(), data)
# save data to dictionary
plotMeanConfidenceAlpha = 5
C_mean = cp.E(C_polynomial, dists)
C_std = cp.Std(C_polynomial, dists)
Si = cp.Sens_m(C_polynomial, dists)
STi = cp.Sens_t(C_polynomial, dists)
C_conf = cp.Perc(
C_polynomial,
[plotMeanConfidenceAlpha / 2., 100 - plotMeanConfidenceAlpha / 2.],
dists)
a = np.linspace(0, 100, 1000)
da = a[1] - a[0]
C_cdf = cp.Perc(C_polynomial, a, dists)
C_pdf = da / (C_cdf[1::] - C_cdf[0:-1])
# Resample to generate full histogram
samples2 = dists.sample(numberOfSamples * 100, sampleScheme)
C_data2 = C_polynomial(*samples2).transpose()
# save in hdf5 file
solutionDataGroup = hdf5group.create_group(outputName)
solutionData = {
'mean': C_mean,
'std': C_std,
'confInt': C_conf,
'Si': Si,
'STi': STi,
'cDataGPC': C_data,
'samplesGPC': samples,
'cData': C_data2,
'samples': samples2.transpose(),
'C_pdf': C_pdf
}
for variableName, variableValue in solutionData.iteritems():
solutionDataGroup.create_dataset(variableName, data=variableValue)
# Polychaos computations
Ns_pc = 80
samples_pc = jpdf.sample(Ns_pc)
polynomial_order = 4
poly = cp.orth_ttr(polynomial_order, jpdf)
Y_pc = linear_model(w, samples_pc.T)
approx = cp.fit_regression(poly, samples_pc, Y_pc, rule="T")
exp_pc = cp.E(approx, jpdf)
std_pc = cp.Std(approx, jpdf)
print("Statistics polynomial chaos\n")
print('\n E(Y) | std(Y) \n')
print('pc : {:2.5f} | {:2.5f}'.format(float(exp_pc), std_pc))
S_pc = cp.Sens_m(approx, jpdf)
Sensitivities=np.column_stack((S_mc,S_pc, s**2))
print("\nFirst Order Indices")
print(pd.DataFrame(Sensitivities,columns=['Smc','Spc','Sa'],index=row_labels).round(3))
# print("\nRelative errors")
# rel_errors=np.column_stack(((S_mc - s**2)/s**2,(S_pc - s**2)/s**2))
# print(pd.DataFrame(rel_errors,columns=['Error Smc','Error Spc'],index=row_labels).round(3))
# Polychaos convergence
Npc_list = np.logspace(1, 3, 10).astype(int)
error = []
for i, Npc in enumerate(Npc_list):
Zpc = jpdf.sample(Npc)
# perform sparse pseudo-spectral approximation
for j, n in enumerate(nodes_full.T):
# each n is a vector with 5 components
# n[0] = c, n[1] = k, c[2] = f, n[4] = y0, n[5] = y1
init_cond = n[3], n[4]
args = n[0], n[1], n[2], w
sol_odeint_full[j] = discretize_oscillator_odeint(model, atol, rtol,
init_cond, args, t,
t_interest)[-1]
# obtain the gpc approximation
sol_gpc_full_approx = cp.fit_quadrature(P, nodes_full, weights_full,
sol_odeint_full)
# compute first order and total Sobol' indices
first_order_Sobol_ind_full = cp.Sens_m(sol_gpc_full_approx, distr_5D)
total_Sobol_ind_full = cp.Sens_t(sol_gpc_full_approx, distr_5D)
##################################################################
#################### full grid computations #####################
# get the sparse quadrature nodes and weight
nodes_sparse, weights_sparse = cp.generate_quadrature(quad_deg_1D,
distr_5D,
rule='G',
sparse=True)
# create vector to save the solution
sol_odeint_sparse = np.zeros(len(nodes_sparse.T))
# perform sparse pseudo-spectral approximation
for j, n in enumerate(nodes_sparse.T):
# each n is a vector with 5 components
def analyse(self, data_frame=None):
"""Perform PCE analysis on input `data_frame`.
Parameters
----------
data_frame : :obj:`pandas.DataFrame`
Input data for analysis.
Returns
-------
dict:
Contains analysis results in sub-dicts with keys -
['statistical_moments', 'percentiles', 'sobol_indices',
'correlation_matrices', 'output_distributions']
"""
if data_frame is None:
raise RuntimeError("Analysis element needs a data frame to "
"analyse")
elif data_frame.empty:
raise RuntimeError(
"No data in data frame passed to analyse element")
qoi_cols = self.qoi_cols
results = {
'statistical_moments': {},
'percentiles': {},
'sobols_first': {k: {}
for k in qoi_cols},
'sobols_second': {k: {}
for k in qoi_cols},
'sobols_total': {k: {}
for k in qoi_cols},
'correlation_matrices': {},
'output_distributions': {},
}
# Get the Polynomial
P = self.sampler.P
# Get the PCE variante to use (Regression or Projection)
regression = self.sampler.regression
# Compute nodes (and weights)
if regression:
nodes = cp.generate_samples(order=self.sampler.n_samples,
domain=self.sampler.distribution,
rule=self.sampler.rule)
else:
nodes, weights = cp.generate_quadrature(
order=self.sampler.quad_order,
dist=self.sampler.distribution,
rule=self.sampler.rule,
sparse=self.sampler.quad_sparse,
growth=self.sampler.quad_growth)
# Extract output values for each quantity of interest from Dataframe
samples = {k: [] for k in qoi_cols}
for run_id in data_frame.run_id.unique():
for k in qoi_cols:
data = data_frame.loc[data_frame['run_id'] == run_id][k]
samples[k].append(data.values)
# Compute descriptive statistics for each quantity of interest
for k in qoi_cols:
# Approximation solver
if regression:
if samples[k][0].dtype == object:
for i in range(self.sampler.count):
samples[k][i] = samples[k][i].astype("float64")
fit = cp.fit_regression(P, nodes, samples[k], "T")
else:
fit = cp.fit_quadrature(P, nodes, weights, samples[k])
# Statistical moments
mean = cp.E(fit, self.sampler.distribution)
var = cp.Var(fit, self.sampler.distribution)
std = cp.Std(fit, self.sampler.distribution)
results['statistical_moments'][k] = {
'mean': mean,
'var': var,
'std': std
}
# Percentiles (Pxx)
P10 = cp.Perc(fit, 10, self.sampler.distribution)
P90 = cp.Perc(fit, 90, self.sampler.distribution)
results['percentiles'][k] = {'p10': P10, 'p90': P90}
# Sensitivity Analysis: First, Second and Total Sobol indices
sobols_first_narr = cp.Sens_m(fit, self.sampler.distribution)
sobols_second_narr = cp.Sens_m2(fit, self.sampler.distribution)
sobols_total_narr = cp.Sens_t(fit, self.sampler.distribution)
sobols_first_dict = {}
sobols_second_dict = {}
sobols_total_dict = {}
ipar = 0
i = 0
for param_name in self.sampler.vary.get_keys():
j = self.sampler.params_size[ipar]
sobols_first_dict[param_name] = sobols_first_narr[i:i + j]
sobols_second_dict[param_name] = sobols_second_narr[i:i + j]
sobols_total_dict[param_name] = sobols_total_narr[i:i + j]
i += j
ipar += 1
results['sobols_first'][k] = sobols_first_dict
results['sobols_second'][k] = sobols_second_dict
results['sobols_total'][k] = sobols_total_dict
# Correlation matrix
results['correlation_matrices'][k] = cp.Corr(
fit, self.sampler.distribution)
# Output distributions
results['output_distributions'][k] = cp.QoI_Dist(
fit, self.sampler.distribution)
return results
rawdata = np.array(qoi1_hat(*joint_KL.sample(10**5))).T#np.array(solves1)
prodata = np.column_stack((qoi_names, metrics.astype(np.object)))
#prodata[:,1].astype(float)
# saving qoi results
txt_file.write("Pressure (kPa) = %f \n" % pressure)
np.savetxt(txt_file, prodata, fmt=['%s','%.8f','%.8f','%.8f','%.8f','%.8f','%.8f'], delimiter = " ",header = "qoi, mean, stdv, vari, cova, kurt, skew")
txt_file.write("\n")
txt_file.write("\n")
#np.savetxt(txt_file, metrics,fmt=['%.5f','%.5f', '%.5f','%.5f','%.5f','%.5f'], header = "mean, stdv, vari, cova, kurt, skew")
# saving qoi raw data
np.savetxt(hist_file, rawdata, fmt=['%.10f','%.10f', '%.10f','%.10f','%.10f','%.10f'], delimiter = " ", header = "dVol, dLen, dRen, dRep, dThi, dTwi")
# output sensitivity index
sai1 = cp.Sens_m(qoi1_hat,joint_KL)
sait = cp.Sens_t(qoi1_hat,joint_KL)
# save sensitivity index
sai_file.write("Pressure (kPa) = %f \n" % pressure)
sai_file.write("First order Sensitivity index \n" )
#np.savetxt(sai_file, sai1.T, fmt=['%.5f','%.5f', '%.5f','%.5f','%.5f','%.5f'], header = " b_ff, b_xx, b_fx, C, K, fr_epi")
#np.savetxt(sai_file, sai1.T, fmt=['%.5f','%.5f', '%.5f','%.5f','%.5f','%.5f','%.5f','%.5f','%.5f'], header = " b_ff, b_xx, b_fx, C, K, fr_epi, fr_endo, sr_epi, sr_endo")
sai_file.write("\n")
sai_file.write("Total-effect index \n" )
#np.savetxt(sai_file, sait.T, fmt=['%.5f','%.5f', '%.5f','%.5f','%.5f','%.5f'], header = " b_ff, b_xx, b_fx, C, K, fr_epi")
#np.savetxt(sai_file, sait.T, fmt=['%.5f','%.5f', '%.5f','%.5f','%.5f','%.5f','%.5f','%.5f','%.5f'], header = " b_ff, b_xx, b_fx, C, K, fr_epi,fr_endo, sr_epi, sr_endo")
sai_file.write("\n")
sai_file.write("\n")
2,
model,
errorOperator2,
10**-10,
do_plot=False)
nodes, weights = adaptiveCombiInstanceExtend.get_points_and_weights()
nodes_transpose = list(zip(*nodes))
#################################################################################################
# propagate the uncertainty
value_of_interests = [model(node) for node in nodes]
value_of_interests = np.asarray(value_of_interests)
#################################################################################################
# generate orthogonal polynomials for the distribution
OP = cp.orth_ttr(3, dist)
#################################################################################################
# generate the general polynomial chaos expansion polynomial
gPCE = cp.fit_quadrature(OP, nodes_transpose, weights, value_of_interests)
#################################################################################################
# calculate statistics
E = cp.E(gPCE, dist)
StdDev = cp.Std(gPCE, dist)
first_order_sobol_indices = cp.Sens_m(gPCE, dist)
print(first_order_sobol_indices)
#print the stastics
print("mean: %f" % E)
print("stddev: %f" % StdDev)
std_reg = cp.Std(gpce_regression, joint_distribution)
str_ps = cp.Std(gpce_quadrature, joint_distribution)
prediction_interval_reg = cp.Perc(gpce_regression, [5, 95], joint_distribution)
prediction_interval_ps = cp.Perc(gpce_quadrature, [5, 95], joint_distribution)
print("Expected values Standard deviation 90 % Prediction intervals\n")
print(' E_reg | E_ps std_reg | std_ps pred_reg | pred_ps')
print(' {} | {} {:>6.3f} | {:>6.3f} {} | {}'.format(exp_reg,
exp_ps,
std_reg,
str_ps,
["{:.3f}".format(p) for p in prediction_interval_reg],
["{:.3f}".format(p) for p in prediction_interval_ps]))
# end example uq
# example sens
sensFirst_reg = cp.Sens_m(gpce_regression, joint_distribution)
sensFirst_ps = cp.Sens_m(gpce_quadrature, joint_distribution)
sensT_reg = cp.Sens_t(gpce_regression, joint_distribution)
sensT_ps = cp.Sens_t(gpce_quadrature, joint_distribution)
print("First Order Indices Total Sensitivity Indices\n")
print(' S_reg | S_ps ST_reg | ST_ps \n')
for k, (s_reg, s_ps, st_reg, st_ps) in enumerate(zip(sensFirst_reg, sensFirst_ps, sensT_reg, sensT_ps)):
print('S_{} : {:>6.3f} | {:>6.3f} ST_{} : {:>6.3f} | {:>6.3f}'.format(k, s_reg, s_ps, k, st_reg, st_ps))
# end example sens
def analyse(self, data_frame=None):
"""Perform PCE analysis on input `data_frame`.
Parameters
----------
data_frame : :obj:`pandas.DataFrame`
Input data for analysis.
Returns
-------
dict:
Contains analysis results in sub-dicts with keys -
['statistical_moments', 'percentiles', 'sobol_indices',
'correlation_matrices', 'output_distributions']
"""
if data_frame is None:
raise RuntimeError("Analysis element needs a data frame to "
"analyse")
elif data_frame.empty:
raise RuntimeError(
"No data in data frame passed to analyse element")
qoi_cols = self.qoi_cols
results = {
'statistical_moments': {},
'percentiles': {},
'sobols_first': {k: {}
for k in qoi_cols},
'sobols_second': {k: {}
for k in qoi_cols},
'sobols_total': {k: {}
for k in qoi_cols},
'correlation_matrices': {},
'output_distributions': {},
}
# Get sampler informations
P = self.sampler.P
nodes = self.sampler._nodes
weights = self.sampler._weights
regression = self.sampler.regression
# Extract output values for each quantity of interest from Dataframe
samples = {k: [] for k in qoi_cols}
for run_id in data_frame[('run_id', 0)].unique():
for k in qoi_cols:
data = data_frame.loc[data_frame[('run_id', 0)] == run_id][k]
samples[k].append(data.values.flatten())
# Compute descriptive statistics for each quantity of interest
for k in qoi_cols:
# Approximation solver
if regression:
fit = cp.fit_regression(P, nodes, samples[k])
else:
fit = cp.fit_quadrature(P, nodes, weights, samples[k])
# Statistical moments
mean = cp.E(fit, self.sampler.distribution)
var = cp.Var(fit, self.sampler.distribution)
std = cp.Std(fit, self.sampler.distribution)
results['statistical_moments'][k] = {
'mean': mean,
'var': var,
'std': std
}
# Percentiles: 10% and 90%
P10 = cp.Perc(fit, 10, self.sampler.distribution)
P90 = cp.Perc(fit, 90, self.sampler.distribution)
results['percentiles'][k] = {'p10': P10, 'p90': P90}
# Sensitivity Analysis: First, Second and Total Sobol indices
sobols_first_narr = cp.Sens_m(fit, self.sampler.distribution)
sobols_second_narr = cp.Sens_m2(fit, self.sampler.distribution)
sobols_total_narr = cp.Sens_t(fit, self.sampler.distribution)
sobols_first_dict = {}
sobols_second_dict = {}
sobols_total_dict = {}
for i, param_name in enumerate(self.sampler.vary.vary_dict):
sobols_first_dict[param_name] = sobols_first_narr[i]
sobols_second_dict[param_name] = sobols_second_narr[i]
sobols_total_dict[param_name] = sobols_total_narr[i]
results['sobols_first'][k] = sobols_first_dict
results['sobols_second'][k] = sobols_second_dict
results['sobols_total'][k] = sobols_total_dict
# Correlation matrix
results['correlation_matrices'][k] = cp.Corr(
fit, self.sampler.distribution)
# Output distributions
results['output_distributions'][k] = cp.QoI_Dist(
fit, self.sampler.distribution)
return PCEAnalysisResults(raw_data=results,
samples=data_frame,
qois=self.qoi_cols,
inputs=list(self.sampler.vary.get_keys()))
# calculate statistics
plotMeanConfidenceAlpha = 5
expected_value = cp.E(polynomial_expansion, jpdf)
variance = cp.Var(polynomial_expansion, jpdf)
standard_deviation = cp.Std(polynomial_expansion, jpdf)
prediction_interval = cp.Perc(
polynomial_expansion,
[plotMeanConfidenceAlpha / 2., 100 - plotMeanConfidenceAlpha / 2.],
jpdf)
print('{:2.5f} | {:2.5f} : {}'.format(
np.mean(expected_value) * unit_m2_cm2,
np.mean(std) * unit_m2_cm2, name))
# compute sensitivity indices
S = cp.Sens_m(polynomial_expansion, jpdf)
ST = cp.Sens_t(polynomial_expansion, jpdf)
plt.figure('mean')
plt.plot(pressure_range * unit_pa_mmhg,
expected_value * unit_m2_cm2,
label=name,
color=color)
plt.fill_between(pressure_range * unit_pa_mmhg,
prediction_interval[0] * unit_m2_cm2,
prediction_interval[1] * unit_m2_cm2,
alpha=0.3,
color=color)
plt.xlabel('Pressure [mmHg]')
plt.ylabel('Area [cm2]')
plt.legend()
