## apply subset-simulation
# initialization of lists
p_F_SS_list = []
theta_list = []
g_list = []
print('\n> START Sampling')
start_time = timer.time()
for sim in range(0, n_simulations):
# perform SubSim
p_F_SS, theta, g = sus.subsetsim(p0, N, LSF, sampler)
# save values in lists
p_F_SS_list.append(p_F_SS)
theta_list.append(theta)
g_list.append(g)
uutil.print_simulation_progress(sim, n_simulations, start_time)
# print("\n> Time needed for Sampling =", round(timer.time() - start_time, 2), "s")
# computing cov
print('\n> START Computing C.O.V')
startTime = timer.time()
rho_k = np.sqrt(1 - sigma_p**2)
sampler = cs.CondSampling(sample_marg_PDF_list, rho_k, 0)
elif sampling_method == 'acs':
sampler = acs.AdaptiveCondSampling(sample_marg_PDF_list, 0.1)
## apply subset-simulation
# initialization
pf_list = []
theta_list = []
g_list = []
start_time = timer.time()
for sim in range(0, n_simulations):
pf_hat, theta_temp, g_temp = \
sus.subsetsim(p0, N, LSF, sampler)
# save simulation in list
pf_list.append(pf_hat)
g_list.append(g_temp)
theta_list.append(theta_temp)
if sampling_method == 'cs':
# transform samples back from u to x-space
for j in range(0, len(theta)):
theta[j] = transform_U2X(theta[j])
uutil.print_simulation_progress(sim, n_simulations, start_time)
pf_sim_array = np.asarray(pf_list).reshape(-1)
pf_mean = np.mean(pf_sim_array)
sampler = cs.CondSampling(sample_marg_PDF_list, 0.8)
elif sampling_method == 'acs':
sampler = acs.AdaptiveCondSampling(sample_marg_PDF_list, 0.1)
## apply subset-simulation
# initialization of lists
p_F_SS_list = []
theta_list = []
g_list = []
print('\n> START Sampling')
start_time = timer.time()
for sim in range(0, n_simulations):
# perform SubSim
p_F_SS, theta, g = sus.subsetsim(p0, n_samples_per_level, lsf, sampler)
# save values in lists
p_F_SS_list.append(p_F_SS)
theta_list.append(theta)
g_list.append(g)
uutil.print_simulation_progress(sim, n_simulations, start_time)
print("\n> Time needed for Sampling =", round(timer.time() - start_time, 2),
"s")
# computing cov
print('\n> START Computing C.O.V')
startTime = timer.time()
