class RandomVariable( HasTraits ):
'''Class representing the definition and discretization of a random variable.
'''
trait_value = Float
source_trait = CTrait
# name of the parameter
name = Str
pd = Instance( IPDistrib )
def _pd_changed( self ):
self.pd.n_segments = self._n_int
changed = Event
@on_trait_change( 'pd.changed,+changed' )
def _set_changed( self ):
self.changed = True
# Switch the parameter random
random = Bool( False, changed = True )
def set_random( self, distribution = 'uniform', discr_type = 'T grid',
loc = 0., scale = 1., shape = 1., n_int = 30 ):
possible_distr = self.source_trait.distr
if distribution and distribution not in possible_distr:
raise AssertionError, 'distribution type %s not allowed for parameter %s' \
% ( distribution, self.name )
self.pd = PDistrib( distr_choice = distribution, n_segments = n_int )
self.pd.distr_type.set( scale = scale, shape = shape, loc = loc )
self.n_int = n_int
self.discr_type = discr_type
self.random = True
def unset_random( self ):
self.random = False
# Number of integration points (relevant only for grid based methods)
_n_int = Int
n_int = Property
def _set_n_int( self, value ):
if self.pd:
self.pd.n_segments = value
self._n_int = value
def _get_n_int( self ):
return self.pd.n_segments
# type of the RandomVariable discretization
discr_type = Enum( 'T grid', 'P grid', 'MC',
changed = True )
def _discr_type_default( self ):
return 'T grid'
theta_arr = Property( Array( 'float_' ), depends_on = 'changed' )
@cached_property
def _get_theta_arr( self ):
'''Get the discr_type of the pdistrib
'''
if not self.random:
return array( [ self.trait_value ], dtype = float )
if self.discr_type == 'T grid':
# Get the discr_type from pdistrib and shift it
# such that the midpoints of the segments are used for the
# integration.
x_array = self.pd.x_array
# Note assumption of T grid discr_type
theta_array = x_array[:-1] + self.pd.dx / 2.0
elif self.discr_type == 'P grid':
# P grid disretization generated from the inverse cummulative
# probability
#
distr = self.pd.distr_type.distr
# Grid of constant probabilities
pi_arr = linspace( 0.5 / self.n_int, 1. - 0.5 / self.n_int, self.n_int )
theta_array = distr.ppf( pi_arr )
return theta_array
dG_arr = Property( Array( 'float_' ), depends_on = 'changed' )
@cached_property
def _get_dG_arr( self ):
if not self.random:
return array( [ 1.0 ], dtype = float )
if self.discr_type == 'T grid':
d_theta = self.theta_arr[1] - self.theta_arr[0]
return self.pd.get_pdf_array( self.theta_arr ) * d_theta
elif self.discr_type == 'P grid':
# P grid disretization generated from the inverse cummulative
# probability
#
return array( [ 1.0 / float( self.n_int ) ], dtype = 'float_' )
def get_rvs_theta_arr( self, n_samples ):
if self.random:
return self.pd.get_rvs_array( n_samples )
else:
return array( [self.trait_value], float )
class RandomVariable( HasTraits ):
'''Class representing the definition and discretization of a random variable.
'''
trait_value = Float
source_trait = CTrait
# name of the parameter
name = Str
pd = Instance( IPDistrib )
def _pd_changed( self ):
self.pd.n_segments = self._n_int
changed = Event
@on_trait_change( 'pd.changed,+changed' )
def _set_changed( self ):
self.changed = True
# Switch the parameter random
random = Bool( False, changed = True )
def set_random( self, distribution = 'uniform', discr_type = 'T grid',
loc = 0., scale = 1., shape = 1., n_int = 30 ):
possible_distr = self.source_trait.distr
if distribution and distribution not in possible_distr:
raise AssertionError, 'distribution type %s not allowed for parameter %s' \
% ( distribution, self.name )
self.pd = PDistrib( distr_choice = distribution, n_segments = n_int )
self.pd.distr_type.set( scale = scale, shape = shape, loc = loc )
self.n_int = n_int
self.discr_type = discr_type
self.random = True
def unset_random( self ):
self.random = False
# Number of integration points (relevant only for grid based methods)
_n_int = Int
n_int = Property
def _set_n_int( self, value ):
if self.pd:
self.pd.n_segments = value
self._n_int = value
def _get_n_int( self ):
return self.pd.n_segments
# type of the RandomVariable discretization
discr_type = Enum( 'T grid', 'P grid', 'MC',
changed = True )
def _discr_type_default( self ):
return 'T grid'
theta_arr = Property( Array( 'float_' ), depends_on = 'changed' )
@cached_property
def _get_theta_arr( self ):
'''Get the discr_type of the pdistrib
'''
if not self.random:
return array( [ self.trait_value ], dtype = float )
if self.discr_type == 'T grid':
# Get the discr_type from pdistrib and shift it
# such that the midpoints of the segments are used for the
# integration.
x_array = self.pd.x_array
# Note assumption of T grid discr_type
theta_array = x_array[:-1] + self.pd.dx / 2.0
elif self.discr_type == 'P grid':
# P grid disretization generated from the inverse cummulative
# probability
#
distr = self.pd.distr_type.distr
# Grid of constant probabilities
pi_arr = linspace( 0.5 / self.n_int, 1. - 0.5 / self.n_int, self.n_int )
theta_array = distr.ppf( pi_arr )
return theta_array
dG_arr = Property( Array( 'float_' ), depends_on = 'changed' )
@cached_property
def _get_dG_arr( self ):
if not self.random:
return array( [ 1.0 ], dtype = float )
if self.discr_type == 'T grid':
d_theta = self.theta_arr[1] - self.theta_arr[0]
return self.pd.get_pdf_array( self.theta_arr ) * d_theta
elif self.discr_type == 'P grid':
# P grid disretization generated from the inverse cummulative
# probability
#
return array( [ 1.0 / float( self.n_int ) ], dtype = 'float_' )
def get_rvs_theta_arr( self, n_samples ):
if self.random:
return self.pd.get_rvs_array( n_samples )
else:
return array( [self.trait_value], float )
