## 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()