def UP_TS(driver):
# Uses the TS method for UP
# ---------------------- Setup ---------------------------
methd = 'TS'
method = '2'
delta = driver.TSdelta
mu = [inp.get_I_mu() for inp in driver.inputs]
sigma = [inp.get_I_sigma() for inp in driver.inputs]
inpt = len(driver.inputs)
input = driver.inputNames
krig = driver.krig
limstate= driver.limstate
lrflag = driver.lrflag
n_meta = driver.n_meta
nEFAST = driver.nEFAST
nSOBOL = driver.nSOBOL
nMCS = driver.nMCS
numbins = driver.numbins
nodes = driver.nodes
order = driver.order
otpt = len(driver.outputNames)
output = driver.outputNames
p = driver.p
plotf = 0
r = driver.r
simple = driver.simple
stvars = driver.stvars
rho = identity(inpt)
# ---------------------- Model ---------------------------
if krig == 1:
load("dmodel")
G_mean = predictor(mu, dmodel).cT
G_k = lambda x: predictor(x, dmodel)
F1 = taylorseries.taylorseries(G_k, mu, delta*sigma, inpt, otpt)
else:
# G_mean = run_model(driver, mu)
# G = lambda x: run_model(driver, x)
values = [mu]
values.extend(taylorseries.pretaylorseries(mu, delta*array(sigma), inpt))
out = iter(run_list(driver, values))
G_mean = out.next()
G = lambda x: out.next()
F1 = taylorseries.taylorseries(G, mu, delta*array(sigma), inpt, otpt)
print 'Taylor Series:\n',F1
covar_m = zeros((otpt, otpt))
for j in range(otpt):
for k in range(j,otpt):
for l in range(inpt):
for m in range(inpt):
covar_m[j, k] = covar_m[j, k] + F1[l, j] * F1[m, k] * sigma[l] * sigma[m] * rho[l, m]
covar_m[k, j] = covar_m[j, k]
CovarianceMatrix = covar_m.transpose()
print 'Covariance Matrix:\n',CovarianceMatrix
Moments = {'Mean': G_mean, 'Variance': diag(CovarianceMatrix), 'Skewness': zeros((otpt, 1)), 'Kurtosis': 3 * ones((otpt, 1))}
if otpt>1:
PCC = [0]*(otpt+1)
else:
PCC = [0]*otpt
dtype = [0]*otpt
Inv1 = [0]*otpt
Inv2 = [0]*otpt
m1 = [0]*otpt
m2 = [0]*otpt
a1 = [0]*otpt
a2 = [0]*otpt
alph = [0]*otpt
beta = [0]*otpt
lo = [0]*otpt
hi = [0]*otpt
C_Y_pdf = [0]*otpt
# ---------------------- Analyze ---------------------------
if any(Moments['Variance']==0):
print "Warning: One or more outputs does not vary over given parameter variation."
for k in range(0,otpt):
PCC[k],dtype[k],Inv1[k],m1[k],m2[k],a1[k],a2[k],alph[k],beta[k],lo[k],hi[k] = pearscdf.pearscdf(limstate[k], Moments['Mean'][k], sqrt(CovarianceMatrix[k, k]), Moments['Skewness'][k], Moments['Kurtosis'][k], methd, k, output)
if dtype[k] != None:
if iscomplex(a1[k]):
a1[k] = [a1[k].real, a1[k].imag]
if iscomplex(a2[k]):
a2[k] = [a2[k].real, a2[k].imag]
C_Y_pdf[k] = estimate_complexity.with_distribution(dtype[k],limstate[k],Moments['Mean'][k],Moments['Variance'][k],numbins)
sigma_mat=matrix(sqrt(diag(CovarianceMatrix)))
seterr(invalid='ignore') #ignore problems with divide-by-zero, just give us 'nan' as usual
CorrelationMatrix= CovarianceMatrix/multiply(sigma_mat,sigma_mat.transpose())
Distribution = {'PearsonType': dtype, 'm1': m1, 'm2': m2, 'a1': a1, 'a2': a2, 'Complexity': C_Y_pdf}
Plotting = {'alpha': alph, 'beta': beta, 'lo': lo, 'hi': hi}
CorrelationMatrix=where(isnan(CorrelationMatrix), None, CorrelationMatrix)
if otpt > 1 and not 0 in PCC[0:otpt]:
lower = zeros(otpt)-inf
PCC[otpt] = mvstdnormcdf(lower, Inv1, CorrelationMatrix)
Results = {'Moments': Moments, 'CorrelationMatrix': CorrelationMatrix,
'CovarianceMatrix': CovarianceMatrix, 'Distribution': Distribution, 'Plotting': Plotting, 'PCC': PCC}
return Results
def UP_UDR(driver):
# Uses the UDR method for UP
methd = 'UDR'
method = 5
mu = [inp.get_I_mu() for inp in driver.inputs]
I_sigma = [inp.get_I_sigma() for inp in driver.inputs]
inpt = len(driver.inputs)
input = driver.inputNames
krig = driver.krig
limstate= driver.limstate
lrflag = driver.lrflag
n_meta = driver.n_meta
nEFAST = driver.nEFAST
nSOBOL = driver.nSOBOL
nMCS = driver.nMCS
numbins = driver.numbins
nodes = driver.nodes
order = driver.order
otpt = len(driver.outputNames)
output = driver.outputNames
p = driver.p
plotf = 0
r = driver.r
simple = driver.simple
stvars = driver.stvars
node,weight = params.params(method, nodes, inpt, stvars)
# ---------------------- Model ---------------------------
# set_printoptions(precision=4)
# set_printoptions(suppress=True)
x = kron(mu, ones((inpt * nodes[0], 1)))
for ii in range(0,inpt):
k = ii * nodes[ii]
l = (ii+1) * nodes[ii]
x[k:l, ii] = node[ii,:]
# G_mu = run_model(driver, mu)
values = [mu]
G_s = zeros((inpt,max(nodes),otpt))
for k,inputname in enumerate(driver._json_tree['Configurations']['Configuration']['PCCInputArguments']['StochasticInputs']['InputDistributions']):
if krig == 1:
load('dmodel')
for j in range(0,nodes[k]):
var = k * nodes[k] + j
X = x[var, :]
G_s[k, j] = predictor(X, dmodel)
else:
for j in range(0,nodes[k]):
var = k * nodes[k] + j
X = x[var, :]
# print 'Running simulation on node',j,'of input',inputname['Name']
# G_s[k, j] = run_model(driver, X)
values.append(X)
out = iter(run_list(driver, values))
G_mu = out.next()
for k,inputname in enumerate(driver._json_tree['Configurations']['Configuration']['PCCInputArguments']['StochasticInputs']['InputDistributions']):
for j in range(0,nodes[k]):
G_s[k, j] = out.next()
G_mean = zeros(otpt)
G_kurt = zeros(otpt)
G_skew = zeros(otpt)
G_sigma = zeros(otpt)
covar_m = zeros((otpt,otpt))
gs = zeros(otpt)
gk = zeros(otpt)
moms = []
for l in range(0,otpt):
moms.append(newmoment(inpt, nodes[0], weight, G_s[:, :, l], G_mu[l], G_mean[l]))
G_mean[l] = moment(1, inpt, nodes[0], weight, G_s[:, :, l], G_mu[l], G_mean[l])
for l in range(0,otpt):
moms.append(newmoment(inpt, nodes[0], weight, G_s[:, :, l], G_mu[l], G_mean[l]))
G_sigma[l] = moment(2, inpt, nodes[0], weight, G_s[:, :, l], G_mu[l], G_mean[l])
gs[l] = moment(3, inpt, nodes[0], weight, G_s[:, :, l], G_mu[l], G_mean[l])
G_skew[l] = moment(3, inpt, nodes[0], weight, G_s[:, :, l], G_mu[l], G_mean[l]) / G_sigma[l] ** 1.5
gk[l] = moment(4, inpt, nodes[0], weight, G_s[:, :, l], G_mu[l], G_mean[l])
G_kurt[l] = moment(4, inpt, nodes[0], weight, G_s[:, :, l], G_mu[l], G_mean[l]) / G_sigma[l] ** 2
for j in range(l,otpt):
covar_m[l, j] = moment2(1, inpt, nodes[0], weight, G_s[:, :, l], l, G_s[:, :, j], j, G_mu, G_mean)
covar_m[j, l] = covar_m[l, j]
CovarianceMatrix = covar_m.transpose()
Moments = {'Mean': G_mean, 'Variance': diag(CovarianceMatrix), 'Skewness': G_skew, 'Kurtosis': G_kurt}
# ---------------------- Analyze ---------------------------
# Calculate the PCC for the FFNI method
if otpt>1:
PCC = [0]*(otpt+1)
else:
PCC = [0]*otpt
dtype = [0]*otpt
Inv1 = [0]*otpt
Inv2 = [0]*otpt
m1 = [0]*otpt
m2 = [0]*otpt
a1 = [0]*otpt
a2 = [0]*otpt
alph = [0]*otpt
beta = [0]*otpt
lo = [0]*otpt
hi = [0]*otpt
C_Y_pdf = [0]*otpt
if any(Moments['Variance']==0):
print "Warning: One or more outputs does not vary over given parameter variation."
for k in range(0,otpt):
PCC[k],dtype[k],Inv1[k],m1[k],m2[k],a1[k],a2[k],alph[k],beta[k],lo[k],hi[k] = pearscdf.pearscdf(limstate[k], Moments['Mean'][k], sqrt(CovarianceMatrix[k, k]), Moments['Skewness'][k], Moments['Kurtosis'][k], methd, k, output)
if dtype[k] != None:
if iscomplex(a1[k]):
a1[k] = [a1[k].real, a1[k].imag]
if iscomplex(a2[k]):
a2[k] = [a2[k].real, a2[k].imag]
C_Y_pdf[k] = estimate_complexity.with_distribution(dtype[k],limstate[k],Moments['Mean'][k],Moments['Variance'][k],numbins)
sigma_mat=matrix(sqrt(diag(CovarianceMatrix)))
seterr(invalid='ignore') #ignore problems with divide-by-zero, just give us 'nan' as usual
CorrelationMatrix= CovarianceMatrix/multiply(sigma_mat,sigma_mat.transpose())
Distribution = {'PearsonType': dtype, 'm1': m1, 'm2': m2, 'a1': a1, 'a2': a2, 'Complexity': C_Y_pdf}
Plotting = {'alpha': alph, 'beta': beta, 'lo': lo, 'hi': hi}
CorrelationMatrix=where(isnan(CorrelationMatrix), None, CorrelationMatrix)
if otpt > 1 and not 0 in PCC[0:otpt]:
lower = zeros(otpt)-inf
PCC[otpt] = mvstdnormcdf(lower, Inv1, CorrelationMatrix)
Results = {'Moments': Moments, 'CorrelationMatrix': CorrelationMatrix,
'CovarianceMatrix': CovarianceMatrix, 'Distribution': Distribution, 'Plotting': Plotting, 'PCC': PCC}
return Results
def UP_DPCE(driver):
# Uses the Dakota PCE method for UP
# ---------------------- Setup ---------------------------
methd = 'DPCE'
method = 6
inpt = len(driver.inputs)
krig = driver.krig
limstate = driver.limstate
order = driver.order
otpt = len(driver.outputNames)
output = driver.outputNames
# preprocess inputs, as Dakota won't let us specify them one at a time, only in groups according to distribution type
norm = []
lnorm = []
beta = []
unif = []
for idx, stvar in enumerate(driver.stvars):
if stvar.dist == 'NORM':
norm.append(idx)
elif stvar.dist == 'LNORM':
lnorm.append(idx)
elif stvar.dist == 'BETA':
beta.append(idx)
elif stvar.dist == 'UNIF':
unif.append(idx)
if len(driver.Wrapper) == 0:
raise Exception('Must specify a path to the model wrapper file.')
OldDir = os.getcwd()
WorkDir = os.path.dirname(driver.Wrapper)
if WorkDir != "":
os.chdir(WorkDir)
with open('parameters.csv', 'w') as f: # write log file of inputs and outputs
f.write(','.join(driver.inputNames)+','+','.join(driver.outputNames)+'\n')
f.close()
f = open('dakota_pce.in', 'w')
f.write('strategy\n') # look at dakota input summary
f.write(' single_method\n') # graphics
f.write('method\n')
f.write(' polynomial_chaos\n')
f.write(' quadrature_order')
for node in driver.nodes:
f.write(' {0}'.format(node))
f.write('\n variance_based_decomp\n') # univariate_effects
# f.write(' num_response_levels =')
# for x in range(otpt):
# f.write(' 2')
# f.write('\n')
f.write(' response_levels')
for limits in driver.limstate:
f.write(' {0} {1}'.format(limits[0], limits[1]))
f.write('\n')
# f.write(' compute reliabilities\n') #default is probabilities
f.write(' rng\n')
f.write(' rnum2\n')
f.write(' samples 10000\n')
# f.write(' seed 12347\n')
f.write('variables')
if len(norm) > 0:
f.write('\n normal_uncertain {0}\n'.format(len(norm)))
# v[j] = norm.ppf(norm.cdf(value[j], 0, 1), stvars[j].param[0], stvars[j].param[1])
f.write(' means')
for idx in norm:
f.write(' {0}'.format(driver.stvars[idx].param[0]))
f.write('\n std_deviations')
for idx in norm:
f.write(' {0}'.format(driver.stvars[idx].param[1]))
f.write('\n descriptors')
for idx in norm:
f.write(' \'{0}\''.format(driver.stvars[idx].name))
if len(lnorm) > 0:
f.write('\n lognormal_uncertain {0}\n'.format(len(lnorm)))
# v[j] = lognorm.ppf(norm.cdf(value[j], 0, 1), stvars[j].param[1], 0, exp(stvars[j].param[0]))
f.write(' lnuv_means')
for idx in lnorm:
f.write(' {0}'.format(driver.stvars[idx].param[1]))
f.write('\n lnuv_std_deviations')
for idx in lnorm:
f.write(' {0}'.format(exp(driver.stvars[idx].param[0])))
f.write('\n lnuv_descriptors')
for idx in lnorm:
f.write(' \'{0}\''.format(driver.stvars[idx].name))
if len(beta) > 0:
f.write('\n beta_uncertain {0}\n'.format(len(beta)))
# v[j] = beta.ppf(norm.cdf(value[j], 0, 1), stvars[j].param[0], stvars[j].param[1], stvars[j].param[2], stvars[j].param[3] - stvars[j].param[2])
f.write(' alphas')
for idx in beta:
f.write(' {0}'.format(driver.stvars[idx].param[0]))
f.write('\n betas')
for idx in beta:
f.write(' {0}'.format(driver.stvars[idx].param[1]))
f.write('\n lower_bounds')
for idx in beta:
f.write(' {0}'.format(driver.stvars[idx].param[2]))
f.write('\n upper_bounds')
for idx in beta:
f.write(' {0}'.format(driver.stvars[idx].param[3]))
f.write('\n descriptors')
for idx in beta:
f.write(' \'{0}\''.format(driver.stvars[idx].name))
if len(unif) > 0:
f.write('\n uniform_uncertain {0}\n'.format(len(unif)))
f.write(' lower_bounds')
for idx in unif:
f.write(' {0}'.format(driver.stvars[idx].param[0]))
f.write('\n upper_bounds')
for idx in unif:
f.write(' {0}'.format(driver.stvars[idx].param[1]))
f.write('\n descriptors')
for idx in unif:
f.write(' \'{0}\''.format(driver.stvars[idx].name))
f.write('\ninterface\n')
# f.write(' fork\n')
f.write(' fork asynchronous evaluation_concurrency = {0}\n'.format(multiprocessing.cpu_count()))
# f.write(' analysis_drivers \'python {0}\'\n'.format(driver.workflow.__iter__().next().getFile()))
f.write(' analysis_drivers \'python {0}\'\n'.format(driver.Wrapper))
f.write(' parameters_file =\'params.in\'\n')
f.write(' results_file =\'results.out\'\n')
f.write(' work_directory\n')
f.write(' local_evaluation_static_scheduling\n')
f.write(' directory_tag\n')
f.write(' copy\n')
f.write(' template_directory =\'{0}\'\n'.format(os.path.dirname(driver.Wrapper)))
f.write('responses\n')
f.write(' response_functions {0}\n'.format(otpt)) # number of outputs
f.write(' no_gradients\n') # leave as-is?
f.write(' no_hessians\n') # leave as-is?
f.close()
command = 'dakota dakota_pce.in | tee dakota_output.txt'
print 'Calling "{0}" as a subprocess.'.format(command)
return_code = subprocess.call(command, shell=True)
f = open('dakota_output.txt', 'r')
dakota_output = f.read().split()
f.close()
os.chdir(OldDir)
G_mean = zeros(otpt)
G_kurt = zeros(otpt)
G_skew = zeros(otpt)
fn_start = dakota_output.index('Mean') + 5 # index of response_fn_1
for out in range(otpt):
G_mean[out] = float(dakota_output[fn_start+2])
G_skew[out] = float(dakota_output[fn_start+7])
G_kurt[out] = float(dakota_output[fn_start+8])+3
fn_start = fn_start + 9 # go to next response function, if any
DPCC = [0]*otpt
fn_start = dakota_output.index('(CDF)') # index of CDF for response_fn_1
for out in range(otpt):
DPCC[out] = float(dakota_output[fn_start+19]) - float(dakota_output[fn_start+17])
fn_start = fn_start + 23 # go to next response function, if any
print 'Dakota PCCs:', DPCC
CovarianceMatrix = zeros((otpt, otpt))
covpos = dakota_output.index('[[')+1
for y in range(otpt):
for x in range(otpt):
CovarianceMatrix[x,y] = float(dakota_output[covpos])
covpos = covpos + 1
Moments = {'Mean': G_mean, 'Variance': diag(CovarianceMatrix), 'Skewness': G_skew, 'Kurtosis': G_kurt}
# ---------------------- Analyze ---------------------------
if any(Moments['Variance']==0):
print "Warning: One or more outputs does not vary over given parameter variation."
# Calculate the PCC for the FFNI method
if otpt>1:
PCC = [0]*(otpt+1)
else:
PCC = [0]*otpt
dtype = [0]*otpt
Inv1 = [0]*otpt
Inv2 = [0]*otpt
m1 = [0]*otpt
m2 = [0]*otpt
a1 = [0]*otpt
a2 = [0]*otpt
alph = [0]*otpt
beta = [0]*otpt
lo = [0]*otpt
hi = [0]*otpt
C_Y_pdf = [0]*otpt
if any(Moments['Variance']==0):
print "Warning: One or more outputs does not vary over given parameter variation."
for k in range(otpt):
PCC[k],dtype[k],Inv1[k],m1[k],m2[k],a1[k],a2[k],alph[k],beta[k],lo[k],hi[k] =\
pearscdf.pearscdf(limstate[k], Moments['Mean'][k], sqrt(CovarianceMatrix[k, k]), Moments['Skewness'][k], Moments['Kurtosis'][k], methd, k, output)
if dtype[k] != None:
if iscomplex(a1[k]):
a1[k] = [a1[k].real, a1[k].imag]
if iscomplex(a2[k]):
a2[k] = [a2[k].real, a2[k].imag]
C_Y_pdf[k] = estimate_complexity.with_distribution(dtype[k],limstate[k],Moments['Mean'][k],Moments['Variance'][k],numbins)
sigma_mat=matrix(sqrt(diag(CovarianceMatrix)))
seterr(invalid='ignore') #ignore problems with divide-by-zero, just give us 'nan' as usual
CorrelationMatrix= CovarianceMatrix/multiply(sigma_mat,sigma_mat.transpose())
Distribution = {'PearsonType': dtype, 'm1': m1, 'm2': m2, 'a1': a1, 'a2': a2, 'Complexity': C_Y_pdf}
Plotting = {'alpha': alph, 'beta': beta, 'lo': lo, 'hi': hi}
CorrelationMatrix=where(isnan(CorrelationMatrix), None, CorrelationMatrix)
if otpt > 1 and not 0 in PCC[0:otpt]:
lower = zeros(otpt)-inf
PCC[otpt] = mvstdnormcdf(lower, Inv1, CorrelationMatrix)
Results = {'Moments': Moments, 'CorrelationMatrix': CorrelationMatrix,
'CovarianceMatrix': CovarianceMatrix, 'Distribution': Distribution, 'Plotting': Plotting, 'PCC': PCC}
return Results
def UP_PCE(problem, driver):
# Uses the PCE method for UP
# This routine has been updated as part of refactoring code before the port
# from MATLAB to Python/NumPy/SciPy. Sections of PCC_Computation that apply
# this method have been moved here.
# ---------------------- Setup ---------------------------
methd = 'PCE'
method = 6
inpt = len(driver.inputs)
krig = driver.krig
limstate= driver.limstate
nodes = driver.nodes
order = driver.order
otpt = len(driver.outputNames)
output = driver.outputNames
stvars = driver.stvars
numbins = driver.numbins
#current settings for these two vars
ii = 0
jj = 0
# ---------------------- Model ---------------------------
mu_g = zeros(inpt)
sigma_g = ones(inpt)
node_t = zeros((inpt,nodes[0]))
weight_t = zeros((inpt,nodes[0]))
for i in range(inpt):
node_t[i], weight_t[i] = gaussquad.gaussquad(nodes[i], 'NORM', mu_g[i], sigma_g[i])
x=[]
for i in range(inpt):
x.append(symbols('x'+str(i)))
x=array(x)
j=fullfact(nodes);
pts = shape(j)[0]
node=zeros((pts,inpt))
wj=zeros((pts,inpt))
for y in range(pts):
for i in range(inpt):
node[y][i] = node_t[i][j[y][i]]
wj[y][i] = weight_t[i][j[y][i]]
weight=prod(wj,1);
P = zeros(order)
P[0] = 1
for p in range(1,order):
term2 = 0
for s in range(1,p+1):
term1 = 1
for r in range(s):
term1 = term1 * (inpt + r)
term2 = term2 + (1.0 / int(scipy.misc.factorial(s))) * term1
if p == 1:
P[p] = term2
else:
P[p] = term2 - sum(P[range(1,p+1)])
G_s = zeros((pts, otpt))
if krig == 1:
t = strcat('SS_K', num2str(ii), num2str(jj))
load(char(t))
for j in range(pts):
#Rosenblatt Transformation
T_L = Dist.Dist(stvars, node[j], inpt)
G_s[j] = predictor(T_L, dmodel)
else:
values = []
for j in range(pts):
#Rosenblatt Transformation
# print 'Running simulation',j+1,'of',pts
T_L = Dist.Dist(stvars, node[j], inpt)
# G_s[j] = run_model(driver, T_L)
values.append(T_L)
G_s = run_list(problem, driver, values)
indx = 0
bn = zeros((sum(P), otpt))
bd = zeros(sum(P))
for k in range(order):
vec = xvector.xvector(k, inpt)
for j in range(int(P[k])):
for i in range(pts):
L=node[i]
if k == 0:
bn[indx] = bn[indx] + weight[i] * G_s[i]
bd[indx] = bd[indx] + weight[i]
else:
h, h_sym = hermite.hermite(k, vec[j], L, x)
bn[indx] += weight[i] * G_s[i] * h
bd[indx] += weight[i] * (h ** 2)
indx+=1
b = zeros((sum(P),otpt))
for l in range(otpt):
b[:, l] = bn[:, l] / bd
indx = 0
U_sum = 0
for k in range(order):
vec = xvector.xvector(k, inpt)
for j in range(int(P[k])):
if k == 0:
U_sum = b[0]
else:
h, h_sym = hermite.hermite(k, vec[j], L, x)
U_sum = U_sum + b[indx] * N(h_sym)
indx+=1
U = U_sum
U_s = zeros((pts,otpt))
G_mean = zeros(otpt)
G_kurt = zeros(otpt)
G_skew = zeros(otpt)
covar_m = zeros((otpt,otpt))
for i in range(pts):
for k in range(otpt):
U_s[i][k] = U[k].subs(dict(zip(x, node[i])))
for k in range(otpt):
# G_mean[k] = sum(matrix(weight) * matrix(U_s[:, k]).transpose())
G_mean[k] = sum(weight * U_s[:, k])
for k in range(otpt):
for j in range(k,otpt):
covar_m[k, j] = sum(weight * (U_s[:, k] - G_mean[k]) * (G_s[:, j] - G_mean[j]))
covar_m[j, k] = covar_m[k, j]
G_skew[k] = sum(weight * (U_s[:, k] - G_mean[k]) ** 3) / covar_m[k, k] ** 1.5
G_kurt[k] = sum(weight * (U_s[:, k] - G_mean[k]) ** 4) / covar_m[k, k] ** 2
CovarianceMatrix = covar_m.transpose()
Moments = {'Mean': G_mean, 'Variance': diag(CovarianceMatrix), 'Skewness': G_skew, 'Kurtosis': G_kurt}
# ---------------------- Analyze ---------------------------
if any(Moments['Variance']==0):
print "Warning: One or more outputs does not vary over given parameter variation."
# Calculate the PCC for the FFNI method
if otpt>1:
PCC = [0]*(otpt+1)
else:
PCC = [0]*otpt
dtype = [0]*otpt
Inv1 = [0]*otpt
Inv2 = [0]*otpt
m1 = [0]*otpt
m2 = [0]*otpt
a1 = [0]*otpt
a2 = [0]*otpt
alph = [0]*otpt
beta = [0]*otpt
lo = [0]*otpt
hi = [0]*otpt
C_Y_pdf = [0]*otpt
if any(Moments['Variance']==0):
print "Warning: One or more outputs does not vary over given parameter variation."
for k in range(otpt):
PCC[k],dtype[k],Inv1[k],m1[k],m2[k],a1[k],a2[k],alph[k],beta[k],lo[k],hi[k] =\
pearscdf.pearscdf(limstate[k], Moments['Mean'][k], sqrt(CovarianceMatrix[k, k]), Moments['Skewness'][k], Moments['Kurtosis'][k], methd, k, output)
if dtype[k] != None:
if iscomplex(a1[k]):
a1[k] = [a1[k].real, a1[k].imag]
if iscomplex(a2[k]):
a2[k] = [a2[k].real, a2[k].imag]
C_Y_pdf[k] = estimate_complexity.with_distribution(dtype[k],limstate[k],Moments['Mean'][k],Moments['Variance'][k],numbins)
sigma_mat=matrix(sqrt(diag(CovarianceMatrix)))
seterr(invalid='ignore') #ignore problems with divide-by-zero, just give us 'nan' as usual
CorrelationMatrix= CovarianceMatrix/multiply(sigma_mat,sigma_mat.transpose())
Distribution = {'PearsonType': dtype, 'm1': m1, 'm2': m2, 'a1': a1, 'a2': a2, 'Complexity': C_Y_pdf}
Plotting = {'alpha': alph, 'beta': beta, 'lo': lo, 'hi': hi}
CorrelationMatrix=where(isnan(CorrelationMatrix), None, CorrelationMatrix)
if otpt > 1 and not 0 in PCC[0:otpt]:
lower = zeros(otpt)-inf
PCC[otpt] = mvstdnormcdf(lower, Inv1, CorrelationMatrix)
Results = {'Moments': Moments, 'CorrelationMatrix': CorrelationMatrix,
'CovarianceMatrix': CovarianceMatrix, 'Distribution': Distribution, 'Plotting': Plotting, 'PCC': PCC}
return Results
def UP_PCE(driver):
# Uses the PCE method for UP
# This routine has been updated as part of refactoring code before the port
# from MATLAB to Python/NumPy/SciPy. Sections of PCC_Computation that apply
# this method have been moved here.
# ---------------------- Setup ---------------------------
methd = "PCE"
method = 6
inpt = len(driver.inputs)
krig = driver.krig
limstate = driver.limstate
nodes = driver.nodes
order = driver.order
otpt = len(driver.outputNames)
output = driver.outputNames
stvars = driver.stvars
numbins = driver.numbins
# current settings for these two vars
ii = 0
jj = 0
# ---------------------- Model ---------------------------
mu_g = zeros(inpt)
sigma_g = ones(inpt)
node_t = zeros((inpt, nodes[0]))
weight_t = zeros((inpt, nodes[0]))
for i in range(inpt):
node_t[i], weight_t[i] = gaussquad.gaussquad(nodes[i], "NORM", mu_g[i], sigma_g[i])
x = []
for i in range(inpt):
x.append(symbols("x" + str(i)))
x = array(x)
j = fullfact(nodes)
pts = shape(j)[0]
node = zeros((pts, inpt))
wj = zeros((pts, inpt))
for y in range(pts):
for i in range(inpt):
node[y][i] = node_t[i][j[y][i]]
wj[y][i] = weight_t[i][j[y][i]]
weight = prod(wj, 1)
P = zeros(order)
P[0] = 1
for p in range(1, order):
term2 = 0
for s in range(1, p + 1):
term1 = 1
for r in range(s):
term1 = term1 * (inpt + r)
term2 = term2 + (1.0 / int(scipy.misc.factorial(s))) * term1
if p == 1:
P[p] = term2
else:
P[p] = term2 - sum(P[range(1, p + 1)])
G_s = zeros((pts, otpt))
if krig == 1:
t = strcat("SS_K", num2str(ii), num2str(jj))
load(char(t))
for j in range(pts):
# Rosenblatt Transformation
T_L = Dist.Dist(stvars, node[j], inpt)
G_s[j] = predictor(T_L, dmodel)
else:
values = []
for j in range(pts):
# Rosenblatt Transformation
# print 'Running simulation',j+1,'of',pts
T_L = Dist.Dist(stvars, node[j], inpt)
# G_s[j] = run_model(driver, T_L)
values.append(T_L)
G_s = run_list(driver, values)
indx = 0
bn = zeros((sum(P), otpt))
bd = zeros(sum(P))
for k in range(order):
vec = xvector.xvector(k, inpt)
for j in range(int(P[k])):
for i in range(pts):
L = node[i]
if k == 0:
bn[indx] = bn[indx] + weight[i] * G_s[i]
bd[indx] = bd[indx] + weight[i]
else:
h, h_sym = hermite.hermite(k, vec[j], L, x)
bn[indx] += weight[i] * G_s[i] * h
bd[indx] += weight[i] * (h ** 2)
indx += 1
b = zeros((sum(P), otpt))
for l in range(otpt):
b[:, l] = bn[:, l] / bd
indx = 0
U_sum = 0
for k in range(order):
vec = xvector.xvector(k, inpt)
for j in range(int(P[k])):
if k == 0:
U_sum = b[0]
else:
h, h_sym = hermite.hermite(k, vec[j], L, x)
U_sum = U_sum + b[indx] * N(h_sym)
indx += 1
U = U_sum
U_s = zeros((pts, otpt))
G_mean = zeros(otpt)
G_kurt = zeros(otpt)
G_skew = zeros(otpt)
covar_m = zeros((otpt, otpt))
for i in range(pts):
for k in range(otpt):
U_s[i][k] = U[k].subs(dict(zip(x, node[i])))
for k in range(otpt):
# G_mean[k] = sum(matrix(weight) * matrix(U_s[:, k]).transpose())
G_mean[k] = sum(weight * U_s[:, k])
for k in range(otpt):
for j in range(k, otpt):
covar_m[k, j] = sum(weight * (U_s[:, k] - G_mean[k]) * (G_s[:, j] - G_mean[j]))
covar_m[j, k] = covar_m[k, j]
G_skew[k] = sum(weight * (U_s[:, k] - G_mean[k]) ** 3) / covar_m[k, k] ** 1.5
G_kurt[k] = sum(weight * (U_s[:, k] - G_mean[k]) ** 4) / covar_m[k, k] ** 2
CovarianceMatrix = covar_m.transpose()
Moments = {"Mean": G_mean, "Variance": diag(CovarianceMatrix), "Skewness": G_skew, "Kurtosis": G_kurt}
# ---------------------- Analyze ---------------------------
if any(Moments["Variance"] == 0):
print "Warning: One or more outputs does not vary over given parameter variation."
# Calculate the PCC for the FFNI method
if otpt > 1:
PCC = [0] * (otpt + 1)
else:
PCC = [0] * otpt
dtype = [0] * otpt
Inv1 = [0] * otpt
Inv2 = [0] * otpt
m1 = [0] * otpt
m2 = [0] * otpt
a1 = [0] * otpt
a2 = [0] * otpt
alph = [0] * otpt
beta = [0] * otpt
lo = [0] * otpt
hi = [0] * otpt
C_Y_pdf = [0] * otpt
if any(Moments["Variance"] == 0):
print "Warning: One or more outputs does not vary over given parameter variation."
for k in range(otpt):
PCC[k], dtype[k], Inv1[k], m1[k], m2[k], a1[k], a2[k], alph[k], beta[k], lo[k], hi[k] = pearscdf.pearscdf(
limstate[k],
Moments["Mean"][k],
sqrt(CovarianceMatrix[k, k]),
Moments["Skewness"][k],
Moments["Kurtosis"][k],
methd,
k,
output,
)
if dtype[k] != None:
if iscomplex(a1[k]):
a1[k] = [a1[k].real, a1[k].imag]
if iscomplex(a2[k]):
a2[k] = [a2[k].real, a2[k].imag]
C_Y_pdf[k] = estimate_complexity.with_distribution(
dtype[k], limstate[k], Moments["Mean"][k], Moments["Variance"][k], numbins
)
sigma_mat = matrix(sqrt(diag(CovarianceMatrix)))
seterr(invalid="ignore") # ignore problems with divide-by-zero, just give us 'nan' as usual
CorrelationMatrix = CovarianceMatrix / multiply(sigma_mat, sigma_mat.transpose())
Distribution = {"PearsonType": dtype, "m1": m1, "m2": m2, "a1": a1, "a2": a2, "Complexity": C_Y_pdf}
Plotting = {"alpha": alph, "beta": beta, "lo": lo, "hi": hi}
CorrelationMatrix = where(isnan(CorrelationMatrix), None, CorrelationMatrix)
if otpt > 1 and not 0 in PCC[0:otpt]:
lower = zeros(otpt) - inf
PCC[otpt] = mvstdnormcdf(lower, Inv1, CorrelationMatrix)
Results = {
"Moments": Moments,
"CorrelationMatrix": CorrelationMatrix,
"CovarianceMatrix": CovarianceMatrix,
"Distribution": Distribution,
"Plotting": Plotting,
"PCC": PCC,
}
return Results
def UP_DPCE(problem, driver):
# Uses the Dakota PCE method for UP
# ---------------------- Setup ---------------------------
methd = 'DPCE'
method = 6
inpt = len(driver.inputs)
krig = driver.krig
limstate = driver.limstate
order = driver.order
otpt = len(driver.outputNames)
output = driver.outputNames
# preprocess inputs, as Dakota won't let us specify them one at a time, only in groups according to distribution type
norm = []
lnorm = []
beta = []
unif = []
for idx, stvar in enumerate(driver.stvars):
if stvar.dist == 'NORM':
norm.append(idx)
elif stvar.dist == 'LNORM':
lnorm.append(idx)
elif stvar.dist == 'BETA':
beta.append(idx)
elif stvar.dist == 'UNIF':
unif.append(idx)
if len(driver.Wrapper) == 0:
raise Exception('Must specify a path to the model wrapper file.')
OldDir = os.getcwd()
WorkDir = os.path.dirname(driver.Wrapper)
if WorkDir != "":
os.chdir(WorkDir)
with open('parameters.csv', 'w') as f: # write log file of inputs and outputs
f.write(','.join(driver.inputNames)+','+','.join(driver.outputNames)+'\n')
f.close()
f = open('dakota_pce.in', 'w')
f.write('strategy\n') # look at dakota input summary
f.write(' single_method\n') # graphics
f.write('method\n')
f.write(' polynomial_chaos\n')
f.write(' quadrature_order')
for node in driver.nodes:
f.write(' {0}'.format(node))
f.write('\n variance_based_decomp\n') # univariate_effects
# f.write(' num_response_levels =')
# for x in range(otpt):
# f.write(' 2')
# f.write('\n')
f.write(' response_levels')
for limits in driver.limstate:
f.write(' {0} {1}'.format(limits[0], limits[1]))
f.write('\n')
# f.write(' compute reliabilities\n') #default is probabilities
f.write(' rng\n')
f.write(' rnum2\n')
f.write(' samples 10000\n')
# f.write(' seed 12347\n')
f.write('variables')
if len(norm) > 0:
f.write('\n normal_uncertain {0}\n'.format(len(norm)))
# v[j] = norm.ppf(norm.cdf(value[j], 0, 1), stvars[j].param[0], stvars[j].param[1])
f.write(' means')
for idx in norm:
f.write(' {0}'.format(driver.stvars[idx].param[0]))
f.write('\n std_deviations')
for idx in norm:
f.write(' {0}'.format(driver.stvars[idx].param[1]))
f.write('\n descriptors')
for idx in norm:
f.write(' \'{0}\''.format(driver.stvars[idx].name))
if len(lnorm) > 0:
f.write('\n lognormal_uncertain {0}\n'.format(len(lnorm)))
# v[j] = lognorm.ppf(norm.cdf(value[j], 0, 1), stvars[j].param[1], 0, exp(stvars[j].param[0]))
f.write(' lnuv_means')
for idx in lnorm:
f.write(' {0}'.format(driver.stvars[idx].param[1]))
f.write('\n lnuv_std_deviations')
for idx in lnorm:
f.write(' {0}'.format(exp(driver.stvars[idx].param[0])))
f.write('\n lnuv_descriptors')
for idx in lnorm:
f.write(' \'{0}\''.format(driver.stvars[idx].name))
if len(beta) > 0:
f.write('\n beta_uncertain {0}\n'.format(len(beta)))
# v[j] = beta.ppf(norm.cdf(value[j], 0, 1), stvars[j].param[0], stvars[j].param[1], stvars[j].param[2], stvars[j].param[3] - stvars[j].param[2])
f.write(' alphas')
for idx in beta:
f.write(' {0}'.format(driver.stvars[idx].param[0]))
f.write('\n betas')
for idx in beta:
f.write(' {0}'.format(driver.stvars[idx].param[1]))
f.write('\n lower_bounds')
for idx in beta:
f.write(' {0}'.format(driver.stvars[idx].param[2]))
f.write('\n upper_bounds')
for idx in beta:
f.write(' {0}'.format(driver.stvars[idx].param[3]))
f.write('\n descriptors')
for idx in beta:
f.write(' \'{0}\''.format(driver.stvars[idx].name))
if len(unif) > 0:
f.write('\n uniform_uncertain {0}\n'.format(len(unif)))
f.write(' lower_bounds')
for idx in unif:
f.write(' {0}'.format(driver.stvars[idx].param[0]))
f.write('\n upper_bounds')
for idx in unif:
f.write(' {0}'.format(driver.stvars[idx].param[1]))
f.write('\n descriptors')
for idx in unif:
f.write(' \'{0}\''.format(driver.stvars[idx].name))
f.write('\ninterface\n')
# f.write(' fork\n')
f.write(' fork asynchronous evaluation_concurrency = {0}\n'.format(multiprocessing.cpu_count()))
# f.write(' analysis_drivers \'python {0}\'\n'.format(driver.workflow.__iter__().next().getFile()))
f.write(' analysis_drivers \'python {0}\'\n'.format(driver.Wrapper))
f.write(' parameters_file =\'params.in\'\n')
f.write(' results_file =\'results.out\'\n')
f.write(' work_directory\n')
f.write(' local_evaluation_static_scheduling\n')
f.write(' directory_tag\n')
f.write(' copy\n')
f.write(' template_directory =\'{0}\'\n'.format(os.path.dirname(driver.Wrapper)))
f.write('responses\n')
f.write(' response_functions {0}\n'.format(otpt)) # number of outputs
f.write(' no_gradients\n') # leave as-is?
f.write(' no_hessians\n') # leave as-is?
f.close()
command = 'dakota dakota_pce.in | tee dakota_output.txt'
print 'Calling "{0}" as a subprocess.'.format(command)
return_code = subprocess.call(command, shell=True)
f = open('dakota_output.txt', 'r')
dakota_output = f.read().split()
f.close()
os.chdir(OldDir)
G_mean = zeros(otpt)
G_kurt = zeros(otpt)
G_skew = zeros(otpt)
fn_start = dakota_output.index('Mean') + 5 # index of response_fn_1
for out in range(otpt):
G_mean[out] = float(dakota_output[fn_start+2])
G_skew[out] = float(dakota_output[fn_start+7])
G_kurt[out] = float(dakota_output[fn_start+8])+3
fn_start = fn_start + 9 # go to next response function, if any
DPCC = [0]*otpt
fn_start = dakota_output.index('(CDF)') # index of CDF for response_fn_1
for out in range(otpt):
DPCC[out] = float(dakota_output[fn_start+19]) - float(dakota_output[fn_start+17])
fn_start = fn_start + 23 # go to next response function, if any
print 'Dakota PCCs:', DPCC
CovarianceMatrix = zeros((otpt, otpt))
covpos = dakota_output.index('[[')+1
for y in range(otpt):
for x in range(otpt):
CovarianceMatrix[x,y] = float(dakota_output[covpos])
covpos = covpos + 1
Moments = {'Mean': G_mean, 'Variance': diag(CovarianceMatrix), 'Skewness': G_skew, 'Kurtosis': G_kurt}
# ---------------------- Analyze ---------------------------
if any(Moments['Variance']==0):
print "Warning: One or more outputs does not vary over given parameter variation."
# Calculate the PCC for the FFNI method
if otpt>1:
PCC = [0]*(otpt+1)
else:
PCC = [0]*otpt
dtype = [0]*otpt
Inv1 = [0]*otpt
Inv2 = [0]*otpt
m1 = [0]*otpt
m2 = [0]*otpt
a1 = [0]*otpt
a2 = [0]*otpt
alph = [0]*otpt
beta = [0]*otpt
lo = [0]*otpt
hi = [0]*otpt
C_Y_pdf = [0]*otpt
if any(Moments['Variance']==0):
print "Warning: One or more outputs does not vary over given parameter variation."
for k in range(otpt):
PCC[k],dtype[k],Inv1[k],m1[k],m2[k],a1[k],a2[k],alph[k],beta[k],lo[k],hi[k] =\
pearscdf.pearscdf(limstate[k], Moments['Mean'][k], sqrt(CovarianceMatrix[k, k]), Moments['Skewness'][k], Moments['Kurtosis'][k], methd, k, output)
if dtype[k] != None:
if iscomplex(a1[k]):
a1[k] = [a1[k].real, a1[k].imag]
if iscomplex(a2[k]):
a2[k] = [a2[k].real, a2[k].imag]
C_Y_pdf[k] = estimate_complexity.with_distribution(dtype[k],limstate[k],Moments['Mean'][k],Moments['Variance'][k],numbins)
sigma_mat=matrix(sqrt(diag(CovarianceMatrix)))
seterr(invalid='ignore') #ignore problems with divide-by-zero, just give us 'nan' as usual
CorrelationMatrix= CovarianceMatrix/multiply(sigma_mat,sigma_mat.transpose())
Distribution = {'PearsonType': dtype, 'm1': m1, 'm2': m2, 'a1': a1, 'a2': a2, 'Complexity': C_Y_pdf}
Plotting = {'alpha': alph, 'beta': beta, 'lo': lo, 'hi': hi}
CorrelationMatrix=where(isnan(CorrelationMatrix), None, CorrelationMatrix)
if otpt > 1 and not 0 in PCC[0:otpt]:
lower = zeros(otpt)-inf
PCC[otpt] = mvstdnormcdf(lower, Inv1, CorrelationMatrix)
Results = {'Moments': Moments, 'CorrelationMatrix': CorrelationMatrix,
'CovarianceMatrix': CovarianceMatrix, 'Distribution': Distribution, 'Plotting': Plotting, 'PCC': PCC}
return Results
def UP_FFNI(driver):
# Uses the FFNI method for UP
# ---------------------- Setup ---------------------------
methd = 'FFNI'
method = 4
mu = [inp.get_I_mu() for inp in driver.inputs]
I_sigma = [inp.get_I_sigma() for inp in driver.inputs]
inpt = len(driver.inputs)
input = driver.inputNames
krig = driver.krig
limstate= driver.limstate
lrflag = driver.lrflag
n_meta = driver.n_meta
nEFAST = driver.nEFAST
nSOBOL = driver.nSOBOL
nMCS = driver.nMCS
numbins = driver.numbins
nodes = driver.nodes
order = driver.order
otpt = len(driver.outputNames)
output = driver.outputNames
p = driver.p
plotf = 0
r = driver.r
simple = driver.simple
stvars = driver.stvars
node,w = params.params(method, nodes, inpt, stvars) # Do I need to transpose these matrices?
#[quadpts] = params(method, nodes, inpt, stvars)
# ---------------------- Model ---------------------------
# Create full factorial experiment from individual nodes and weights
j = fullfact(nodes)
pts = shape(j)[0]
x=zeros((pts,inpt))
wj=zeros((pts,inpt))
for y in range(pts):
for i in range(inpt):
x[y][i] = node[i][j[y][i]]
wj[y][i] = w[i][j[y][i]]
weight = prod(wj, 1)
if krig == 1:
load("dmodel")
G_s = predictor(x, dmodel)
else:
# G_s = zeros((pts, otpt))
# for i in range(pts):
# print 'Running simulation',i+1,'of',pts
# G_s[i] = run_model(driver, x[i])
# G_s[i] = modelica.RunModelica(x[i], modelname, properties)
G_s = run_list(driver, x)
G_mean = zeros(otpt)
G_kurt = zeros(otpt)
G_skew = zeros(otpt)
covar_m = zeros((otpt,otpt))
for k in range(otpt):
G_mean[k] = sum(weight * G_s[:, k])
for k in range(otpt):
for j in range(otpt):
covar_m[k, j] = sum(weight * (G_s[:, k] - G_mean[k]) * (G_s[:, j] - G_mean[j]))
covar_m[j, k] = covar_m[k, j]
G_skew[k] = sum(weight * (G_s[:, k] - G_mean[k]) ** 3) / covar_m[k, k] ** 1.5
G_kurt[k] = sum(weight * (G_s[:, k] - G_mean[k]) ** 4) / covar_m[k, k] ** 2
CovarianceMatrix = covar_m.transpose()
Moments = {'Mean': G_mean, 'Variance': diag(CovarianceMatrix), 'Skewness': G_skew, 'Kurtosis': G_kurt}
# ---------------------- Analyze ---------------------------
# Calculate the PCC for the FFNI method
if otpt>1:
PCC = [0]*(otpt+1)
else:
PCC = [0]*otpt
dtype = [0]*otpt
Inv1 = [0]*otpt
Inv2 = [0]*otpt
m1 = [0]*otpt
m2 = [0]*otpt
a1 = [0]*otpt
a2 = [0]*otpt
alph = [0]*otpt
beta = [0]*otpt
lo = [0]*otpt
hi = [0]*otpt
C_Y_pdf = [0]*otpt
if any(Moments['Variance']==0):
print "Warning: One or more outputs does not vary over given parameter variation."
for k in range(0,otpt):
PCC[k],dtype[k],Inv1[k],m1[k],m2[k],a1[k],a2[k],alph[k],beta[k],lo[k],hi[k] = pearscdf.pearscdf(limstate[k], Moments['Mean'][k], sqrt(CovarianceMatrix[k, k]), Moments['Skewness'][k], Moments['Kurtosis'][k], methd, k, output)
if dtype[k] != None:
if iscomplex(a1[k]):
a1[k] = [a1[k].real, a1[k].imag]
if iscomplex(a2[k]):
a2[k] = [a2[k].real, a2[k].imag]
C_Y_pdf[k] = estimate_complexity.with_distribution(dtype[k],limstate[k],Moments['Mean'][k],Moments['Variance'][k],numbins)
sigma_mat=matrix(sqrt(diag(CovarianceMatrix)))
seterr(invalid='ignore') #ignore problems with divide-by-zero, just give us 'nan' as usual
CorrelationMatrix= CovarianceMatrix/multiply(sigma_mat,sigma_mat.transpose())
Distribution = {'PearsonType': dtype, 'm1': m1, 'm2': m2, 'a1': a1, 'a2': a2, 'Complexity': C_Y_pdf}
Plotting = {'alpha': alph, 'beta': beta, 'lo': lo, 'hi': hi}
CorrelationMatrix=where(isnan(CorrelationMatrix), None, CorrelationMatrix)
if otpt > 1 and not 0 in PCC[0:otpt]:
lower = zeros(otpt)-inf
PCC[otpt] = mvstdnormcdf(lower, Inv1, CorrelationMatrix)
Results = {'Moments': Moments, 'CorrelationMatrix': CorrelationMatrix,
'CovarianceMatrix': CovarianceMatrix, 'Distribution': Distribution, 'Plotting': Plotting, 'PCC': PCC}
return Results
def UP_TS(problem, driver):
# Uses the TS method for UP
# ---------------------- Setup ---------------------------
methd = 'TS'
method = '2'
delta = driver.TSdelta
mu = [inp.get_I_mu() for inp in driver.inputs]
sigma = [inp.get_I_sigma() for inp in driver.inputs]
inpt = len(driver.inputs)
input = driver.inputNames
krig = driver.krig
limstate = driver.limstate
lrflag = driver.lrflag
n_meta = driver.n_meta
nEFAST = driver.nEFAST
nSOBOL = driver.nSOBOL
nMCS = driver.nMCS
numbins = driver.numbins
nodes = driver.nodes
order = driver.order
otpt = len(driver.outputNames)
output = driver.outputNames
p = driver.p
plotf = 0
r = driver.r
simple = driver.simple
stvars = driver.stvars
rho = identity(inpt)
# ---------------------- Model ---------------------------
if krig == 1:
load("dmodel")
G_mean = predictor(mu, dmodel).cT
G_k = lambda x: predictor(x, dmodel)
F1 = taylorseries.taylorseries(G_k, mu, delta * sigma, inpt, otpt)
else:
# G_mean = run_model(driver, mu)
# G = lambda x: run_model(driver, x)
values = [mu]
values.extend(
taylorseries.pretaylorseries(mu, delta * array(sigma), inpt))
out = iter(run_list(problem, driver, values))
G_mean = out.next()
G = lambda x: out.next()
F1 = taylorseries.taylorseries(G, mu, delta * array(sigma), inpt, otpt)
print 'Taylor Series:\n', F1
covar_m = zeros((otpt, otpt))
for j in range(otpt):
for k in range(j, otpt):
for l in range(inpt):
for m in range(inpt):
covar_m[j, k] = covar_m[j, k] + F1[l, j] * F1[
m, k] * sigma[l] * sigma[m] * rho[l, m]
covar_m[k, j] = covar_m[j, k]
CovarianceMatrix = covar_m.transpose()
print 'Covariance Matrix:\n', CovarianceMatrix
Moments = {
'Mean': G_mean,
'Variance': diag(CovarianceMatrix),
'Skewness': zeros((otpt, 1)),
'Kurtosis': 3 * ones((otpt, 1))
}
if otpt > 1:
PCC = [0] * (otpt + 1)
else:
PCC = [0] * otpt
dtype = [0] * otpt
Inv1 = [0] * otpt
Inv2 = [0] * otpt
m1 = [0] * otpt
m2 = [0] * otpt
a1 = [0] * otpt
a2 = [0] * otpt
alph = [0] * otpt
beta = [0] * otpt
lo = [0] * otpt
hi = [0] * otpt
C_Y_pdf = [0] * otpt
# ---------------------- Analyze ---------------------------
if any(Moments['Variance'] == 0):
print "Warning: One or more outputs does not vary over given parameter variation."
for k in range(0, otpt):
PCC[k], dtype[k], Inv1[k], m1[k], m2[k], a1[k], a2[k], alph[k], beta[
k], lo[k], hi[k] = pearscdf.pearscdf(limstate[k],
Moments['Mean'][k],
sqrt(CovarianceMatrix[k, k]),
Moments['Skewness'][k],
Moments['Kurtosis'][k], methd,
k, output)
if dtype[k] != None:
if iscomplex(a1[k]):
a1[k] = [a1[k].real, a1[k].imag]
if iscomplex(a2[k]):
a2[k] = [a2[k].real, a2[k].imag]
C_Y_pdf[k] = estimate_complexity.with_distribution(
dtype[k], limstate[k], Moments['Mean'][k],
Moments['Variance'][k], numbins)
sigma_mat = matrix(sqrt(diag(CovarianceMatrix)))
seterr(invalid='ignore'
) #ignore problems with divide-by-zero, just give us 'nan' as usual
CorrelationMatrix = CovarianceMatrix / multiply(sigma_mat,
sigma_mat.transpose())
Distribution = {
'PearsonType': dtype,
'm1': m1,
'm2': m2,
'a1': a1,
'a2': a2,
'Complexity': C_Y_pdf
}
Plotting = {'alpha': alph, 'beta': beta, 'lo': lo, 'hi': hi}
CorrelationMatrix = where(isnan(CorrelationMatrix), None,
CorrelationMatrix)
if otpt > 1 and not 0 in PCC[0:otpt]:
lower = zeros(otpt) - inf
PCC[otpt] = mvstdnormcdf(lower, Inv1, CorrelationMatrix)
Results = {
'Moments': Moments,
'CorrelationMatrix': CorrelationMatrix,
'CovarianceMatrix': CovarianceMatrix,
'Distribution': Distribution,
'Plotting': Plotting,
'PCC': PCC
}
return Results
def UP_FFNI(problem, driver):
# Uses the FFNI method for UP
# ---------------------- Setup ---------------------------
methd = 'FFNI'
method = 4
mu = [inp.get_I_mu() for inp in driver.inputs]
I_sigma = [inp.get_I_sigma() for inp in driver.inputs]
inpt = len(driver.inputs)
input = driver.inputNames
krig = driver.krig
limstate= driver.limstate
lrflag = driver.lrflag
n_meta = driver.n_meta
nEFAST = driver.nEFAST
nSOBOL = driver.nSOBOL
nMCS = driver.nMCS
numbins = driver.numbins
nodes = driver.nodes
order = driver.order
otpt = len(driver.outputNames)
output = driver.outputNames
p = driver.p
plotf = 0
r = driver.r
simple = driver.simple
stvars = driver.stvars
node,w = params.params(method, nodes, inpt, stvars) # Do I need to transpose these matrices?
#[quadpts] = params(method, nodes, inpt, stvars)
# ---------------------- Model ---------------------------
# Create full factorial experiment from individual nodes and weights
j = fullfact(nodes)
pts = shape(j)[0]
x=zeros((pts,inpt))
wj=zeros((pts,inpt))
for y in range(pts):
for i in range(inpt):
x[y][i] = node[i][j[y][i]]
wj[y][i] = w[i][j[y][i]]
weight = prod(wj, 1)
if krig == 1:
load("dmodel")
G_s = predictor(x, dmodel)
else:
# G_s = zeros((pts, otpt))
# for i in range(pts):
# print 'Running simulation',i+1,'of',pts
# G_s[i] = run_model(driver, x[i])
# G_s[i] = modelica.RunModelica(x[i], modelname, properties)
G_s = run_list(problem, driver, x)
G_mean = zeros(otpt)
G_kurt = zeros(otpt)
G_skew = zeros(otpt)
covar_m = zeros((otpt,otpt))
for k in range(otpt):
G_mean[k] = sum(weight * G_s[:, k])
for k in range(otpt):
for j in range(otpt):
covar_m[k, j] = sum(weight * (G_s[:, k] - G_mean[k]) * (G_s[:, j] - G_mean[j]))
covar_m[j, k] = covar_m[k, j]
G_skew[k] = sum(weight * (G_s[:, k] - G_mean[k]) ** 3) / covar_m[k, k] ** 1.5
G_kurt[k] = sum(weight * (G_s[:, k] - G_mean[k]) ** 4) / covar_m[k, k] ** 2
CovarianceMatrix = covar_m.transpose()
Moments = {'Mean': G_mean, 'Variance': diag(CovarianceMatrix), 'Skewness': G_skew, 'Kurtosis': G_kurt}
# ---------------------- Analyze ---------------------------
# Calculate the PCC for the FFNI method
if otpt>1:
PCC = [0]*(otpt+1)
else:
PCC = [0]*otpt
dtype = [0]*otpt
Inv1 = [0]*otpt
Inv2 = [0]*otpt
m1 = [0]*otpt
m2 = [0]*otpt
a1 = [0]*otpt
a2 = [0]*otpt
alph = [0]*otpt
beta = [0]*otpt
lo = [0]*otpt
hi = [0]*otpt
C_Y_pdf = [0]*otpt
if any(Moments['Variance']==0):
print "Warning: One or more outputs does not vary over given parameter variation."
for k in range(0,otpt):
PCC[k],dtype[k],Inv1[k],m1[k],m2[k],a1[k],a2[k],alph[k],beta[k],lo[k],hi[k] = pearscdf.pearscdf(limstate[k], Moments['Mean'][k], sqrt(CovarianceMatrix[k, k]), Moments['Skewness'][k], Moments['Kurtosis'][k], methd, k, output)
if dtype[k] != None:
if iscomplex(a1[k]):
a1[k] = [a1[k].real, a1[k].imag]
if iscomplex(a2[k]):
a2[k] = [a2[k].real, a2[k].imag]
C_Y_pdf[k] = estimate_complexity.with_distribution(dtype[k],limstate[k],Moments['Mean'][k],Moments['Variance'][k],numbins)
sigma_mat=matrix(sqrt(diag(CovarianceMatrix)))
seterr(invalid='ignore') #ignore problems with divide-by-zero, just give us 'nan' as usual
CorrelationMatrix= CovarianceMatrix/multiply(sigma_mat,sigma_mat.transpose())
Distribution = {'PearsonType': dtype, 'm1': m1, 'm2': m2, 'a1': a1, 'a2': a2, 'Complexity': C_Y_pdf}
Plotting = {'alpha': alph, 'beta': beta, 'lo': lo, 'hi': hi}
CorrelationMatrix=where(isnan(CorrelationMatrix), None, CorrelationMatrix)
if otpt > 1 and not 0 in PCC[0:otpt]:
lower = zeros(otpt)-inf
PCC[otpt] = mvstdnormcdf(lower, Inv1, CorrelationMatrix)
Results = {'Moments': Moments, 'CorrelationMatrix': CorrelationMatrix,
'CovarianceMatrix': CovarianceMatrix, 'Distribution': Distribution, 'Plotting': Plotting, 'PCC': PCC}
return Results
def UP_UDR(problem, driver):
# Uses the UDR method for UP
methd = 'UDR'
method = 5
mu = [inp.get_I_mu() for inp in driver.inputs]
I_sigma = [inp.get_I_sigma() for inp in driver.inputs]
inpt = len(driver.inputs)
input = driver.inputNames
krig = driver.krig
limstate = driver.limstate
lrflag = driver.lrflag
n_meta = driver.n_meta
nEFAST = driver.nEFAST
nSOBOL = driver.nSOBOL
nMCS = driver.nMCS
numbins = driver.numbins
nodes = driver.nodes
order = driver.order
otpt = len(driver.outputNames)
output = driver.outputNames
p = driver.p
plotf = 0
r = driver.r
simple = driver.simple
stvars = driver.stvars
node, weight = params.params(method, nodes, inpt, stvars)
# ---------------------- Model ---------------------------
# set_printoptions(precision=4)
# set_printoptions(suppress=True)
x = kron(mu, ones((inpt * nodes[0], 1)))
for ii in range(0, inpt):
k = ii * nodes[ii]
l = (ii + 1) * nodes[ii]
x[k:l, ii] = node[ii, :]
# G_mu = run_model(driver, mu)
values = [mu]
G_s = zeros((inpt, max(nodes), otpt))
for k, inputname in enumerate(
driver._json_tree['Configurations']['Configuration']
['PCCInputArguments']['StochasticInputs']['InputDistributions']):
if krig == 1:
load('dmodel')
for j in range(0, nodes[k]):
var = k * nodes[k] + j
X = x[var, :]
G_s[k, j] = predictor(X, dmodel)
else:
for j in range(0, nodes[k]):
var = k * nodes[k] + j
X = x[var, :]
# print 'Running simulation on node',j,'of input',inputname['Name']
# G_s[k, j] = run_model(driver, X)
values.append(X)
out = iter(run_list(problem, driver, values))
G_mu = out.next()
for k, inputname in enumerate(
driver._json_tree['Configurations']['Configuration']
['PCCInputArguments']['StochasticInputs']['InputDistributions']):
for j in range(0, nodes[k]):
G_s[k, j] = out.next()
G_mean = zeros(otpt)
G_kurt = zeros(otpt)
G_skew = zeros(otpt)
G_sigma = zeros(otpt)
covar_m = zeros((otpt, otpt))
gs = zeros(otpt)
gk = zeros(otpt)
moms = []
for l in range(0, otpt):
moms.append(
newmoment(inpt, nodes[0], weight, G_s[:, :, l], G_mu[l],
G_mean[l]))
G_mean[l] = moment(1, inpt, nodes[0], weight, G_s[:, :, l], G_mu[l],
G_mean[l])
for l in range(0, otpt):
moms.append(
newmoment(inpt, nodes[0], weight, G_s[:, :, l], G_mu[l],
G_mean[l]))
G_sigma[l] = moment(2, inpt, nodes[0], weight, G_s[:, :, l], G_mu[l],
G_mean[l])
gs[l] = moment(3, inpt, nodes[0], weight, G_s[:, :, l], G_mu[l],
G_mean[l])
G_skew[l] = moment(3, inpt, nodes[0], weight, G_s[:, :, l], G_mu[l],
G_mean[l]) / G_sigma[l]**1.5
gk[l] = moment(4, inpt, nodes[0], weight, G_s[:, :, l], G_mu[l],
G_mean[l])
G_kurt[l] = moment(4, inpt, nodes[0], weight, G_s[:, :, l], G_mu[l],
G_mean[l]) / G_sigma[l]**2
for j in range(l, otpt):
covar_m[l, j] = moment2(1, inpt, nodes[0], weight, G_s[:, :, l], l,
G_s[:, :, j], j, G_mu, G_mean)
covar_m[j, l] = covar_m[l, j]
CovarianceMatrix = covar_m.transpose()
Moments = {
'Mean': G_mean,
'Variance': diag(CovarianceMatrix),
'Skewness': G_skew,
'Kurtosis': G_kurt
}
# ---------------------- Analyze ---------------------------
# Calculate the PCC for the FFNI method
if otpt > 1:
PCC = [0] * (otpt + 1)
else:
PCC = [0] * otpt
dtype = [0] * otpt
Inv1 = [0] * otpt
Inv2 = [0] * otpt
m1 = [0] * otpt
m2 = [0] * otpt
a1 = [0] * otpt
a2 = [0] * otpt
alph = [0] * otpt
beta = [0] * otpt
lo = [0] * otpt
hi = [0] * otpt
C_Y_pdf = [0] * otpt
if any(Moments['Variance'] == 0):
print "Warning: One or more outputs does not vary over given parameter variation."
for k in range(0, otpt):
PCC[k], dtype[k], Inv1[k], m1[k], m2[k], a1[k], a2[k], alph[k], beta[
k], lo[k], hi[k] = pearscdf.pearscdf(limstate[k],
Moments['Mean'][k],
sqrt(CovarianceMatrix[k, k]),
Moments['Skewness'][k],
Moments['Kurtosis'][k], methd,
k, output)
if dtype[k] != None:
if iscomplex(a1[k]):
a1[k] = [a1[k].real, a1[k].imag]
if iscomplex(a2[k]):
a2[k] = [a2[k].real, a2[k].imag]
C_Y_pdf[k] = estimate_complexity.with_distribution(
dtype[k], limstate[k], Moments['Mean'][k],
Moments['Variance'][k], numbins)
sigma_mat = matrix(sqrt(diag(CovarianceMatrix)))
seterr(invalid='ignore'
) #ignore problems with divide-by-zero, just give us 'nan' as usual
CorrelationMatrix = CovarianceMatrix / multiply(sigma_mat,
sigma_mat.transpose())
Distribution = {
'PearsonType': dtype,
'm1': m1,
'm2': m2,
'a1': a1,
'a2': a2,
'Complexity': C_Y_pdf
}
Plotting = {'alpha': alph, 'beta': beta, 'lo': lo, 'hi': hi}
CorrelationMatrix = where(isnan(CorrelationMatrix), None,
CorrelationMatrix)
if otpt > 1 and not 0 in PCC[0:otpt]:
lower = zeros(otpt) - inf
PCC[otpt] = mvstdnormcdf(lower, Inv1, CorrelationMatrix)
Results = {
'Moments': Moments,
'CorrelationMatrix': CorrelationMatrix,
'CovarianceMatrix': CovarianceMatrix,
'Distribution': Distribution,
'Plotting': Plotting,
'PCC': PCC
}
return Results