Inheritance diagram for python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic:

Public Member Functions
	__init__ (self, grid, alpha, params, nk=None)

	doDecomposition (self)

	eval (self, x)

	evalComponent (self, perm, x)

	getMainEffects (self)

	getSobolIndices (self)

	getSortedPermutations (self, keys)

	getTotalEffects (self)

	getVarianceDecomposition (self)

	setVerbose (self, verbose)

Protected Attributes
	_verbose

Detailed Description

The HDMR class

Constructor & Destructor Documentation

◆ init()

python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__init__	(	self,
		grid,
		alpha,
		params,
		nk = `None`
	)

Constructor
@param grid: Grid
@param alpha: surplus vector
@param params: parameter set
@param E: expectation value of grid, alpha
@param V: variance of grid, alpha
@param nk: maximum length of interactions

References python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__alpha, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__anova_components, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__ap, python.learner.LearnerBuilder.LearnerBuilder.GridDescriptor.__dim, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__dim, python.uq.dists.Corr.Corr.__dim, python.uq.dists.DataDist.DataDist.__dim, python.uq.dists.J.J.__dim, python.uq.dists.MultivariateNormal.MultivariateNormal.__dim, python.uq.learner.builder.GridDescriptor.GridDescriptor.__dim, python.uq.parameters.ParameterSet.ParameterSet.__dim, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__expectation_funcs, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__grid, python.uq.learner.builder.GridDescriptor.GridDescriptor.__grid, python.uq.sampler.asgc.ASGCSampler.ASGCSampler.__grid, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__has_highest_order_term, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__nk, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__params, python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis.__params, python.uq.analysis.asgc.ASGCAnalysisSpecification.ASGCAnalysisSpecification.__params, python.uq.analysis.mc.MCAnalysis.MCAnalysis.__params, python.uq.estimators.SparseGridEstimator.SparseGridEstimator.__params, python.uq.learner.SimulationLearnerSpecification.SimulationLearnerSpecification.__params, python.uq.manager.ASGCUQManager.ASGCUQManager.__params, python.uq.parameters.ParameterSet.ParameterSet.__params, python.uq.parameters.ParameterSet.ParameterSetIterator.__params, python.uq.sampler.asgc.ASGCSampler.ASGCSampler.__params, python.uq.sampler.asgc.ASGCSamplerSpecification.ASGCSamplerSpecification.__params, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__T, python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis.__T, python.uq.estimators.SparseGridEstimator.SparseGridEstimator.__T, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__U, python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis.__U, python.uq.estimators.SparseGridEstimator.SparseGridEstimator.__U, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__variance_components, and python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__xlim.

Member Function Documentation

◆ doDecomposition()

python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.doDecomposition ( self )

Computes the ANOVA decomposition for the given sparse grid function
and the corresponding marginal distributions

References python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__anova_components, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__computeMean(), python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__computeVariance(), python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__decompose(), python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__expectation_funcs, and python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__expectation_functions().

Referenced by python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.getVarianceDecomposition().

◆ eval()

python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.eval	(	self,
		x
	)

Evaluate the ANOVA decomposition at the given position
@param x: coordinates to be evaluated

References python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__anova_components, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__E, and python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__evalHigherOrderComponent().

Referenced by python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis.estimateDensity().

◆ evalComponent()

python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.evalComponent	(	self,
		perm,
		x
	)

Evaluate a single ANOVA component
@param perm: identifier
@param x: coordinates

References python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__anova_components, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__E, and python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__evalHigherOrderComponent().

◆ getMainEffects()

python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.getMainEffects ( self )

Just compute the sobol indices without interactions

References python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.getSobolIndices().

◆ getSobolIndices()

python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.getSobolIndices ( self )

Computes the relative influence of one single parameter combination
to the whole variance.

References python.learner.LearnerBuilder.LearnerBuilder.GridDescriptor.__dim, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__dim, python.uq.dists.Corr.Corr.__dim, python.uq.dists.DataDist.DataDist.__dim, python.uq.dists.J.J.__dim, python.uq.dists.MultivariateNormal.MultivariateNormal.__dim, python.uq.learner.builder.GridDescriptor.GridDescriptor.__dim, python.uq.parameters.ParameterSet.ParameterSet.__dim, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__has_highest_order_term, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__nk, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__V, and python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.getVarianceDecomposition().

Referenced by python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.getMainEffects(), and python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.getTotalEffects().

◆ getSortedPermutations()

python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.getSortedPermutations	(	self,
		keys
	)

Sort keys with respect (1) to their length and (2) their lexical order
@param keys:

References python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__alpha, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__combine_terms(), python.learner.LearnerBuilder.LearnerBuilder.GridDescriptor.__dim, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__dim, python.uq.dists.Corr.Corr.__dim, python.uq.dists.DataDist.DataDist.__dim, python.uq.dists.J.J.__dim, python.uq.dists.MultivariateNormal.MultivariateNormal.__dim, python.uq.learner.builder.GridDescriptor.GridDescriptor.__dim, python.uq.parameters.ParameterSet.ParameterSet.__dim, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__E, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__expectation_funcs, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__grid, python.uq.learner.builder.GridDescriptor.GridDescriptor.__grid, python.uq.sampler.asgc.ASGCSampler.ASGCSampler.__grid, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__has_highest_order_term, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__marginalization, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__nk, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__T, python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis.__T, python.uq.estimators.SparseGridEstimator.SparseGridEstimator.__T, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__U, python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis.__U, python.uq.estimators.SparseGridEstimator.SparseGridEstimator.__U, python.uq.analysis.Analysis.Analysis._verbose, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic._verbose, python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis._verbose, python.uq.learner.SimulationLearner.SimulationLearner._verbose, and python.uq.uq_setting.UQSetting.UQSetting._verbose.

Referenced by python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.getVarianceDecomposition().

◆ getTotalEffects()

python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.getTotalEffects ( self )

Compute the sum of all sobol indices where one single parameter
is part of the interaction

References python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.getSobolIndices().

◆ getVarianceDecomposition()

python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.getVarianceDecomposition ( self )

Compute the variance of each ANOVA component

Referenced by python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.getSobolIndices().

◆ setVerbose()

python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.setVerbose	(	self,
		verbose
	)

References python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__alpha, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__E, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__estimation, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__grid, python.uq.learner.builder.GridDescriptor.GridDescriptor.__grid, python.uq.sampler.asgc.ASGCSampler.ASGCSampler.__grid, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__T, python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis.__T, python.uq.estimators.SparseGridEstimator.SparseGridEstimator.__T, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__U, python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis.__U, python.uq.estimators.SparseGridEstimator.SparseGridEstimator.__U, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__V, python.uq.analysis.Analysis.Analysis._verbose, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic._verbose, python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis._verbose, python.uq.learner.SimulationLearner.SimulationLearner._verbose, and python.uq.uq_setting.UQSetting.UQSetting._verbose.

Member Data Documentation

◆ _verbose

python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic._verbose

protected

Referenced by python.uq.uq_setting.UQSetting.UQSetting.findEquivalent(), python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.getSortedPermutations(), python.uq.uq_setting.UQSetting.UQSetting.getTimeDependentResults(), python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.getVarianceDecomposition(), python.uq.uq_setting.UQSetting.UQSetting.getVerbose(), python.uq.analysis.Analysis.Analysis.mean(), python.uq.learner.SimulationLearner.SimulationLearner.refineGrid(), python.uq.uq_setting.UQSetting.UQSetting.runSamples_withoutDistribution(), python.uq.analysis.Analysis.Analysis.setVerbose(), python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.setVerbose(), python.uq.uq_setting.UQSetting.UQSetting.setVerbose(), python.uq.uq_setting.UQSetting.UQSetting.split(), python.uq.analysis.Analysis.Analysis.var(), and python.uq.uq_setting.UQSetting.UQSetting.writeToFile().

The documentation for this class was generated from the following file:

datadriven/python/uq/analysis/asgc/anova/hdmrAnalytic.py

Public Member Functions

Protected Attributes