python.uq.analysis.mc.MCAnalysis.MCAnalysis Class Reference

Inheritance diagram for python.uq.analysis.mc.MCAnalysis.MCAnalysis:

Public Member Functions
	__init__ (self, params, samples, estimator=None, npaths=100)
	computeMean (self, iteration, qoi, t)
	computeMoments (self, ts=None)
	computeVar (self, iteration, qoi, t)
	estimateDensity (self, ts=[0], dtype="kde", config={})
	writeMoments (self, filename)

Detailed Description

The MCAnalysis class

Constructor & Destructor Documentation

__init__()

python.uq.analysis.mc.MCAnalysis.MCAnalysis.__init__	(		self,
			params,
			samples,
			estimator = None,
			npaths = 100
	)

Constructor
@param params: ParameterSet
@param samples: dictionary {<time step>: {<Sample>: value}}

References python.uq.analysis.asgc.ASGCAnalysisSpecification.ASGCAnalysisSpecification.__estimator, python.uq.analysis.mc.MCAnalysis.MCAnalysis.__estimator, 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.mc.MCAnalysis.MCAnalysis.__samples, and python.uq.sampler.asgc.ASGCSampler.ASGCSampler.__samples.

Member Function Documentation

computeMean()

python.uq.analysis.mc.MCAnalysis.MCAnalysis.computeMean	(		self,
			iteration,
			qoi,
			t
	)

References python.uq.analysis.asgc.ASGCAnalysisSpecification.ASGCAnalysisSpecification.__estimator, python.uq.analysis.mc.MCAnalysis.MCAnalysis.__estimator, python.uq.analysis.mc.MCAnalysis.MCAnalysis.__samples, and python.uq.sampler.asgc.ASGCSampler.ASGCSampler.__samples.

Referenced by python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis.computeVar(), and python.uq.analysis.Analysis.Analysis.mean().

computeMoments()

python.uq.analysis.mc.MCAnalysis.MCAnalysis.computeMoments	(		self,
			ts = None
	)

References python.uq.analysis.mc.MCAnalysis.MCAnalysis.__samples, python.uq.sampler.asgc.ASGCSampler.ASGCSampler.__samples, sgpp::base::DistributionLogNormal.mean, sgpp::base::DistributionNormal.mean, sgpp::base::DistributionTruncNormal.mean, sgpp::datadriven::KernelDensityEstimator.mean(), sgpp::datadriven::LearnerSGDE.mean(), sgpp::datadriven::SparseGridDensityEstimator.mean(), sgpp::datadriven::DensityEstimator.mean(), sgpp::datadriven::BayesianOptimization.mean(), sgpp::datadriven::LearnerSGDE.mean(), sgpp::datadriven::SparseGridDensityEstimator.mean(), sgpp::datadriven::OperationCovariance.mean(), python.uq.dists.Beta.Beta.mean(), python.uq.dists.DataDist.DataDist.mean(), python.uq.dists.Dist.Dist.mean(), python.uq.dists.J.J.mean(), python.uq.dists.Lognormal.Lognormal.mean(), python.uq.dists.Normal.Normal.mean(), python.uq.dists.SGDEdist.SGDEdist.mean(), python.uq.dists.TNormal.TNormal.mean(), python.uq.dists.Uniform.Uniform.mean(), python.uq.estimators.Estimator.Estimator.mean(), python.uq.estimators.SparseGridEstimator.SparseGridEstimator.mean(), python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.mean(), python.uq.estimators.CollocationPointsStrategy.CollocationPointsStrategy.mean(), python.uq.estimators.MonteCarloStrategy.MonteCarloStrategy.mean(), python.uq.estimators.SparseGridEstimationStrategy.SparseGridEstimationStrategy.mean(), python.uq.estimators.MarginalAnalyticEstimationStrategy.MarginalAnalyticEstimationStrategy.mean(), python.uq.analysis.Analysis.Analysis.mean(), python.uq.dists.KDEDist.KDEDist.mean(), python.uq.dists.LibAGFDist.LibAGFDist.mean(), python.uq.estimators.MCEstimator.MCEstimator.mean(), sgpp::optimization::SplineResponseSurface.mean, sgpp::optimization::QuasiGaussianFuzzyNumber.mean, sgpp::datadriven::BayesianOptimization.var(), python.uq.dists.Beta.Beta.var(), python.uq.dists.DataDist.DataDist.var(), python.uq.dists.Dist.Dist.var(), python.uq.dists.J.J.var(), python.uq.dists.KDEDist.KDEDist.var(), python.uq.dists.LibAGFDist.LibAGFDist.var(), python.uq.dists.Lognormal.Lognormal.var(), python.uq.dists.Normal.Normal.var(), python.uq.dists.SGDEdist.SGDEdist.var(), python.uq.dists.TNormal.TNormal.var(), python.uq.dists.Uniform.Uniform.var(), python.uq.estimators.Estimator.Estimator.var(), python.uq.estimators.SparseGridEstimator.SparseGridEstimator.var(), python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.var(), python.uq.estimators.CollocationPointsStrategy.CollocationPointsStrategy.var(), python.uq.estimators.MonteCarloStrategy.MonteCarloStrategy.var(), python.uq.estimators.SparseGridEstimationStrategy.SparseGridEstimationStrategy.var(), python.uq.analysis.Analysis.Analysis.var(), and python.uq.estimators.MCEstimator.MCEstimator.var().

Referenced by python.uq.analysis.mc.MCAnalysis.MCAnalysis.writeMoments(), and python.uq.analysis.Analysis.Analysis.writeMoments().

computeVar()

python.uq.analysis.mc.MCAnalysis.MCAnalysis.computeVar	(		self,
			iteration,
			qoi,
			t
	)

References python.uq.analysis.asgc.ASGCAnalysisSpecification.ASGCAnalysisSpecification.__estimator, python.uq.analysis.mc.MCAnalysis.MCAnalysis.__estimator, python.uq.analysis.mc.MCAnalysis.MCAnalysis.__samples, and python.uq.sampler.asgc.ASGCSampler.ASGCSampler.__samples.

Referenced by python.uq.analysis.Analysis.Analysis.var().

estimateDensity()

python.uq.analysis.mc.MCAnalysis.MCAnalysis.estimateDensity	(		self,
			ts = [0],
			dtype = "kde",
			config = {}
	)

References python.uq.analysis.mc.MCAnalysis.MCAnalysis.__samples, python.uq.sampler.asgc.ASGCSampler.ASGCSampler.__samples, and python.uq.analysis.Analysis.Analysis._estimateDensityByConfig().

writeMoments()

python.uq.analysis.mc.MCAnalysis.MCAnalysis.writeMoments	(		self,
			filename
	)

References python.uq.analysis.Analysis.Analysis.computeMoments(), python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis.computeMoments(), and python.uq.analysis.mc.MCAnalysis.MCAnalysis.computeMoments().

---

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

• datadriven/python/uq/analysis/mc/MCAnalysis.py