Inheritance diagram for python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy:

Public Member Functions
	__init__ (self)

	computeSystemMatrixForMean (self, grid, W, D)

	computeSystemMatrixForMeanList (self, gs, gps, basis, W, D)

	computeSystemMatrixForMeanProjected (self, gs, gpsi, basisi, dist, trans, dims)

	computeSystemMatrixForVariance (self, grid, W, D)

	computeSystemMatrixForVarianceList (self, gs, gpsi, basisi, gpsj, basisj, W, D)

	computeSystemMatrixForVarianceProjected (self, gs, gpsi, basisi, gpsj, basisj, dist, trans, dims)

	getSystemMatrixForMean (self, grid, W, D)

	getSystemMatrixForVariance (self, grid, W, D)

	initQuadratureStrategy (self, grid)

	mean (self, grid, alpha, U, T)

	secondMoment (self, grid, alpha, U, T)

	var (self, grid, alpha, U, T, mean)

Public Attributes
	A_mean

	A_var

	bilinearForm

	linearForm

	trilinearForm

Constructor & Destructor Documentation

◆ init()

python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.__init__ ( self )

References python.controller.InfoToScreenRegressor.InfoToScreenRegressor.__class__, python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.__class__, python.uq.estimators.MarginalAnalyticEstimationStrategy.MarginalAnalyticEstimationStrategy.__class__, python.uq.estimators.MarginalIntegralStrategy.MarginalIntegralStrategy.__class__, python.uq.learner.builder.SimulationLearnerBuilder.SimulationLearnerBuilder.__class__, python.uq.learner.Regressor.Regressor.__class__, python.uq.learner.SimulationLearnerSpecification.SimulationLearnerSpecification.__class__, python.uq.quadrature.bilinearform.DiscreteBilinearScipyQuadratureStrategy.DiscreteBilinearScipyQuadratureStrategy.__class__, python.uq.quadrature.bilinearform.PiecewiseConstantQuadratureStrategy.PiecewiseConstantQuadratureStrategy.__class__, python.uq.quadrature.bilinearform.SparseGridQuadratureStrategy.SparseGridQuadratureStrategy.__class__, python.uq.quadrature.bilinearform.UniformQuadratureStrategy.UniformQuadratureStrategy.__class__, python.uq.refinement.RefinementStrategy.AnchoredWeightedL2OptRanking.__class__, python.uq.refinement.RefinementStrategy.WeightedL2OptRanking.__class__, python.uq.refinement.RefinementStrategy.AnchoredExpectationValueOptRanking.__class__, python.uq.refinement.RefinementStrategy.ExpectationValueOptRanking.__class__, python.uq.refinement.RefinementStrategy.VarianceOptRanking.__class__, python.uq.refinement.RefinementStrategy.AnchoredVarianceOptRanking.__class__, python.uq.refinement.RefinementStrategy.MeanSquaredOptRanking.__class__, python.uq.refinement.RefinementStrategy.AnchoredMeanSquaredOptRanking.__class__, python.uq.refinement.RefinementStrategy.SquaredSurplusBFRanking.__class__, python.uq.refinement.RefinementStrategy.WeightedL2BFRanking.__class__, python.uq.refinement.RefinementStrategy.VarianceBFRanking.__class__, python.uq.refinement.RefinementStrategy.ExpectationValueBFRanking.__class__, python.uq.refinement.RefinementStrategy.LinearSurplusEstimationRanking.__class__, python.uq.refinement.RefinementStrategy.PredictiveRanking.__class__, python.uq.sampler.asgc.ASGCSampler.ASGCSampler.__class__, python.uq.sampler.MCSampler.MCSampler.__class__, and python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.__init__().

Referenced by python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.__init__().

Member Function Documentation

◆ computeSystemMatrixForMean()

python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForMean	(	self,
		grid,
		W,
		D
	)

References python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForMeanList().

Referenced by python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.getSystemMatrixForMean().

◆ computeSystemMatrixForMeanList()

python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForMeanList	(	self,
		gs,
		gps,
		basis,
		W,
		D
	)

References python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForMeanProjected().

Referenced by python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForMean().

◆ computeSystemMatrixForMeanProjected()

python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForMeanProjected	(	self,
		gs,
		gpsi,
		basisi,
		dist,
		trans,
		dims
	)

References python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.bilinearForm, python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.linearForm, and python.uq.estimators.MarginalAnalyticEstimationStrategy.MarginalAnalyticEstimationStrategy.linearForm.

Referenced by python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForMeanList().

◆ computeSystemMatrixForVariance()

python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForVariance	(	self,
		grid,
		W,
		D
	)

References python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForVarianceList().

Referenced by python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.getSystemMatrixForVariance().

◆ computeSystemMatrixForVarianceList()

python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForVarianceList	(	self,
		gs,
		gpsi,
		basisi,
		gpsj,
		basisj,
		W,
		D
	)

References python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForVarianceProjected().

Referenced by python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForVariance().

◆ computeSystemMatrixForVarianceProjected()

python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForVarianceProjected	(	self,
		gs,
		gpsi,
		basisi,
		gpsj,
		basisj,
		dist,
		trans,
		dims
	)

References python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.bilinearForm, and python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.trilinearForm.

Referenced by python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForVarianceList().

◆ getSystemMatrixForMean()

python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.getSystemMatrixForMean	(	self,
		grid,
		W,
		D
	)

References python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.A_mean, python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.A_var, python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForMean(), and python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.initQuadratureStrategy().

Referenced by python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.mean().

◆ getSystemMatrixForVariance()

python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.getSystemMatrixForVariance	(	self,
		grid,
		W,
		D
	)

References python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.A_var, python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForVariance(), and python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.initQuadratureStrategy().

Referenced by python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.secondMoment().

◆ initQuadratureStrategy()

python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.initQuadratureStrategy	(	self,
		grid
	)

References python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.bilinearForm, python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.linearForm, python.uq.estimators.MarginalAnalyticEstimationStrategy.MarginalAnalyticEstimationStrategy.linearForm, and python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.trilinearForm.

Referenced by python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.getSystemMatrixForMean(), and python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.getSystemMatrixForVariance().

◆ mean()

python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.mean	(	self,
		grid,
		alpha,
		U,
		T
	)

Extraction of the expectation the given sparse grid function
interpolating the product of function value and pdf.

\int\limits_{[0, 1]^d} f_N(x) * pdf(x) dx

References python.uq.estimators.SparseGridEstimationStrategy.SparseGridEstimationStrategy._extractPDFforMomentEstimation(), and python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.getSystemMatrixForMean().

Referenced by python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis.computeMoments(), python.uq.analysis.mc.MCAnalysis.MCAnalysis.computeMoments(), python.uq.dists.LibAGFDist.LibAGFDist.var(), and python.uq.dists.SGDEdist.SGDEdist.var().

◆ secondMoment()

python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.secondMoment	(	self,
		grid,
		alpha,
		U,
		T
	)

Extraction of the second moment of the given sparse grid function
interpolating the product of function value and pdf.

\int\limits_{[0, 1]^d} f(x)^2 * pdf(x) dx

References python.uq.estimators.SparseGridEstimationStrategy.SparseGridEstimationStrategy._extractPDFforMomentEstimation(), and python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.getSystemMatrixForVariance().

Referenced by python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.var().

◆ var()

python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.var	(	self,
		grid,
		alpha,
		U,
		T,
		mean
	)

Extraction of variance of the given sparse grid function
interpolating the product of function value and pdf.

\int\limits_{[0, 1]^d} (f(x) - E(f))^2 * pdf(x) dx

References python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.secondMoment().

Referenced by python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis.computeMoments(), python.uq.analysis.mc.MCAnalysis.MCAnalysis.computeMoments(), python.uq.dists.Dist.Dist.cov(), python.uq.dists.DataDist.DataDist.std(), python.uq.dists.Dist.Dist.std(), and python.uq.dists.J.J.std().