python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic Class Reference

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

Public Member Functions
def	__init__ (self, grid, alpha, params, nk=None)
def	doDecomposition (self)
def	eval (self, x)
def	evalComponent (self, perm, x)
def	getMainEffects (self)
def	getSobolIndices (self)
def	getSortedPermutations (self, keys)
def	getTotalEffects (self)
def	getVarianceDecomposition (self)
def	setVerbose (self, verbose)

Detailed Description

The HDMR class

Constructor & Destructor Documentation

__init__()

def 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.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__dim, python.learner.LearnerBuilder.LearnerBuilder.GridDescriptor.__dim, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__estimation, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__expectation_funcs, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__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.__params, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__T, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__U, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__variance_components, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__xlim, python.uq.analysis.Analysis.Analysis._verbose, and python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic._verbose.

Member Function Documentation

doDecomposition()

def 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, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__expectation_functions(), and python.uq.operations.sparse_grid.evalSGFunction().

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

eval()

def 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, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__evalHigherOrderComponent(), and python.uq.operations.general.isNumerical().

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

evalComponent()

def 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()

def 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()

def python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.getSobolIndices

(

self

)

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

References python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__dim, python.learner.LearnerBuilder.LearnerBuilder.GridDescriptor.__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()

def 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.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__dim, python.learner.LearnerBuilder.LearnerBuilder.GridDescriptor.__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.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.anova.hdmrAnalytic.HDMRAnalytic.__U, python.uq.analysis.Analysis.Analysis._verbose, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic._verbose, and python.datasetAnalysis.mean.

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

getTotalEffects()

def 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()

def python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.getVarianceDecomposition

(

self

)

Compute the variance of each ANOVA component

References python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__anova_components, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__ap, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__estimation, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__expectation_funcs, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__variance_components, python.uq.analysis.Analysis.Analysis._verbose, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic._verbose, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.doDecomposition(), python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.getSortedPermutations(), and python.datasetAnalysis.mean.

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

setVerbose()

def 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.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__T, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__U, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic.__V, python.uq.analysis.Analysis.Analysis._verbose, python.uq.analysis.asgc.anova.hdmrAnalytic.HDMRAnalytic._verbose, and python.datasetAnalysis.mean.

---

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

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