python.uq.dists.SGDEdist.SGDEdist Class Reference

Inheritance diagram for python.uq.dists.SGDEdist.SGDEdist:

Public Member Functions
def	__init__ (self, grid, alpha, trainData=None, bounds=None, config=None, learner=None, unitIntegrand=True, isPositive=True)
def	__str__ (self)
def	byFiles (cls, gridfile, alphafile, samplesfile, bounds=None, config=None)
def	byLearnerSGDEConfig (cls, samples, grid=None, bounds=None, unitIntegrand=True, config={})
def	cdf (self, x, shuffle=True)
def	cov (self)
def	crossEntropy (self, samples, dtype=SampleType.ACTIVEPROBABILISTIC)
def	fromJson (cls, jsonObject)
def	getJointTransformation (self)
def	marginalize (self, idim)
def	marginalizeToDimX (self, idim)
def	mean (self)
def	pdf (self, x)
def	ppf (self, x, shuffle=True)
def	rvs (self, n=1, shuffle=False)
def	toJson (self)
def	var (self)

Public Attributes
	alpha
	alpha_vec
	config
	dim
	grid
	learner
	trainData
	unitIntegrand
	unnormalized_alpha
	unnormalized_alpha_vec
	vol

Detailed Description

The Sparse Grid Density Estimation (SGDE) distribution

Constructor & Destructor Documentation

__init__()

def python.uq.dists.SGDEdist.SGDEdist.__init__	(		self,
			grid,
			alpha,
			trainData = None,
			bounds = None,
			config = None,
			learner = None,
			unitIntegrand = True,
			isPositive = True
	)

Member Function Documentation

__str__()

def python.uq.dists.SGDEdist.SGDEdist.__str__

(

self

)

References python.uq.dists.SGDEdist.SGDEdist.crossEntropy(), sgpp::datadriven::DensityEstimator.getDim(), sgpp::base::ImpurityRefinement_refinement_key.getDim(), python.uq.dists.TLognormal.TLognormal.getDim(), sgpp::base::ForwardSelectorRefinement_refinement_key.getDim(), sgpp::base::PredictiveRefinement_refinement_key.getDim(), sgpp::datadriven::ArffFileSampleProvider.getDim(), sgpp::datadriven::CSVFileSampleProvider.getDim(), python.uq.learner.SimulationLearnerSpecification.SimulationLearnerSpecification.getDim(), sgpp::datadriven::FileSampleDecorator.getDim(), python.uq.analysis.asgc.ASGCAnalysisSpecification.ASGCAnalysisSpecification.getDim(), sgpp::datadriven::SampleProvider.getDim(), python.uq.dists.Beta.Beta.getDim(), python.uq.dists.Uniform.Uniform.getDim(), python.uq.dists.Corr.Corr.getDim(), python.uq.dists.EstimatedDist.EstimatedDist.getDim(), python.uq.dists.MultivariateNormal.MultivariateNormal.getDim(), python.uq.dists.Dist.Dist.getDim(), python.uq.dists.Lognormal.Lognormal.getDim(), python.uq.dists.DataDist.DataDist.getDim(), python.uq.dists.TNormal.TNormal.getDim(), python.uq.dists.Normal.Normal.getDim(), sgpp::datadriven::KernelDensityEstimator.getDim(), python.uq.sampler.Sample.Samples.getDim(), python.uq.dists.J.J.getDim(), sgpp::datadriven::LearnerSGDE.getDim(), python.uq.dists.NatafDist.NatafDist.getDim(), sgpp::datadriven::SparseGridDensityEstimator.getDim(), python.uq.sampler.Sample.Sample.getDim(), python.uq.dists.LibAGFDist.LibAGFDist.getDim(), python.uq.manager.ASGCUQManager.ASGCUQManager.getDim(), python.uq.parameters.ParameterSet.ParameterSet.getDim(), python.data.DataContainer.DataContainer.getDim(), python.uq.uq_setting.UQSetting.UQSetting.getDim(), sgpp::base::OperationMultipleEval.grid, sgpp::base::OperationSecondMomentPolyClenshawCurtis.grid, sgpp::base::OperationSecondMomentBsplineBoundary.grid, sgpp::base::OperationSecondMomentPolyBoundary.grid, sgpp::base::OperationFirstMomentPolyClenshawCurtis.grid, sgpp::base::OperationFirstMomentBspline.grid, sgpp::base::OperationFirstMomentBsplineBoundary.grid, sgpp::base::OperationFirstMomentPolyBoundary.grid, sgpp::base::OperationSecondMomentPoly.grid, sgpp::base::OperationFirstMomentModBspline.grid, sgpp::base::OperationSecondMomentModBspline.grid, sgpp::base::OperationFirstMomentModPoly.grid, sgpp::base::OperationFirstMomentPoly.grid, sgpp::base::OperationSecondMomentBspline.grid, sgpp::base::OperationFirstMomentModPolyClenshawCurtis.grid, sgpp::base::OperationSecondMomentModPolyClenshawCurtis.grid, sgpp::base::OperationSecondMomentModPoly.grid, sgpp::base::OperationSecondMomentBsplineClenshawCurtis.grid, sgpp::base::OperationSecondMomentPolyClenshawCurtisBoundary.grid, sgpp::base::OperationSecondMomentModBsplineClenshawCurtis.grid, sgpp::base::OperationFirstMomentPolyClenshawCurtisBoundary.grid, sgpp::base::OperationFirstMomentBsplineClenshawCurtis.grid, sgpp::base::OperationFirstMomentModBsplineClenshawCurtis.grid, sgpp::base::OperationHierarchisationModFundamentalSpline.grid, sgpp::base::OperationHierarchisationFundamentalSpline.grid, sgpp::base::OperationArbitraryBoundaryHierarchisation.grid, python.uq.dists.SGDEdist.SGDEdist.grid, python.learner.Learner.Learner.grid, sgpp::base::DehierarchisationFundamentalSpline.grid, sgpp::base::HierarchisationFundamentalSpline.grid, sgpp::base::HierarchisationModFundamentalSpline.grid, sgpp::base::DehierarchisationModFundamentalSpline.grid, sgpp::base::OperationQuadratureMC.grid, python.controller.CheckpointController.CheckpointController.grid, sgpp::combigrid::LTwoScalarProductHashMapNakBsplineBoundaryCombigrid.grid, sgpp::base::ForwardSelectorRefinementIndicator.grid, sgpp::base::ImpurityRefinementIndicator.grid, and python.tools.Matrix.grid.

byFiles()

def python.uq.dists.SGDEdist.SGDEdist.byFiles	(		cls,
			gridfile,
			alphafile,
			samplesfile,
			bounds = None,
			config = None
	)

References python.tools.readAlphaARFF(), python.tools.readDataTrivial(), and python.tools.readGrid().

byLearnerSGDEConfig()

def python.uq.dists.SGDEdist.SGDEdist.byLearnerSGDEConfig	(		cls,
			samples,
			grid = None,
			bounds = None,
			unitIntegrand = True,
			config = {}
	)

@param cls:
@param samples:
@param learnerSGDEConfig: dict

References python.uq.dists.EstimatedDist.EstimatedDist.computeLinearTransformation().

cdf()

def python.uq.dists.SGDEdist.SGDEdist.cdf	(		self,
			x,
			shuffle = True
	)

References python.uq.dists.EstimatedDist.EstimatedDist._convertEvalPoint(), python.uq.dists.SGDEdist.SGDEdist.alpha_vec, sgpp::op_factory.createOperationRosenblattTransformation(), sgpp::op_factory.createOperationRosenblattTransformation1D(), python.uq.dists.EstimatedDist.EstimatedDist.dim, python.uq.dists.LibAGFDist.LibAGFDist.dim, python.data.DataContainer.DataContainer.dim, sgpp::base::ImpurityRefinement_refinement_key.dim, sgpp::base::ForwardSelectorRefinement_refinement_key.dim, sgpp::base::PredictiveRefinement_refinement_key.dim, python.uq.dists.SGDEdist.SGDEdist.dim, sgpp::base::OperationMultipleEval.grid, sgpp::base::OperationSecondMomentBspline.grid, sgpp::base::OperationSecondMomentPoly.grid, sgpp::base::OperationSecondMomentModPolyClenshawCurtis.grid, sgpp::base::OperationSecondMomentBsplineBoundary.grid, sgpp::base::OperationSecondMomentModBspline.grid, sgpp::base::OperationFirstMomentBspline.grid, sgpp::base::OperationSecondMomentModPoly.grid, sgpp::base::OperationFirstMomentBsplineBoundary.grid, sgpp::base::OperationSecondMomentPolyBoundary.grid, sgpp::base::OperationSecondMomentPolyClenshawCurtis.grid, sgpp::base::OperationFirstMomentModBspline.grid, sgpp::base::OperationFirstMomentModPoly.grid, sgpp::base::OperationFirstMomentPoly.grid, sgpp::base::OperationFirstMomentModPolyClenshawCurtis.grid, sgpp::base::OperationFirstMomentPolyBoundary.grid, sgpp::base::OperationFirstMomentPolyClenshawCurtis.grid, sgpp::base::OperationSecondMomentPolyClenshawCurtisBoundary.grid, sgpp::base::OperationSecondMomentBsplineClenshawCurtis.grid, sgpp::base::OperationSecondMomentModBsplineClenshawCurtis.grid, sgpp::base::OperationFirstMomentBsplineClenshawCurtis.grid, sgpp::base::OperationFirstMomentModBsplineClenshawCurtis.grid, sgpp::base::OperationFirstMomentPolyClenshawCurtisBoundary.grid, sgpp::base::OperationHierarchisationFundamentalSpline.grid, sgpp::base::OperationHierarchisationModFundamentalSpline.grid, sgpp::base::OperationArbitraryBoundaryHierarchisation.grid, python.uq.dists.SGDEdist.SGDEdist.grid, python.learner.Learner.Learner.grid, sgpp::base::HierarchisationModFundamentalSpline.grid, sgpp::base::HierarchisationFundamentalSpline.grid, sgpp::base::DehierarchisationFundamentalSpline.grid, sgpp::base::DehierarchisationModFundamentalSpline.grid, sgpp::base::OperationQuadratureMC.grid, python.controller.CheckpointController.CheckpointController.grid, sgpp::combigrid::LTwoScalarProductHashMapNakBsplineBoundaryCombigrid.grid, sgpp::base::ForwardSelectorRefinementIndicator.grid, sgpp::base::ImpurityRefinementIndicator.grid, python.tools.Matrix.grid, python.uq.dists.EstimatedDist.EstimatedDist.trans, and python.uq.dists.SGDEdist.SGDEdist.unnormalized_alpha_vec.

cov()

def python.uq.dists.SGDEdist.SGDEdist.cov

(

self

)

References sgpp::combigrid::Ishigami.bounds, python.uq.dists.LibAGFDist.LibAGFDist.bounds, python.uq.dists.EstimatedDist.EstimatedDist.bounds, sgpp::combigrid::CombigridSurrogateModelConfiguration.bounds, sgpp::combigrid::FirstMomentNormStrategy.bounds, sgpp::combigrid::SecondMomentNormStrategy.bounds, sgpp::combigrid::Parabola.bounds, sgpp::combigrid::Parabola_uniform.bounds(), sgpp::combigrid::CO2.bounds, sgpp::combigrid::LTwoScalarProductHashMapNakBsplineBoundaryCombigrid.bounds, sgpp::combigrid::AtanBeta.bounds, sgpp::combigrid::Debugfct.bounds, sgpp::combigrid::Genz.bounds(), python.uq.dists.EstimatedDist.EstimatedDist.dim, python.uq.dists.LibAGFDist.LibAGFDist.dim, python.data.DataContainer.DataContainer.dim, sgpp::base::ImpurityRefinement_refinement_key.dim, sgpp::base::ForwardSelectorRefinement_refinement_key.dim, sgpp::base::PredictiveRefinement_refinement_key.dim, python.uq.dists.SGDEdist.SGDEdist.dim, python.uq.dists.SGDEdist.SGDEdist.learner, and python.controller.CheckpointController.CheckpointController.learner.

crossEntropy()

def python.uq.dists.SGDEdist.SGDEdist.crossEntropy	(		self,
			samples,
			dtype = SampleType.ACTIVEPROBABILISTIC
	)

References python.uq.dists.EstimatedDist.EstimatedDist.trans.

Referenced by python.uq.dists.SGDEdist.SGDEdist.__str__().

fromJson()

def python.uq.dists.SGDEdist.SGDEdist.fromJson	(		cls,
			jsonObject
	)

Restores the Beta object from the json object with its
attributes.

Arguments:
jsonObject -- json object

Return the restored UQSetting object

Referenced by python.uq.sampler.asgc.ASGCSampler.ASGCSampler.setMemento(), python.uq.learner.Learner.Learner.setMemento(), and python.uq.uq_setting.UQSetting.UQSetting.setMemento().

getJointTransformation()

def python.uq.dists.SGDEdist.SGDEdist.getJointTransformation

(

self

)

References sgpp::combigrid::Ishigami.bounds, python.uq.dists.LibAGFDist.LibAGFDist.bounds, python.uq.dists.EstimatedDist.EstimatedDist.bounds, sgpp::combigrid::CombigridSurrogateModelConfiguration.bounds, sgpp::combigrid::FirstMomentNormStrategy.bounds, sgpp::combigrid::SecondMomentNormStrategy.bounds, sgpp::combigrid::Parabola.bounds, sgpp::combigrid::Parabola_uniform.bounds(), sgpp::combigrid::CO2.bounds, sgpp::combigrid::LTwoScalarProductHashMapNakBsplineBoundaryCombigrid.bounds, sgpp::combigrid::AtanBeta.bounds, sgpp::combigrid::Debugfct.bounds, sgpp::combigrid::Genz.bounds(), and python.uq.dists.EstimatedDist.EstimatedDist.computeLinearTransformation().

marginalize()

def python.uq.dists.SGDEdist.SGDEdist.marginalize	(		self,
			idim
	)

References sgpp::combigrid::Ishigami.bounds, python.uq.dists.LibAGFDist.LibAGFDist.bounds, python.uq.dists.EstimatedDist.EstimatedDist.bounds, sgpp::combigrid::CombigridSurrogateModelConfiguration.bounds, sgpp::combigrid::FirstMomentNormStrategy.bounds, sgpp::combigrid::SecondMomentNormStrategy.bounds, sgpp::combigrid::Parabola.bounds, sgpp::combigrid::Parabola_uniform.bounds(), sgpp::combigrid::CO2.bounds, sgpp::combigrid::LTwoScalarProductHashMapNakBsplineBoundaryCombigrid.bounds, sgpp::combigrid::AtanBeta.bounds, sgpp::combigrid::Debugfct.bounds, sgpp::combigrid::Genz.bounds(), python.uq.dists.SGDEdist.SGDEdist.config, sgpp::combigrid::ProbabilityDensityFunction1D.config, sgpp::combigrid::OrthogonalPolynomialBasis1D.config, sgpp::combigrid::CombigridSurrogateModel.config, python.uq.dists.SGDEdist.SGDEdist.learner, python.controller.CheckpointController.CheckpointController.learner, python.uq.dists.EstimatedDist.EstimatedDist.trainData, python.uq.dists.LibAGFDist.LibAGFDist.trainData, python.uq.dists.SGDEdist.SGDEdist.trainData, and python.uq.dists.SGDEdist.SGDEdist.unitIntegrand.

marginalizeToDimX()

def python.uq.dists.SGDEdist.SGDEdist.marginalizeToDimX	(		self,
			idim
	)

References sgpp::combigrid::Ishigami.bounds, python.uq.dists.LibAGFDist.LibAGFDist.bounds, python.uq.dists.EstimatedDist.EstimatedDist.bounds, sgpp::combigrid::CombigridSurrogateModelConfiguration.bounds, sgpp::combigrid::FirstMomentNormStrategy.bounds, sgpp::combigrid::SecondMomentNormStrategy.bounds, sgpp::combigrid::Parabola.bounds, sgpp::combigrid::Parabola_uniform.bounds(), sgpp::combigrid::CO2.bounds, sgpp::combigrid::LTwoScalarProductHashMapNakBsplineBoundaryCombigrid.bounds, sgpp::combigrid::AtanBeta.bounds, sgpp::combigrid::Debugfct.bounds, sgpp::combigrid::Genz.bounds(), python.uq.dists.SGDEdist.SGDEdist.config, sgpp::combigrid::ProbabilityDensityFunction1D.config, sgpp::combigrid::OrthogonalPolynomialBasis1D.config, sgpp::combigrid::CombigridSurrogateModel.config, python.uq.dists.SGDEdist.SGDEdist.learner, python.controller.CheckpointController.CheckpointController.learner, python.uq.dists.EstimatedDist.EstimatedDist.trainData, python.uq.dists.LibAGFDist.LibAGFDist.trainData, python.uq.dists.SGDEdist.SGDEdist.trainData, and python.uq.dists.SGDEdist.SGDEdist.unitIntegrand.

mean()

def python.uq.dists.SGDEdist.SGDEdist.mean

(

self

)

References sgpp::op_factory.createOperationFirstMoment(), sgpp::base::OperationMultipleEval.grid, sgpp::base::OperationFirstMomentPoly.grid, sgpp::base::OperationFirstMomentPolyBoundary.grid, sgpp::base::OperationSecondMomentPolyClenshawCurtis.grid, sgpp::base::OperationFirstMomentPolyClenshawCurtis.grid, sgpp::base::OperationFirstMomentBspline.grid, sgpp::base::OperationFirstMomentBsplineBoundary.grid, sgpp::base::OperationSecondMomentBspline.grid, sgpp::base::OperationFirstMomentModBspline.grid, sgpp::base::OperationSecondMomentBsplineBoundary.grid, sgpp::base::OperationSecondMomentPolyBoundary.grid, sgpp::base::OperationSecondMomentPoly.grid, sgpp::base::OperationSecondMomentModPolyClenshawCurtis.grid, sgpp::base::OperationSecondMomentModBspline.grid, sgpp::base::OperationFirstMomentModPoly.grid, sgpp::base::OperationSecondMomentModPoly.grid, sgpp::base::OperationFirstMomentModPolyClenshawCurtis.grid, sgpp::base::OperationSecondMomentPolyClenshawCurtisBoundary.grid, sgpp::base::OperationFirstMomentPolyClenshawCurtisBoundary.grid, sgpp::base::OperationFirstMomentBsplineClenshawCurtis.grid, sgpp::base::OperationFirstMomentModBsplineClenshawCurtis.grid, sgpp::base::OperationSecondMomentBsplineClenshawCurtis.grid, sgpp::base::OperationSecondMomentModBsplineClenshawCurtis.grid, sgpp::base::OperationHierarchisationFundamentalSpline.grid, sgpp::base::OperationHierarchisationModFundamentalSpline.grid, sgpp::base::OperationArbitraryBoundaryHierarchisation.grid, python.uq.dists.SGDEdist.SGDEdist.grid, python.learner.Learner.Learner.grid, sgpp::base::DehierarchisationFundamentalSpline.grid, sgpp::base::HierarchisationFundamentalSpline.grid, sgpp::base::HierarchisationModFundamentalSpline.grid, sgpp::base::DehierarchisationModFundamentalSpline.grid, sgpp::base::OperationQuadratureMC.grid, python.controller.CheckpointController.CheckpointController.grid, sgpp::combigrid::LTwoScalarProductHashMapNakBsplineBoundaryCombigrid.grid, sgpp::base::ForwardSelectorRefinementIndicator.grid, sgpp::base::ImpurityRefinementIndicator.grid, python.tools.Matrix.grid, python.uq.dists.EstimatedDist.EstimatedDist.trans, and python.uq.dists.SGDEdist.SGDEdist.unnormalized_alpha_vec.

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

pdf()

def python.uq.dists.SGDEdist.SGDEdist.pdf	(		self,
			x
	)

References python.uq.dists.EstimatedDist.EstimatedDist._convertEvalPoint(), python.learner.solver.CGSolver.CGSolver.alpha, sgpp::base::SurplusRefinementFunctor.alpha, sgpp::base::SurplusCoarseningFunctor.alpha, sgpp::base::SurplusVolumeRefinementFunctor.alpha, sgpp::base::SurplusVolumeCoarseningFunctor.alpha, python.uq.dists.SGDEdist.SGDEdist.alpha, python.learner.Learner.Learner.alpha, python.uq.operations.sparse_grid.evalSGFunction(), sgpp::base::OperationMultipleEval.grid, sgpp::base::OperationFirstMomentModPoly.grid, sgpp::base::OperationFirstMomentModPolyClenshawCurtis.grid, sgpp::base::OperationSecondMomentPoly.grid, sgpp::base::OperationSecondMomentPolyBoundary.grid, sgpp::base::OperationSecondMomentPolyClenshawCurtis.grid, sgpp::base::OperationFirstMomentPoly.grid, sgpp::base::OperationFirstMomentPolyBoundary.grid, sgpp::base::OperationFirstMomentBspline.grid, sgpp::base::OperationSecondMomentModPolyClenshawCurtis.grid, sgpp::base::OperationFirstMomentPolyClenshawCurtis.grid, sgpp::base::OperationFirstMomentBsplineBoundary.grid, sgpp::base::OperationSecondMomentBspline.grid, sgpp::base::OperationSecondMomentBsplineBoundary.grid, sgpp::base::OperationFirstMomentModBspline.grid, sgpp::base::OperationSecondMomentModBspline.grid, sgpp::base::OperationSecondMomentModPoly.grid, sgpp::base::OperationFirstMomentModBsplineClenshawCurtis.grid, sgpp::base::OperationSecondMomentPolyClenshawCurtisBoundary.grid, sgpp::base::OperationFirstMomentPolyClenshawCurtisBoundary.grid, sgpp::base::OperationSecondMomentModBsplineClenshawCurtis.grid, sgpp::base::OperationFirstMomentBsplineClenshawCurtis.grid, sgpp::base::OperationSecondMomentBsplineClenshawCurtis.grid, sgpp::base::OperationHierarchisationModFundamentalSpline.grid, sgpp::base::OperationHierarchisationFundamentalSpline.grid, sgpp::base::OperationArbitraryBoundaryHierarchisation.grid, python.uq.dists.SGDEdist.SGDEdist.grid, python.learner.Learner.Learner.grid, sgpp::base::HierarchisationModFundamentalSpline.grid, sgpp::base::DehierarchisationFundamentalSpline.grid, sgpp::base::HierarchisationFundamentalSpline.grid, sgpp::base::DehierarchisationModFundamentalSpline.grid, sgpp::base::OperationQuadratureMC.grid, python.controller.CheckpointController.CheckpointController.grid, sgpp::combigrid::LTwoScalarProductHashMapNakBsplineBoundaryCombigrid.grid, sgpp::base::ForwardSelectorRefinementIndicator.grid, sgpp::base::ImpurityRefinementIndicator.grid, python.tools.Matrix.grid, and python.uq.dists.EstimatedDist.EstimatedDist.trans.

ppf()

def python.uq.dists.SGDEdist.SGDEdist.ppf	(		self,
			x,
			shuffle = True
	)

References python.uq.dists.EstimatedDist.EstimatedDist._convertEvalPoint(), sgpp::op_factory.createOperationInverseRosenblattTransformation(), sgpp::op_factory.createOperationInverseRosenblattTransformation1D(), python.uq.dists.EstimatedDist.EstimatedDist.dim, python.uq.dists.LibAGFDist.LibAGFDist.dim, python.data.DataContainer.DataContainer.dim, sgpp::base::ForwardSelectorRefinement_refinement_key.dim, sgpp::base::ImpurityRefinement_refinement_key.dim, sgpp::base::PredictiveRefinement_refinement_key.dim, python.uq.dists.SGDEdist.SGDEdist.dim, sgpp::base::OperationMultipleEval.grid, sgpp::base::OperationSecondMomentBsplineBoundary.grid, sgpp::base::OperationSecondMomentPolyBoundary.grid, sgpp::base::OperationFirstMomentBspline.grid, sgpp::base::OperationSecondMomentModBspline.grid, sgpp::base::OperationFirstMomentBsplineBoundary.grid, sgpp::base::OperationSecondMomentModPoly.grid, sgpp::base::OperationSecondMomentModPolyClenshawCurtis.grid, sgpp::base::OperationSecondMomentPoly.grid, sgpp::base::OperationFirstMomentModBspline.grid, sgpp::base::OperationSecondMomentPolyClenshawCurtis.grid, sgpp::base::OperationFirstMomentModPoly.grid, sgpp::base::OperationFirstMomentModPolyClenshawCurtis.grid, sgpp::base::OperationFirstMomentPolyBoundary.grid, sgpp::base::OperationFirstMomentPoly.grid, sgpp::base::OperationFirstMomentPolyClenshawCurtis.grid, sgpp::base::OperationSecondMomentBspline.grid, sgpp::base::OperationSecondMomentBsplineClenshawCurtis.grid, sgpp::base::OperationSecondMomentModBsplineClenshawCurtis.grid, sgpp::base::OperationFirstMomentBsplineClenshawCurtis.grid, sgpp::base::OperationSecondMomentPolyClenshawCurtisBoundary.grid, sgpp::base::OperationFirstMomentModBsplineClenshawCurtis.grid, sgpp::base::OperationFirstMomentPolyClenshawCurtisBoundary.grid, sgpp::base::OperationHierarchisationModFundamentalSpline.grid, sgpp::base::OperationHierarchisationFundamentalSpline.grid, sgpp::base::OperationArbitraryBoundaryHierarchisation.grid, python.uq.dists.SGDEdist.SGDEdist.grid, python.learner.Learner.Learner.grid, sgpp::base::DehierarchisationFundamentalSpline.grid, sgpp::base::HierarchisationFundamentalSpline.grid, sgpp::base::HierarchisationModFundamentalSpline.grid, sgpp::base::DehierarchisationModFundamentalSpline.grid, sgpp::base::OperationQuadratureMC.grid, python.controller.CheckpointController.CheckpointController.grid, sgpp::combigrid::LTwoScalarProductHashMapNakBsplineBoundaryCombigrid.grid, sgpp::base::ForwardSelectorRefinementIndicator.grid, sgpp::base::ImpurityRefinementIndicator.grid, python.tools.Matrix.grid, python.uq.dists.EstimatedDist.EstimatedDist.trans, and python.uq.dists.SGDEdist.SGDEdist.unnormalized_alpha_vec.

Referenced by python.uq.dists.EstimatedDist.EstimatedDist.rvs(), and python.uq.dists.SGDEdist.SGDEdist.rvs().

rvs()

def python.uq.dists.SGDEdist.SGDEdist.rvs	(		self,
			n = 1,
			shuffle = False
	)

References python.uq.dists.EstimatedDist.EstimatedDist.dim, python.uq.dists.LibAGFDist.LibAGFDist.dim, python.data.DataContainer.DataContainer.dim, sgpp::base::ImpurityRefinement_refinement_key.dim, sgpp::base::ForwardSelectorRefinement_refinement_key.dim, sgpp::base::PredictiveRefinement_refinement_key.dim, python.uq.dists.SGDEdist.SGDEdist.dim, python.uq.dists.Dist.Dist.ppf(), python.uq.dists.Beta.Beta.ppf(), python.uq.dists.Lognormal.Lognormal.ppf(), python.uq.dists.DataDist.DataDist.ppf(), python.uq.dists.J.J.ppf(), python.uq.dists.KDEDist.KDEDist.ppf(), python.uq.dists.Normal.Normal.ppf(), python.uq.dists.NatafDist.NatafDist.ppf(), python.uq.dists.LibAGFDist.LibAGFDist.ppf(), python.uq.dists.SGDEdist.SGDEdist.ppf(), and python.uq.dists.EstimatedDist.EstimatedDist.trans.

toJson()

def python.uq.dists.SGDEdist.SGDEdist.toJson

(

self

)

Returns a string that represents the object

Arguments:

Return A string that represents the object

References python.learner.solver.CGSolver.CGSolver.alpha, sgpp::base::SurplusRefinementFunctor.alpha, sgpp::base::SurplusCoarseningFunctor.alpha, sgpp::base::SurplusVolumeRefinementFunctor.alpha, sgpp::base::SurplusVolumeCoarseningFunctor.alpha, python.uq.dists.SGDEdist.SGDEdist.alpha, python.learner.Learner.Learner.alpha, sgpp::combigrid::Ishigami.bounds, python.uq.dists.LibAGFDist.LibAGFDist.bounds, python.uq.dists.EstimatedDist.EstimatedDist.bounds, sgpp::combigrid::CombigridSurrogateModelConfiguration.bounds, sgpp::combigrid::SecondMomentNormStrategy.bounds, sgpp::combigrid::FirstMomentNormStrategy.bounds, sgpp::combigrid::Parabola.bounds, sgpp::combigrid::Parabola_uniform.bounds(), sgpp::combigrid::CO2.bounds, sgpp::combigrid::LTwoScalarProductHashMapNakBsplineBoundaryCombigrid.bounds, sgpp::combigrid::AtanBeta.bounds, sgpp::combigrid::Debugfct.bounds, sgpp::combigrid::Genz.bounds(), python.uq.dists.SGDEdist.SGDEdist.config, sgpp::combigrid::ProbabilityDensityFunction1D.config, sgpp::combigrid::OrthogonalPolynomialBasis1D.config, sgpp::combigrid::CombigridSurrogateModel.config, sgpp::base::OperationMultipleEval.grid, sgpp::base::OperationFirstMomentPoly.grid, sgpp::base::OperationFirstMomentBspline.grid, sgpp::base::OperationFirstMomentPolyClenshawCurtis.grid, sgpp::base::OperationFirstMomentPolyBoundary.grid, sgpp::base::OperationSecondMomentModPoly.grid, sgpp::base::OperationFirstMomentBsplineBoundary.grid, sgpp::base::OperationFirstMomentModBspline.grid, sgpp::base::OperationSecondMomentPolyClenshawCurtis.grid, sgpp::base::OperationSecondMomentBspline.grid, sgpp::base::OperationSecondMomentBsplineBoundary.grid, sgpp::base::OperationFirstMomentModPoly.grid, sgpp::base::OperationSecondMomentPolyBoundary.grid, sgpp::base::OperationSecondMomentModBspline.grid, sgpp::base::OperationFirstMomentModPolyClenshawCurtis.grid, sgpp::base::OperationSecondMomentPoly.grid, sgpp::base::OperationSecondMomentModPolyClenshawCurtis.grid, sgpp::base::OperationSecondMomentBsplineClenshawCurtis.grid, sgpp::base::OperationFirstMomentPolyClenshawCurtisBoundary.grid, sgpp::base::OperationFirstMomentBsplineClenshawCurtis.grid, sgpp::base::OperationSecondMomentPolyClenshawCurtisBoundary.grid, sgpp::base::OperationFirstMomentModBsplineClenshawCurtis.grid, sgpp::base::OperationSecondMomentModBsplineClenshawCurtis.grid, sgpp::base::OperationHierarchisationModFundamentalSpline.grid, sgpp::base::OperationHierarchisationFundamentalSpline.grid, sgpp::base::OperationArbitraryBoundaryHierarchisation.grid, python.uq.dists.SGDEdist.SGDEdist.grid, python.learner.Learner.Learner.grid, sgpp::base::HierarchisationFundamentalSpline.grid, sgpp::base::DehierarchisationFundamentalSpline.grid, sgpp::base::HierarchisationModFundamentalSpline.grid, sgpp::base::DehierarchisationModFundamentalSpline.grid, sgpp::base::OperationQuadratureMC.grid, python.controller.CheckpointController.CheckpointController.grid, sgpp::combigrid::LTwoScalarProductHashMapNakBsplineBoundaryCombigrid.grid, sgpp::base::ImpurityRefinementIndicator.grid, sgpp::base::ForwardSelectorRefinementIndicator.grid, python.tools.Matrix.grid, python.uq.dists.EstimatedDist.EstimatedDist.trainData, python.uq.dists.LibAGFDist.LibAGFDist.trainData, python.uq.dists.SGDEdist.SGDEdist.trainData, and python.uq.dists.SGDEdist.SGDEdist.unitIntegrand.

Referenced by python.uq.sampler.asgc.ASGCSampler.ASGCSampler.__str__(), python.uq.uq_setting.UQSetting.UQSetting.__str__(), python.uq.sampler.asgc.ASGCSampler.ASGCSampler.createMemento(), and python.uq.uq_setting.UQSetting.UQSetting.createMemento().

var()

def python.uq.dists.SGDEdist.SGDEdist.var

(

self

)

References sgpp::op_factory.createOperationSecondMoment(), sgpp::base::OperationMultipleEval.grid, sgpp::base::OperationFirstMomentPoly.grid, sgpp::base::OperationFirstMomentPolyBoundary.grid, sgpp::base::OperationSecondMomentPolyClenshawCurtis.grid, sgpp::base::OperationFirstMomentPolyClenshawCurtis.grid, sgpp::base::OperationFirstMomentBspline.grid, sgpp::base::OperationFirstMomentBsplineBoundary.grid, sgpp::base::OperationSecondMomentBspline.grid, sgpp::base::OperationFirstMomentModBspline.grid, sgpp::base::OperationSecondMomentBsplineBoundary.grid, sgpp::base::OperationSecondMomentModBspline.grid, sgpp::base::OperationFirstMomentModPoly.grid, sgpp::base::OperationSecondMomentModPoly.grid, sgpp::base::OperationSecondMomentModPolyClenshawCurtis.grid, sgpp::base::OperationFirstMomentModPolyClenshawCurtis.grid, sgpp::base::OperationSecondMomentPoly.grid, sgpp::base::OperationSecondMomentPolyBoundary.grid, sgpp::base::OperationSecondMomentPolyClenshawCurtisBoundary.grid, sgpp::base::OperationFirstMomentPolyClenshawCurtisBoundary.grid, sgpp::base::OperationFirstMomentBsplineClenshawCurtis.grid, sgpp::base::OperationFirstMomentModBsplineClenshawCurtis.grid, sgpp::base::OperationSecondMomentBsplineClenshawCurtis.grid, sgpp::base::OperationSecondMomentModBsplineClenshawCurtis.grid, sgpp::base::OperationHierarchisationFundamentalSpline.grid, sgpp::base::OperationHierarchisationModFundamentalSpline.grid, sgpp::base::OperationArbitraryBoundaryHierarchisation.grid, python.uq.dists.SGDEdist.SGDEdist.grid, python.learner.Learner.Learner.grid, sgpp::base::DehierarchisationFundamentalSpline.grid, sgpp::base::HierarchisationFundamentalSpline.grid, sgpp::base::HierarchisationModFundamentalSpline.grid, sgpp::base::DehierarchisationModFundamentalSpline.grid, sgpp::base::OperationQuadratureMC.grid, python.controller.CheckpointController.CheckpointController.grid, sgpp::combigrid::LTwoScalarProductHashMapNakBsplineBoundaryCombigrid.grid, sgpp::base::ForwardSelectorRefinementIndicator.grid, sgpp::base::ImpurityRefinementIndicator.grid, python.tools.Matrix.grid, sgpp::combigrid::Ishigami.mean, sgpp::combigrid::BsplineStochasticCollocation.mean(), sgpp::combigrid::PolynomialChaosExpansion.mean(), sgpp::combigrid::PolynomialStochasticCollocation.mean(), python.uq.dists.Beta.Beta.mean(), sgpp::combigrid::Parabola.mean, python.uq.dists.Dist.Dist.mean(), python.uq.dists.Lognormal.Lognormal.mean(), sgpp::combigrid::Parabola_uniform.mean(), python.uq.analysis.Analysis.Analysis.mean(), sgpp::combigrid::ProbabilityDensityFunction1D.mean(), sgpp::combigrid::OrthogonalPolynomialBasis1D.mean(), python.uq.dists.DataDist.DataDist.mean(), python.uq.dists.J.J.mean(), sgpp::combigrid::CombigridSurrogateModel.mean(), python.uq.dists.Normal.Normal.mean(), sgpp::combigrid::CO2.mean, python.uq.dists.KDEDist.KDEDist.mean(), sgpp::combigrid::AtanUniform.mean, sgpp::combigrid::AtanBeta.mean, sgpp::combigrid::Debugfct.mean, python.uq.dists.LibAGFDist.LibAGFDist.mean(), python.uq.dists.SGDEdist.SGDEdist.mean(), python.uq.dists.EstimatedDist.EstimatedDist.trans, and python.uq.dists.SGDEdist.SGDEdist.unnormalized_alpha_vec.

Referenced by python.uq.analysis.mc.MCAnalysis.MCAnalysis.computeMoments(), and python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis.computeMoments().

Member Data Documentation

alpha

python.uq.dists.SGDEdist.SGDEdist.alpha

Referenced by python.uq.learner.Regressor.Regressor.learnData(), python.uq.learner.Interpolant.Interpolant.learnDataWithTest(), python.uq.dists.SGDEdist.SGDEdist.pdf(), python.learner.Classifier.Classifier.refineGrid(), and python.uq.dists.SGDEdist.SGDEdist.toJson().

alpha_vec

python.uq.dists.SGDEdist.SGDEdist.alpha_vec

Referenced by python.uq.dists.SGDEdist.SGDEdist.cdf().

config

python.uq.dists.SGDEdist.SGDEdist.config

Referenced by python.uq.dists.SGDEdist.SGDEdist.marginalize(), python.uq.dists.SGDEdist.SGDEdist.marginalizeToDimX(), and python.uq.dists.SGDEdist.SGDEdist.toJson().

dim

python.uq.dists.SGDEdist.SGDEdist.dim

Referenced by python.uq.dists.SGDEdist.SGDEdist.cdf(), python.uq.dists.KDEDist.KDEDist.cov(), python.uq.dists.SGDEdist.SGDEdist.cov(), python.uq.dists.NatafDist.NatafDist.getDim(), python.uq.dists.SGDEdist.SGDEdist.ppf(), python.uq.dists.KDEDist.KDEDist.rvs(), python.uq.dists.NatafDist.NatafDist.rvs(), python.uq.dists.SGDEdist.SGDEdist.rvs(), python.uq.operations.natafTransformation.NatafTransformation.trans_X_to_Z(), and python.uq.operations.natafTransformation.NatafTransformation.trans_Z_to_X().

grid

python.uq.dists.SGDEdist.SGDEdist.grid

Referenced by python.uq.dists.SGDEdist.SGDEdist.__str__(), python.uq.dists.SGDEdist.SGDEdist.cdf(), python.uq.learner.Interpolant.Interpolant.doLearningIteration(), python.learner.Classifier.Classifier.evalError(), python.uq.learner.Interpolant.Interpolant.evalError(), python.uq.learner.SimulationLearner.SimulationLearner.getCollocationNodes(), python.uq.learner.SimulationLearner.SimulationLearner.getGrid(), python.uq.learner.SimulationLearner.SimulationLearner.getLearner(), python.uq.learner.Regressor.Regressor.learnData(), python.uq.learner.Regressor.Regressor.learnDataWithFolding(), python.uq.learner.Regressor.Regressor.learnDataWithTest(), python.uq.operations.forcePositivity.operationMakePositive.OperationMakePositive.makePositive(), python.uq.operations.forcePositivity.operationMakePositiveFast.OperationMakePositiveFast.makePositive(), python.uq.dists.SGDEdist.SGDEdist.mean(), python.uq.dists.SGDEdist.SGDEdist.pdf(), python.uq.dists.SGDEdist.SGDEdist.ppf(), python.learner.Classifier.Classifier.refineGrid(), python.learner.Regressor.Regressor.refineGrid(), python.uq.learner.Regressor.Regressor.refineGrid(), python.uq.learner.SimulationLearner.SimulationLearner.refineGrid(), python.uq.learner.Learner.Learner.setGrid(), python.uq.operations.forcePositivity.localFullGridSearch.LocalFullGrid.split(), python.uq.dists.SGDEdist.SGDEdist.toJson(), python.learner.Classifier.Classifier.updateResults(), python.learner.Regressor.Regressor.updateResults(), python.uq.learner.Regressor.Regressor.updateResults(), and python.uq.dists.SGDEdist.SGDEdist.var().

learner

python.uq.dists.SGDEdist.SGDEdist.learner

Referenced by python.uq.dists.SGDEdist.SGDEdist.cov(), python.uq.manager.ASGCUQManager.ASGCUQManager.learnDataWithoutTest(), python.uq.manager.ASGCUQManager.ASGCUQManager.learnDataWithTest(), python.uq.dists.SGDEdist.SGDEdist.marginalize(), python.uq.dists.SGDEdist.SGDEdist.marginalizeToDimX(), and python.uq.manager.ASGCUQManager.ASGCUQManager.recomputeStats().

trainData

python.uq.dists.SGDEdist.SGDEdist.trainData

Referenced by python.uq.dists.KDEDist.KDEDist.__init__(), python.uq.dists.KDEDist.KDEDist.marginalize(), python.uq.dists.SGDEdist.SGDEdist.marginalize(), python.uq.dists.KDEDist.KDEDist.marginalizeToDimX(), python.uq.dists.SGDEdist.SGDEdist.marginalizeToDimX(), python.uq.dists.KDEDist.KDEDist.toJson(), and python.uq.dists.SGDEdist.SGDEdist.toJson().

unitIntegrand

python.uq.dists.SGDEdist.SGDEdist.unitIntegrand

Referenced by python.uq.dists.SGDEdist.SGDEdist.marginalize(), python.uq.dists.SGDEdist.SGDEdist.marginalizeToDimX(), and python.uq.dists.SGDEdist.SGDEdist.toJson().

unnormalized_alpha

python.uq.dists.SGDEdist.SGDEdist.unnormalized_alpha

unnormalized_alpha_vec

python.uq.dists.SGDEdist.SGDEdist.unnormalized_alpha_vec

Referenced by python.uq.dists.SGDEdist.SGDEdist.cdf(), python.uq.dists.SGDEdist.SGDEdist.mean(), python.uq.dists.SGDEdist.SGDEdist.ppf(), and python.uq.dists.SGDEdist.SGDEdist.var().

vol

python.uq.dists.SGDEdist.SGDEdist.vol

---

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

• datadriven/python/uq/dists/SGDEdist.py