iam-git / WellMet (public) (License: MIT) (since 2021-08-31) (hash sha1)
WellMet is pure Python framework for spatial structural reliability analysis. Or, more specifically, for "failure probability estimation and detection of failure surfaces by adaptive sequential decomposition of the design domain".

/sball.py (90f4252f7484271e81e64cb432d77e4f710ec893) (6397 bytes) (mode 100644) (type blob)

#!/usr/bin/env python
# coding: utf-8

import numpy as np
import scipy.special as sc
from scipy import stats

#######################################################
# s-balls  -- tools to calc probabilities and radii ###
#######################################################


def get_ps_ball(d,R):
    "returns probability of falling inside d-ball with radius R"
    #return np.sum(np.exp(-(rho**2)/2)*rho**(d-1) )* R/n
    return sc.gammainc(d/2, R**2/2)

def get_pf_ball(d,R):
    "returns probability of falling outside d-ball with radius R"
    return sc.gammaincc(d/2, R**2/2)

def get_Radius_pf(d,pf_ball):
    "returns radius of an d-ball with probability pf outside"
    rsqdiv2 = sc.gammainccinv(d/2, pf_ball)
    return np.sqrt(2*rsqdiv2) #radius

def get_Radius_ps(d,ps_ball):
    "returns radius of an d-ball with probability ps inside"
    rsqdiv2 = sc.gammaincinv(d/2, ps_ball)
    return np.sqrt(2*rsqdiv2) #radius





# implement class compatible to the old ones

# dispatcher
def Sball(nvar):
    if nvar == 2:
        return Sball_2D(nvar)
    else:
        return Sball_nD(nvar)

class Sball_nD:
    def __init__(self, nvar):
        self.nvar = nvar
        self.a = nvar/2
        
    def get_pf(self, r):
        "returns pf, i.e. complementary part of multidimensional Gaussian distribution"
        return sc.gammaincc(self.a, r**2/2)
        
    def get_ps(self, r):
        "returns probability of falling inside d-ball with radius R"
        return sc.gammainc(self.a, r**2/2)
    
    def get_r(self, desired_pf):
        "sball inversion. Returns radius of the s-ball with probability pf outside"
        rsqdiv2 = sc.gammainccinv(self.a, desired_pf)
        return np.sqrt(2*rsqdiv2) #radius
    
    
    def get_r_iteration(self, desired_pf):
        "Same as .get_r(), just keeps compatibility with previous versions"
        return self.get_r(desired_pf), desired_pf
    

    
class Sball_2D(Sball_nD):
    def get_pf(self, r):
        "returns pf, i.e. complementary part of multidimensional Gaussian distribution"
        return np.exp(-r**2/2)
    
    def get_r(self, desired_pf):
        "sball inversion. Returns radius of the s-ball with probability pf outside"
        return np.sqrt(-2*np.log(desired_pf))
    
    
# calculation is as fast as Sball_nD
# but I'm not sure about precision
class Sball_4D(Sball_nD):
    def get_pf(self, r):
        "returns pf, i.e. complementary part of multidimensional Gaussian distribution"
        return (r**2/2+1)*np.exp(-r**2/2)








#1/ univariate funkce pro bounded Gauss
# left-right-bounded univariate Gaussian
class Radial:
    def __init__(self, nvar, r=0, R=np.inf):
        self.sball = Sball(nvar)
        self.set_bounds(r, R)
        
    def set_bounds(self, r=0, R=np.inf):
        #č kbyby se někomu nechtělo naťukat "np.inf"
        self.r = r # left bound
        self.R = R # rigth bound
        
        self.ps = self.sball.get_ps(r)
        self.pf = self.sball.get_pf(R)
        #č obsah pravděpodobnosti v mezikruži
        # well, probability falling to the shell
        self.p_shell = self.sball.get_pf(r) - self.pf
    
    #č jen pro formu. Kdo by to potřeboval?
    def _pdf(self, x): return np.exp(-(x**2)/2)*x**(self.sball.nvar-1)/self.p_shell
    def _cdf(self, x): return (self.sball.get_ps(x) - self.ps)/self.p_shell
    def _sf(self, x): return (self.sball.get_pf(x) - self.pf)/self.p_shell
    
    def pdf(self, x):
        return np.piecewise(x, [x<=self.r, x>=self.R], [0, 0, self._pdf])
        
    def cdf(self, x):
        return np.piecewise(x, [x<=self.r, x>=self.R], [0, 1, self._cdf])
        
    def sf(self, x): # 1 - cdf
        return np.piecewise(x, [x<=self.r, x>=self.R], [1, 0, self._sf])

    def ppf(self, q):
        return get_Radius_ps(self.sball.nvar, q*self.p_shell + self.ps)
        
    def isf(self, q): # inverse of .sf()
        return self.sball.get_r(q*self.p_shell + self.pf)
        
        

def get_random_directions(ns, ndim):
    # rand_dir: prepare ns random directions on a unit d-sphere
    rand_dir = np.random.randn(ns, ndim) #random directions
    
    
    lengths = np.sum(np.square(rand_dir), axis=1)
    lengths = np.sqrt(lengths, out=lengths) #lengths of each radius-vector
    
    # scale all radii-vectors to unit length
    # use [:,None] to get an transposed 2D array
    rand_dir = np.divide(rand_dir, lengths[:,None], out=rand_dir) 
    
    return rand_dir



#č nebyl to úplně ideální napad dědit od Radial
#č cdf, ppf, sf a isf metody nejsou pro Shell aplikovatelné!
#č Ještě jednou, bacha, davejte pozor, co vztahuje k 1D radiálnímu rozdělení,
#č co - k optimálnímu IS rozdělení proporcionálnímu nD Gaussu.
# We apologize for inconvenience
class Shell(Radial):
    """
    Optimal sampling density for Nv-ball (gaussian samples outside Nv-ball)
    with density proportional to Gaussian density
    """
    def rvs(self, size=1): # keyword size is scipy.stats-compatible
        "Generování­ vzorků (kandidátů a integračních bodů)"
        ns = size
        # rand_dir: prepare ns random directions on a unit d-sphere
        rand_dir = get_random_directions(ns, self.sball.nvar) #random directions
        
        # generate sampling probabilites
        p = np.linspace(1, 0, ns, endpoint=False) # probabilities for the radius
        
        # convert probabilitites into random radii
        # (distances from origin that are greater than r and less than R)
        r = self.isf(p) # actually, it is the same as CDF inverse
        
        #finally a random sample from the optimal IS density:
        sample_G = rand_dir*r[:,None]
        
        return sample_G

    #оӵ кулэ ӧвӧл #č multi nebudem použivat
    def _pdf_multi(self, x): return np.prod(stats.norm.pdf(x), axis=1)/self.p_shell
    
    def _pdf_norm(self, rx): 
        # stats.norm.pdf(0) == 0.3989422804014327
        c = 0.3989422804014327**(self.sball.nvar-1)
        return stats.norm.pdf(rx)*c/self.p_shell
    
    #č Vypocet hustot optimalni vzorkovaci veliciny (left-right-bounded)
    def pdf(self, x):
        """density of optimal IS variable h, 
        i.e. Gaussian variable with zero density inside d-ball"""
        rx = np.sum(x**2, axis=1)
        rx = np.sqrt(rx, out=rx) 
        return np.piecewise(rx, [rx<=self.r, rx>=self.R], [0, 0, self._pdf_norm])



Mode Type Size Ref File
100644 blob 19075 e556c1eafdce91cf8d67a5075447eb04a9abe383 IS_stat.py
100644 blob 6 0916b75b752887809bac2330f3de246c42c245cd __init__.py
100644 blob 73368 3d245b8568158ac63c80fa0847631776a140db0f blackbox.py
100644 blob 11243 10c424c2ce5e8cdd0da97a5aba74c54d1ca71e0d candybox.py
100644 blob 34373 72054b0293b0fc0647a26e05a85309d3d62b2a5f convex_hull.py
100644 blob 80674 8bcf8260951e9bdb65654257b572c486efa04e7c dicebox.py
100644 blob 36930 a775d1114bc205bbd1da0a10879297283cca0d4c estimation.py
100644 blob 34394 3f0ab9294a9352a071de18553aa687c2a9e6917a f_models.py
100644 blob 31540 a577087003a885ca7499d1ee9451e703fa9d2d36 g_models.py
100644 blob 42820 1092b3b9f05b11d0c53b3aa63df2460ec355085d gl_plot.py
100644 blob 2718 5d721d117448dbb96c554ea8f0e4651ffe9ac457 gp_plot.py
100644 blob 29393 96162a5d181b8307507ba2f44bafe984aa939163 lukiskon.py
100644 blob 12028 dabcfd7eb6c467ff25efa47eccebfd21697c9473 mart.py
100644 blob 7983 75455aa723db8bab291dcf941b92b9ffdba3aef1 mart3d.py
100644 blob 5356 faac09f784e48599ff9a67e607a8e8a990b05d80 mgraph.py
100644 blob 2004 6ea8dc8f50a656c48f786d5a00bd6398276c9741 misc.py
100644 blob 2439 fe482f41cb07d6d8a079553aa09b13a8a82d512d mplot.py
100644 blob 1450 4849f178b588e252b8c7f6a940d2d82ad35f6914 plot.py
100644 blob 2807 1feb1d43e90e027f35bbd0a6730ab18501cef63a plotly_plot.py
100644 blob 138229 863b3787b57691a29ecb834f163d57b8c65e0e9c qt_plot.py
100644 blob 8206 5981023118262109fca8309d9b313b521a25f88f reader.py
100644 blob 4284 a0e0b4e593204ff6254f23a67652804db07800a6 samplebox.py
100644 blob 6397 90f4252f7484271e81e64cb432d77e4f710ec893 sball.py
100644 blob 5553 bac994ae58f1df80c7f8b3f33955af5402f5a4f3 sball_old.py
100644 blob 2605 0034d2e3f14c056541888235e59127e8f28b131d schemes.py
100644 blob 21623 281aef80556b8d22842b8659f6f0b7dab0ad71af shapeshare.py
100644 blob 48537 10f90c5614e9a04f0cd9f78e75f0db4a6becb3e4 simplex.py
100644 blob 10940 6965eabdb5599bb22773e7fef1178f9b2bb51efe stm_df.py
100644 blob 3433 3063a1b6a132cbb5440ab95f1b6af1f1ff4266ac testcases_2D.py
100644 blob 22048 4a6014ca5255aa96059ff9ed5a7e29df98d26ffc whitebox.py
Hints:
Before first commit, do not forget to setup your git environment:
git config --global user.name "your_name_here"
git config --global user.email "your@email_here"

Clone this repository using HTTP(S):
git clone https://rocketgit.com/user/iam-git/WellMet

Clone this repository using ssh (do not forget to upload a key first):
git clone ssh://rocketgit@ssh.rocketgit.com/user/iam-git/WellMet

Clone this repository using git:
git clone git://git.rocketgit.com/user/iam-git/WellMet

You are allowed to anonymously push to this repository.
This means that your pushed commits will automatically be transformed into a merge request:
... clone the repository ...
... make some changes and some commits ...
git push origin main