Re: [Pyrely-general] Pyrely-general post from francois.deheeger@gmail.com requires approval
Status: Planning
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From: Vincent D. <vin...@gm...> - 2011-02-03 23:02:15
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Ah ah ah... I do have a few plans but it is not clear yet... - First, I am not sure that basing the probabilistic modelling on OpenTURNS is the best thing to do... I am almost done with my overloaded class, but I find the conversion between Numerical* OpenTURNS objects and the more pythonic arrays, lists and tuples rather complicated and heavy to implement (you need to loop over Numerical* items)... I am wondering if we wouldn't have better to stick to a home made implementation of some basic distributions starting from the ones implemented in FERUM. Regarding the multivariate distributions, I think that elliptical copulas (Gaussian and student) parameterized with rank correlations are good enough in a first implementation !... - Then I started to think about an efficient way to parse the variates for the evaluation of the performance function(s) and I am not inspired... Maybe we could gather the realizations in a dictionary whose keys would be the RVs' names and then use the trick you discovered François: locals().update(dictionary_with_rvs). But first we have to make the base univariate distribution class and overload its methods with 4 or 5 distributions... And produce examples and unittests! Then we should implement a simple Monte-Carlo propagator for distribution analysis in order to test the gfun parser. I know it's hard to start, but we need to think twice before setting up the basic objects... Maybe we could also start by writing the typical inputfile we'd like to set up, in order to get an insight on: - How do I create/use my marginal distributions? - How do I get a joint distribution from a collection of univariate distributions and a set of copulae? - How do I define my performance model - How do I instanciate/run my uncertainty propagation methods? Cheers! Vincent From: "François Deheeger" <fra...@gm...> > To: pyr...@li... > Date: Thu, 3 Feb 2011 21:31:30 +0100 > Subject: toc toc toc... > Hi developers... > is there any plans on your project ? > > :o) > > -- > > François Deheeger > > |