Source code for SALib.sample.fast_sampler

import math

import numpy as np

from . import common_args
from .. util import scale_samples, read_param_file


[docs]def sample(problem, N, M=4, seed=None): """Generate model inputs for the extended Fourier Amplitude Sensitivity Test (eFAST). Returns a NumPy matrix containing the model inputs required by the extended Fourier Amplitude sensitivity test. The resulting matrix contains N * D rows and D columns, where D is the number of parameters. The samples generated are intended to be used by :func:`SALib.analyze.fast.analyze`. Parameters ---------- problem : dict The problem definition N : int The number of samples to generate M : int The interference parameter, i.e., the number of harmonics to sum in the Fourier series decomposition (default 4) References ---------- .. [1] Cukier, R.I., Fortuin, C.M., Shuler, K.E., Petschek, A.G., Schaibly, J.H., 1973. Study of the sensitivity of coupled reaction systems to uncertainties in rate coefficients. I theory. Journal of Chemical Physics 59, 3873–3878. https://doi.org/10.1063/1.1680571 .. [2] Saltelli, A., S. Tarantola, and K. P.-S. Chan (1999). "A Quantitative Model-Independent Method for Global Sensitivity Analysis of Model Output." Technometrics, 41(1):39-56, doi:10.1080/00401706.1999.10485594. """ if seed: np.random.seed(seed) if N <= 4 * M**2: raise ValueError(""" Sample size N > 4M^2 is required. M=4 by default.""") D = problem['num_vars'] omega = np.zeros([D]) omega[0] = math.floor((N - 1) / (2 * M)) m = math.floor(omega[0] / (2 * M)) if m >= (D - 1): omega[1:] = np.floor(np.linspace(1, m, D - 1)) else: omega[1:] = np.arange(D - 1) % m + 1 # Discretization of the frequency space, s s = (2 * math.pi / N) * np.arange(N) # Transformation to get points in the X space X = np.zeros([N * D, D]) omega2 = np.zeros([D]) for i in range(D): omega2[i] = omega[0] idx = list(range(i)) + list(range(i + 1, D)) omega2[idx] = omega[1:] l = range(i * N, (i + 1) * N) # random phase shift on [0, 2pi) following Saltelli et al. # Technometrics 1999 phi = 2 * math.pi * np.random.rand() for j in range(D): g = 0.5 + (1 / math.pi) * np.arcsin(np.sin(omega2[j] * s + phi)) X[l, j] = g X = scale_samples(X, problem) return X
[docs]def cli_parse(parser): """Add method specific options to CLI parser. Parameters ---------- parser : argparse object Returns ---------- Updated argparse object """ parser.add_argument('-M', '--m-coef', type=int, required=False, default=4, help='M coefficient, default 4', dest='M') return parser
[docs]def cli_action(args): """Run sampling method Parameters ---------- args : argparse namespace """ problem = read_param_file(args.paramfile) param_values = sample(problem, N=args.samples, M=args.M, seed=args.seed) np.savetxt(args.output, param_values, delimiter=args.delimiter, fmt='%.' + str(args.precision) + 'e')
if __name__ == "__main__": common_args.run_cli(cli_parse, cli_action)