Source code for SALib.sample.ff

"""The sampling implementation of fractional factorial method

This implementation is based on the formulation put forward in
[`Saltelli et al. 2008 <http://doi.org/10.1002/9780470725184>`_]
"""

from scipy.linalg import hadamard
import numpy as np
from . import common_args
from ..util import scale_samples, read_param_file


def find_smallest(num_vars):
    """Find the smallest exponent of two that is greater than the number
    of variables.

    Parameters
    ----------
    num_vars : int
        Number of variables

    Returns
    -------
    x : int
        Smallest exponent of two greater than `num_vars`
    """
    for x in range(10):
        if num_vars <= 2**x:
            return x


def extend_bounds(problem):
    """Extends the problem bounds to the nearest power of two.

    Parameters
    ----------
    problem : dict
        The problem definition
    """

    num_vars = problem["num_vars"]
    num_ff_vars = 2 ** find_smallest(num_vars)
    num_dummy_variables = num_ff_vars - num_vars

    bounds = list(problem["bounds"])
    names = problem["names"]
    if num_dummy_variables > 0:
        bounds.extend([[0, 1] for x in range(num_dummy_variables)])
        names.extend(["dummy_" + str(var) for var in range(num_dummy_variables)])
        problem["bounds"] = bounds
        problem["names"] = names
        problem["num_vars"] = num_ff_vars

    return problem


def generate_contrast(problem):
    """Generates the raw sample from the problem file.

    Parameters
    ----------
    problem : dict
        The problem definition
    """

    num_vars = problem["num_vars"]

    # Find the smallest n, such that num_vars < k
    k_chosen = 2 ** find_smallest(num_vars)

    # Generate the fractional factorial contrast
    contrast = np.vstack([hadamard(k_chosen), -hadamard(k_chosen)])

    return contrast


def sample(problem, seed=None):
    """Generates model inputs using a fractional factorial sample.

    Returns a NumPy matrix containing the model inputs required for a
    fractional factorial analysis.
    The resulting matrix has D columns, where D is smallest power of 2 that is
    greater than the number of parameters.
    These model inputs are intended to be used with
    :func:`SALib.analyze.ff.analyze`.

    The problem file is padded with a number of dummy variables called
    ``dummy_0`` required for this procedure. These dummy variables can be used
    as a check for errors in the analyze procedure.

    This algorithm is an implementation of that contained in Saltelli et al
    [`Saltelli et al. 2008 <http://doi.org/10.1002/9780470725184>`_]

    Parameters
    ----------
    problem : dict
        The problem definition
    seed : int
        Seed to generate a random number

    Returns
    -------
    sample : :class:`numpy.array`

    References
    ----------
    1. Saltelli, A., Ratto, M., Andres, T., Campolongo, F.,
       Cariboni, J., Gatelli, D., Saisana, M., Tarantola, S., 2008.
       Global Sensitivity Analysis: The Primer.
       Wiley, West Sussex, U.K.
       http://doi.org/10.1002/9780470725184
    """
    if seed:
        np.random.seed(seed)
    contrast = generate_contrast(problem)
    sample = np.array((contrast + 1.0) / 2, dtype=float)
    problem = extend_bounds(problem)

    sample = scale_samples(sample, problem)
    return sample


# No additional CLI options
cli_parse = None


def cli_action(args):
    """Run sampling method

    Parameters
    ----------
    args : argparse namespace
    """
    problem = read_param_file(args.paramfile)
    param_values = sample(problem, 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)