/usr/include/openturns/SimulationSensitivityAnalysis.hxx is in libopenturns-dev 1.5-7build2.
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/**
* @file SimulationSensitivityAnalysis.hxx
* @brief Implementation of SimulationResult
*
* Copyright 2005-2015 Airbus-EDF-IMACS-Phimeca
*
* This library is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
* @author schueller
* @date 2008-05-23 13:46:12 +0200 (Fri, 23 May 2008)
*/
#ifndef OPENTURNS_SIMULATIONSENSITIVITYANALYSIS_HXX
#define OPENTURNS_SIMULATIONSENSITIVITYANALYSIS_HXX
#include <cmath>
#include "PersistentObject.hxx"
#include "NumericalSample.hxx"
#include "NumericalPointWithDescription.hxx"
#include "ComparisonOperator.hxx"
#include "NumericalMathFunction.hxx"
#include "Graph.hxx"
#include "Event.hxx"
#include "SpecFunc.hxx"
#include "SimulationResult.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class SimulationSensitivityAnalysis
* Implementation of Simulation sensitivity analysis, it means computation of standardized importance factors
*/
class OT_API SimulationSensitivityAnalysis
: public PersistentObject
{
CLASSNAME;
public:
typedef NumericalMathFunction IsoProbabilisticTransformation;
/** Default constructor */
SimulationSensitivityAnalysis();
/** Standard constructor */
SimulationSensitivityAnalysis(const NumericalSample & inputSample,
const NumericalSample & outputSample,
const IsoProbabilisticTransformation & transformation,
const ComparisonOperator & comparisonOperator,
const NumericalScalar threshold);
/** Standard constructor */
explicit SimulationSensitivityAnalysis(const Event & event);
/** Standard constructor */
explicit SimulationSensitivityAnalysis(const SimulationResult & result);
/** Virtual constructor */
virtual SimulationSensitivityAnalysis * clone() const;
/** Mean point in event domain computation */
NumericalPoint computeMeanPointInEventDomain() const;
NumericalPoint computeMeanPointInEventDomain(const NumericalScalar threshold) const;
/** Importance factors computation */
NumericalPointWithDescription computeImportanceFactors() const;
NumericalPointWithDescription computeImportanceFactors(const NumericalScalar threshold) const;
public:
/** Importance factors drawing */
Graph drawImportanceFactors() const;
Graph drawImportanceFactorsRange(const Bool probabilityScale = true,
const NumericalScalar lower = -SpecFunc::MaxNumericalScalar,
const NumericalScalar upper = SpecFunc::MaxNumericalScalar) const;
/** Input sample accessors */
NumericalSample getInputSample() const;
/** Output sample accessors */
NumericalSample getOutputSample() const;
/** Threshold accessors */
NumericalScalar getThreshold() const;
void setThreshold(const NumericalScalar threshold);
/** Iso-probabilistic transformation accessor */
IsoProbabilisticTransformation getTransformation() const;
/** Comparison operator accessors */
ComparisonOperator getComparisonOperator() const;
void setComparisonOperator(const ComparisonOperator & comparisonOperator);
/** String converter */
virtual String __repr__() const;
/** Method save() stores the object through the StorageManager */
virtual void save(Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
virtual void load(Advocate & adv);
protected:
/* Input sample of the model */
NumericalSample inputSample_;
/* Associated output sample */
NumericalSample outputSample_;
/* Iso probabilistic transformation associated with the input sample distribution */
IsoProbabilisticTransformation transformation_;
/* Comparison operator defining the event we are interested in */
ComparisonOperator comparisonOperator_;
/* Main threshold of interest */
NumericalScalar threshold_;
}; // class SimulationSensitivityAnalysis
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_SIMULATIONSENSITIVITYANALYSIS_HXX */
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