Source code for gemseo.uncertainty.statistics.tolerance_interval.distribution

# -*- coding: utf-8 -*-
# Copyright 2021 IRT Saint Exupéry, https://www.irt-saintexupery.com
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# modify it under the terms of the GNU Lesser General Public
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# Lesser General Public License for more details.
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# You should have received a copy of the GNU Lesser General Public License
# along with this program; if not, write to the Free Software Foundation,
# Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301, USA.

# Contributors:
#    INITIAL AUTHORS - initial API and implementation and/or initial
#                           documentation
#        :author: Matthias De Lozzo
#    OTHER AUTHORS   - MACROSCOPIC CHANGES
"""Computation of tolerance intervals from a data-fitted probability distribution."""
import logging
from typing import Any, Tuple, Type

import six
from custom_inherit import DocInheritMeta
from numpy import array, inf, ndarray

from gemseo.core.factory import Factory
from gemseo.utils.base_enum import BaseEnum

LOGGER = logging.getLogger(__name__)

ToleranceIntervalSide = BaseEnum("ToleranceIntervalSide", "LOWER UPPER BOTH")


[docs]@six.add_metaclass( DocInheritMeta( abstract_base_class=True, style="google_with_merge", include_special_methods=True, ) ) class ToleranceInterval(object): """Computation of tolerance intervals from a data-fitted probability distribution. A :class:`.ToleranceInterval` (TI) is initialized from the number of samples used to estimate the parameters of the probability distribution and from the estimations of these parameters. A :class:`.ToleranceInterval` can be evaluated from: - a coverage defining the minimum percentage of belonging to the TI, e.g. 0.90, - a level of confidence in [0,1], e.g. 0.95, - a type of interval, either 'lower' for lower-sided TI, 'upper' for upper-sided TI or 'both for both-sided TI. .. note:: Lower-sided tolerance intervals are used to analyse the strength of materials. They are also known as *basis tolerance limits*. In particular, the *B-value* is the lower bound of the lower-sided tolerance interval with 90%-coverage and 95%-confidence while the *A-value* is the lower bound of the lower-sided tolerance interval with 95%-coverage and 95%-confidence. """ def __init__( self, size, # type: int ): # type:(...) -> None # noqa: D205 D212 D415 """ Args: size: The number of samples. """ self.__size = size def _compute_lower_bound( self, coverage, # type: float alpha, # type: float size, # type: int ): # type: (...) -> float """Compute the lower bound of the tolerance interval. Args: coverage: A minimum percentage of belonging to the TI. alpha: ``1-alpha`` is the level of confidence in [0,1]. size: The number of samples. Returns: The lower bound of the tolerance interval. """ raise NotImplementedError def _compute_upper_bound( self, coverage, # type: float alpha, # type: float size, # type: int ): # type: (...) -> float """Compute the upper bound of the tolerance interval. Args: coverage: A minimum percentage of belonging to the TI. alpha: ``1-alpha`` is the level of confidence in [0,1]. size: The number of samples. Returns: The upper bound of the tolerance interval. """ raise NotImplementedError def _compute( self, coverage, # type: float alpha, # type: float size, # type: int side, # type: ToleranceIntervalSide ): # type: (...) -> Tuple[ndarray,ndarray] r"""Compute the bounds of the tolerance interval. Args: coverage: A minimum percentage of belonging to the TI. alpha: ``1-alpha`` is the level of confidence in [0,1]. size: The number of samples. side: The type of the tolerance interval characterized by its *sides* of interest, either a lower-sided tolerance interval :math:`[a, +\infty[`, an upper-sided tolerance interval :math:`]-\infty, b]`, or a two-sided tolerance interval :math:`[c, d]`. Returns: The bounds of the tolerance interval. Raises: ValueError: If the type of tolerance interval is incorrect. """ if side == ToleranceIntervalSide.LOWER: lower = self._compute_lower_bound(coverage, alpha, size) upper = inf elif side == ToleranceIntervalSide.UPPER: lower = -inf upper = self._compute_upper_bound(coverage, alpha, size) elif side == ToleranceIntervalSide.BOTH: coverage = (coverage + 1.0) / 2.0 alpha = alpha / 2.0 lower = self._compute_lower_bound(coverage, alpha, size) upper = self._compute_upper_bound(coverage, alpha, size) else: raise ValueError("The type of tolerance interval is incorrect.") return array([lower]), array([upper])
[docs] def compute( self, coverage, # type: float confidence=0.95, # type: float side=ToleranceIntervalSide.BOTH, # type: ToleranceIntervalSide ): # type: (...) -> Tuple[ndarray,ndarray] r"""Compute a tolerance interval. Args: coverage: A minimum percentage of belonging to the TI. confidence: A level of confidence in [0,1]. side: The type of the tolerance interval characterized by its *sides* of interest, either a lower-sided tolerance interval :math:`[a, +\infty[`, an upper-sided tolerance interval :math:`]-\infty, b]`, or a two-sided tolerance interval :math:`[c, d]`. Returns: The tolerance bounds. """ return self._compute(coverage, 1 - confidence, self.__size, side)
[docs]class ToleranceIntervalFactory(object): """A factory of :class:`.ToleranceInterval`.""" def __init__(self): # type: (...) -> None # noqa: D107 self.__factory = Factory( ToleranceInterval, ("gemseo.uncertainty.statistics.tolerance_interval",) )
[docs] def create( self, class_name, # type: str size, # type: int *args # type: float ): # type: (...) -> ToleranceInterval """Return an instance of :class:`.ToleranceInterval`. Args: size: The number of samples used to estimate the parameters of the probability distribution. *args: The arguments of the probability distribution. Returns: The instance of the class. Raises: TypeError: If the class cannot be instantiated. """ cls = self.get_class(class_name) try: return cls(size, *args) except TypeError: LOGGER.error( "Failed to create class %s with arguments %s", class_name, args ) raise TypeError( "Cannot create {}ToleranceInterval with arguments {}".format( class_name, args ) )
[docs] def get_class( self, name # type: str ): # type: (...) -> Type[Any] """Return a class from its name. Args: name: The name of the class. Returns: The class. """ return self.__factory.get_class("{}ToleranceInterval".format(name))