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NonDInterval Class Reference

Base class for interval-based methods within DAKOTA/UQ. More...

Inheritance diagram for NonDInterval:
NonD Analyzer Iterator NonDGlobalInterval NonDLHSInterval NonDLocalInterval NonDGlobalEvidence NonDGlobalSingleInterval NonDLHSEvidence NonDLHSSingleInterval NonDLocalEvidence NonDLocalSingleInterval

Public Member Functions

 NonDInterval (ProblemDescDB &problem_db, Model &model)
 constructor
 
 ~NonDInterval ()
 destructor
 
void print_results (std::ostream &s)
 print the cumulative distribution functions for belief and plausibility
 
bool resize ()
 reinitializes iterator based on new variable size
 
- Public Member Functions inherited from NonD
void initialize_random_variables (short u_space_type)
 initialize natafTransform based on distribution data from iteratedModel More...
 
void initialize_random_variables (const Pecos::ProbabilityTransformation &transform, bool deep_copy=false)
 alternate form: initialize natafTransform based on incoming data More...
 
void initialize_random_variable_transformation ()
 instantiate natafTransform
 
void initialize_random_variable_types ()
 initializes ranVarTypesX within natafTransform (u-space not needed) More...
 
void initialize_random_variable_types (short u_space_type)
 initializes ranVarTypesX and ranVarTypesU within natafTransform More...
 
void initialize_random_variable_parameters ()
 initializes ranVarMeansX, ranVarStdDevsX, ranVarLowerBndsX, ranVarUpperBndsX, and ranVarAddtlParamsX within natafTransform More...
 
void initialize_random_variable_correlations ()
 propagate iteratedModel correlations to natafTransform
 
void verify_correlation_support (short u_space_type)
 verify that correlation warping is supported by Nataf for given variable types
 
void transform_correlations ()
 perform correlation warping for variable types supported by Nataf
 
void requested_levels (const RealVectorArray &req_resp_levels, const RealVectorArray &req_prob_levels, const RealVectorArray &req_rel_levels, const RealVectorArray &req_gen_rel_levels, short resp_lev_tgt, short resp_lev_tgt_reduce, bool cdf_flag, bool pdf_output)
 set requestedRespLevels, requestedProbLevels, requestedRelLevels, requestedGenRelLevels, respLevelTarget, cdfFlag, and pdfOutput (used in combination with alternate ctors)
 
void distribution_parameter_derivatives (bool dist_param_derivs)
 set distParamDerivs
 
void print_level_mappings (std::ostream &s) const
 prints the z/p/beta/beta* mappings reflected in {requested,computed}{Resp,Prob,Rel,GenRel}Levels for default qoi_type and qoi_labels
 
void print_level_mappings (std::ostream &s, String qoi_type, const StringArray &qoi_labels) const
 prints the z/p/beta/beta* mappings reflected in {requested,computed}{Resp,Prob,Rel,GenRel}Levels More...
 
bool pdf_output () const
 get pdfOutput
 
void pdf_output (bool output)
 set pdfOutput
 
Pecos::ProbabilityTransformation & variable_transformation ()
 return natafTransform
 
- Public Member Functions inherited from Analyzer
const VariablesArray & all_variables ()
 return the complete set of evaluated variables
 
const RealMatrix & all_samples ()
 return the complete set of evaluated samples
 
const IntResponseMap & all_responses () const
 return the complete set of computed responses
 
int num_samples () const
 
virtual void vary_pattern (bool pattern_flag)
 sets varyPattern in derived classes that support it
 
- Public Member Functions inherited from Iterator
 Iterator ()
 default constructor More...
 
 Iterator (ProblemDescDB &problem_db)
 standard envelope constructor, which constructs its own model(s) More...
 
 Iterator (ProblemDescDB &problem_db, Model &model)
 alternate envelope constructor which uses the ProblemDescDB but accepts a model from a higher level (meta-iterator) context, instead of constructing its own More...
 
 Iterator (const String &method_string, Model &model)
 alternate envelope constructor for instantiations by name without the ProblemDescDB More...
 
 Iterator (const Iterator &iterator)
 copy constructor More...
 
virtual ~Iterator ()
 destructor More...
 
Iterator operator= (const Iterator &iterator)
 assignment operator More...
 
virtual void derived_free_communicators (ParLevLIter pl_iter)
 derived class contributions to freeing the communicators associated with this Iterator instance
 
virtual void core_run ()
 core portion of run; implemented by all derived classes and may include pre/post steps in lieu of separate pre/post More...
 
virtual void post_input ()
 read tabular data for post-run mode
 
virtual void reset ()
 restore initial state for repeated sub-iterator executions
 
virtual void initialize_iterator (int job_index)
 used by IteratorScheduler to set the starting data for a run
 
virtual void pack_parameters_buffer (MPIPackBuffer &send_buffer, int job_index)
 used by IteratorScheduler to pack starting data for an iterator run
 
virtual void unpack_parameters_buffer (MPIUnpackBuffer &recv_buffer)
 used by IteratorScheduler to unpack starting data for an iterator run
 
virtual void unpack_parameters_initialize (MPIUnpackBuffer &recv_buffer)
 used by IteratorScheduler to unpack starting data and initialize an iterator run
 
virtual void pack_results_buffer (MPIPackBuffer &send_buffer, int job_index)
 used by IteratorScheduler to pack results data from an iterator run
 
virtual void unpack_results_buffer (MPIUnpackBuffer &recv_buffer, int job_index)
 used by IteratorScheduler to unpack results data from an iterator run
 
virtual void update_local_results (int job_index)
 used by IteratorScheduler to update local results arrays
 
virtual bool accepts_multiple_points () const
 indicates if this iterator accepts multiple initial points. Default return is false. Override to return true if appropriate.
 
virtual void initial_points (const VariablesArray &pts)
 sets the multiple initial points for this iterator. This should only be used if accepts_multiple_points() returns true.
 
virtual void initialize_graphics (int iterator_server_id=1)
 initialize the 2D graphics window and the tabular graphics data More...
 
virtual unsigned short uses_method () const
 return name of any enabling iterator used by this iterator More...
 
virtual void method_recourse ()
 perform a method switch, if possible, due to a detected conflict
 
virtual void sampling_reset (int min_samples, bool all_data_flag, bool stats_flag)
 reset sampling iterator to use at least min_samples
 
virtual void sampling_reference (int samples_ref)
 set reference number of samples, which is a lower bound during reset
 
virtual void sampling_increment ()
 increment to next in sequence of refinement samples
 
virtual unsigned short sampling_scheme () const
 return sampling name
 
virtual IntIntPair estimate_partition_bounds ()
 estimate the minimum and maximum partition sizes that can be utilized by this Iterator
 
void init_communicators (ParLevLIter pl_iter)
 initialize the communicators associated with this Iterator instance
 
void set_communicators (ParLevLIter pl_iter)
 set the communicators associated with this Iterator instance
 
void free_communicators (ParLevLIter pl_iter)
 free the communicators associated with this Iterator instance
 
void resize_communicators (ParLevLIter pl_iter, bool reinit_comms)
 Resize the communicators. This is called from the letter's resize()
 
void parallel_configuration_iterator (ParConfigLIter pc_iter)
 set methodPCIter
 
ParConfigLIter parallel_configuration_iterator () const
 return methodPCIter
 
void run (ParLevLIter pl_iter)
 invoke set_communicators(pl_iter) prior to run()
 
void run ()
 orchestrate initialize/pre/core/post/finalize phases More...
 
void assign_rep (Iterator *iterator_rep, bool ref_count_incr=true)
 replaces existing letter with a new one More...
 
void iterated_model (const Model &model)
 set the iteratedModel (iterators and meta-iterators using a single model instance)
 
Modeliterated_model ()
 return the iteratedModel (iterators & meta-iterators using a single model instance)
 
ProblemDescDBproblem_description_db () const
 return the problem description database (probDescDB)
 
ParallelLibraryparallel_library () const
 return the parallel library (parallelLib)
 
void method_name (unsigned short m_name)
 set the method name to an enumeration value
 
unsigned short method_name () const
 return the method name via its native enumeration value
 
void method_string (const String &m_str)
 set the method name by string
 
String method_string () const
 return the method name by string
 
String method_enum_to_string (unsigned short method_name) const
 convert a method name enumeration value to a string
 
unsigned short method_string_to_enum (const String &method_name) const
 convert a method name string to an enumeration value
 
String submethod_enum_to_string (unsigned short submethod_name) const
 convert a method name enumeration value to a string
 
const String & method_id () const
 return the method identifier (methodId)
 
int maximum_evaluation_concurrency () const
 return the maximum evaluation concurrency supported by the iterator
 
void maximum_evaluation_concurrency (int max_conc)
 set the maximum evaluation concurrency supported by the iterator
 
void convergence_tolerance (Real conv_tol)
 set the method convergence tolerance (convergenceTol)
 
Real convergence_tolerance () const
 return the method convergence tolerance (convergenceTol)
 
void output_level (short out_lev)
 set the method output level (outputLevel)
 
short output_level () const
 return the method output level (outputLevel)
 
void summary_output (bool summary_output_flag)
 Set summary output control; true enables evaluation/results summary.
 
size_t num_final_solutions () const
 return the number of solutions to retain in best variables/response arrays
 
void num_final_solutions (size_t num_final)
 set the number of solutions to retain in best variables/response arrays
 
void active_set (const ActiveSet &set)
 set the default active set vector (for use with iterators that employ evaluate_parameter_sets())
 
const ActiveSetactive_set () const
 return the default active set vector (used by iterators that employ evaluate_parameter_sets())
 
void sub_iterator_flag (bool si_flag)
 set subIteratorFlag (and update summaryOutputFlag if needed)
 
void active_variable_mappings (const SizetArray &c_index1, const SizetArray &di_index1, const SizetArray &ds_index1, const SizetArray &dr_index1, const ShortArray &c_target2, const ShortArray &di_target2, const ShortArray &ds_target2, const ShortArray &dr_target2)
 set primaryA{CV,DIV,DRV}MapIndices, secondaryA{CV,DIV,DRV}MapTargets
 
bool is_null () const
 function to check iteratorRep (does this envelope contain a letter?)
 
Iteratoriterator_rep () const
 returns iteratorRep for access to derived class member functions that are not mapped to the top Iterator level
 
virtual void eval_tag_prefix (const String &eval_id_str)
 set the hierarchical eval ID tag prefix More...
 

Protected Member Functions

void initialize_final_statistics ()
 initialize finalStatistics for belief/plausibility results sets
 
void compute_evidence_statistics ()
 method for computing belief and plausibility values for response levels or vice-versa
 
void calculate_cells_and_bpas ()
 computes the interval combinations (cells) and their bpas replaces CBPIIC_F77 from wrapper calculate_basic_prob_intervals()
 
void calculate_cbf_cpf (bool complementary=true)
 function to compute (complementary) distribution functions on belief and plausibility replaces CCBFPF_F77 from wrapper calculate_cum_belief_plaus()
 
- Protected Member Functions inherited from NonD
 NonD (ProblemDescDB &problem_db, Model &model)
 constructor
 
 NonD (unsigned short method_name, Model &model)
 alternate constructor for sample generation and evaluation "on the fly"
 
 NonD (unsigned short method_name, const RealVector &lower_bnds, const RealVector &upper_bnds)
 alternate constructor for sample generation "on the fly"
 
 ~NonD ()
 destructor
 
void derived_set_communicators (ParLevLIter pl_iter)
 derived class contributions to setting the communicators associated with this Iterator instance
 
void initialize_run ()
 utility function to perform common operations prior to pre_run(); typically memory initialization; setting of instance pointers More...
 
void finalize_run ()
 utility function to perform common operations following post_run(); deallocation and resetting of instance pointers More...
 
const Responseresponse_results () const
 return the final statistics from the nondeterministic iteration
 
void response_results_active_set (const ActiveSet &set)
 set the active set within finalStatistics
 
virtual void initialize_response_covariance ()
 initializes respCovariance
 
virtual void update_final_statistics ()
 update finalStatistics::functionValues
 
void size ()
 Size local variables.
 
int generate_system_seed ()
 create a system-generated unique seed (when a seed is unspecified)
 
void initialize_final_statistics_gradients ()
 initializes finalStatistics::functionGradients
 
void update_aleatory_final_statistics ()
 update finalStatistics::functionValues from momentStats and computed{Prob,Rel,GenRel,Resp}Levels
 
void update_system_final_statistics ()
 update system metrics from component metrics within finalStatistics
 
void update_system_final_statistics_gradients ()
 update finalStatistics::functionGradients
 
void initialize_level_mappings ()
 size computed{Resp,Prob,Rel,GenRel}Levels
 
void compute_densities (const RealRealPairArray &min_max_fns, bool prob_refinement=false, bool all_levels_computed=false)
 compute the PDF bins from the CDF/CCDF values and store in computedPDF{Abscissas,Ordinates} More...
 
void print_densities (std::ostream &s) const
 output the PDFs reflected in computedPDF{Abscissas,Ordinates} using default qoi_type and pdf_labels
 
void print_densities (std::ostream &s, String qoi_type, const StringArray &pdf_labels) const
 output the PDFs reflected in computedPDF{Abscissas,Ordinates}
 
void print_system_mappings (std::ostream &s) const
 print system series/parallel mappings for response levels
 
void transform_model (Model &x_model, Model &u_model, bool truncated_bounds=false, Real bound=10.)
 recast x_model from x-space to u-space to create u_model
 
void construct_lhs (Iterator &u_space_sampler, Model &u_model, unsigned short sample_type, int num_samples, int seed, const String &rng, bool vary_pattern, short sampling_vars_mode=ACTIVE)
 assign a NonDLHSSampling instance within u_space_sampler
 
void archive_allocate_mappings ()
 allocate results array storage for distribution mappings
 
void archive_from_resp (size_t fn_index)
 archive the mappings from specified response levels for specified fn
 
void archive_to_resp (size_t fn_index)
 archive the mappings to computed response levels for specified fn
 
void archive_allocate_pdf ()
 allocate results array storage for pdf histograms
 
void archive_pdf (size_t fn_index)
 archive a single pdf histogram for specified function
 
- Protected Member Functions inherited from Analyzer
 Analyzer ()
 default constructor
 
 Analyzer (ProblemDescDB &problem_db, Model &model)
 standard constructor
 
 Analyzer (unsigned short method_name, Model &model)
 alternate constructor for instantiations "on the fly" with a Model
 
 Analyzer (unsigned short method_name)
 alternate constructor for instantiations "on the fly" without a Model
 
 ~Analyzer ()
 destructor
 
virtual void get_parameter_sets (Model &model)
 Returns one block of samples (ndim * num_samples)
 
virtual void update_model_from_sample (Model &model, const Real *sample_vars)
 update model's current variables with data from sample
 
virtual void update_model_from_variables (Model &model, const Variables &vars)
 update model's current variables with data from vars
 
virtual void sample_to_variables (const Real *sample_vars, Variables &vars)
 convert column of samples array to variables; derived classes may reimplement for more than active continuous variables More...
 
void update_from_model (const Model &model)
 set inherited data attributes based on extractions from incoming model
 
void pre_run ()
 pre-run portion of run (optional); re-implemented by Iterators which can generate all Variables (parameter sets) a priori More...
 
void post_run (std::ostream &s)
 post-run portion of run (optional); verbose to print results; re-implemented by Iterators that can read all Variables/Responses and perform final analysis phase in a standalone way More...
 
void pre_output ()
 
const Modelalgorithm_space_model () const
 
const Variablesvariables_results () const
 return a single final iterator solution (variables)
 
const VariablesArray & variables_array_results ()
 return multiple final iterator solutions (variables). This should only be used if returns_multiple_points() returns true.
 
const ResponseArray & response_array_results ()
 return multiple final iterator solutions (response). This should only be used if returns_multiple_points() returns true.
 
bool compact_mode () const
 returns Analyzer::compactMode
 
bool returns_multiple_points () const
 indicates if this iterator returns multiple final points. Default return is false. Override to return true if appropriate.
 
void evaluate_parameter_sets (Model &model, bool log_resp_flag, bool log_best_flag)
 perform function evaluations to map parameter sets (allVariables) into response sets (allResponses) More...
 
void variance_based_decomp (int ncont, int ndiscint, int ndiscreal, int num_samples)
 
void read_variables_responses (int num_evals, size_t num_vars)
 convenience function for reading variables/responses (used in derived classes post_input) More...
 
void print_sobol_indices (std::ostream &s) const
 Printing of VBD results. More...
 
void samples_to_variables_array (const RealMatrix &sample_matrix, VariablesArray &vars_array)
 convert samples array to variables array; e.g., allSamples to allVariables
 
virtual void variables_to_sample (const Variables &vars, Real *sample_c_vars)
 convert the active continuous variables into a column of allSamples More...
 
void variables_array_to_samples (const VariablesArray &vars_array, RealMatrix &sample_matrix)
 convert variables array to samples array; e.g., allVariables to allSamples
 
- Protected Member Functions inherited from Iterator
 Iterator (BaseConstructor, ProblemDescDB &problem_db)
 constructor initializes the base class part of letter classes (BaseConstructor overloading avoids infinite recursion in the derived class constructors - Coplien, p. 139) More...
 
 Iterator (NoDBBaseConstructor, unsigned short method_name, Model &model)
 alternate constructor for base iterator classes constructed on the fly More...
 
 Iterator (NoDBBaseConstructor, unsigned short method_name)
 alternate constructor for base iterator classes constructed on the fly More...
 
virtual void derived_init_communicators (ParLevLIter pl_iter)
 derived class contributions to initializing the communicators associated with this Iterator instance
 
virtual const VariablesArray & initial_points () const
 gets the multiple initial points for this iterator. This will only be meaningful after a call to initial_points mutator.
 
StrStrSizet run_identifier () const
 get the unique run identifier based on method name, id, and number of executions
 

Protected Attributes

bool singleIntervalFlag
 flag for SingleInterval derived class
 
RealVectorArray ccBelFn
 Storage array to hold CCBF values.
 
RealVectorArray ccPlausFn
 Storage array to hold CCPF values.
 
RealVectorArray ccBelVal
 Storage array to hold CCB response values.
 
RealVectorArray ccPlausVal
 Storage array to hold CCP response values.
 
RealVectorArray cellContLowerBounds
 Storage array to hold cell lower bounds for continuous variables.
 
RealVectorArray cellContUpperBounds
 Storage array to hold cell upper bounds for continuous variables.
 
IntVectorArray cellIntRangeLowerBounds
 Storage array to hold cell lower bounds for discrete int range variables.
 
IntVectorArray cellIntRangeUpperBounds
 Storage array to hold cell upper bounds for discrete int range variables.
 
IntVectorArray cellIntSetBounds
 Storage array to hold cell values for discrete integer set variables.
 
IntVectorArray cellRealSetBounds
 Storage array to hold cell value for discrete real set variables.
 
RealVectorArray cellFnLowerBounds
 Storage array to hold cell min.
 
RealVectorArray cellFnUpperBounds
 Storage array to hold cell max.
 
RealVector cellBPA
 Storage array to hold cell bpa.
 
size_t respFnCntr
 response function counter
 
size_t cellCntr
 cell counter
 
size_t numCells
 total number of interval combinations
 
- Protected Attributes inherited from NonD
NonDprevNondInstance
 pointer containing previous value of nondInstance
 
Pecos::ProbabilityTransformation natafTransform
 Nonlinear variable transformation that encapsulates the required data for performing transformations from X -> Z -> U and back.
 
size_t numContDesVars
 number of continuous design variables (modeled using uniform distribution for All view modes)
 
size_t numDiscIntDesVars
 number of discrete integer design variables (modeled using discrete histogram distributions for All view modes)
 
size_t numDiscStringDesVars
 number of discrete string design variables (modeled using discrete histogram distributions for All view modes)
 
size_t numDiscRealDesVars
 number of discrete real design variables (modeled using discrete histogram distributions for All view modes)
 
size_t numDesignVars
 total number of design variables
 
size_t numContStateVars
 number of continuous state variables (modeled using uniform distribution for All view modes)
 
size_t numDiscIntStateVars
 number of discrete integer state variables (modeled using discrete histogram distributions for All view modes)
 
size_t numDiscStringStateVars
 number of discrete string state variables (modeled using discrete histogram distributions for All view modes)
 
size_t numDiscRealStateVars
 number of discrete real state variables (modeled using discrete histogram distributions for All view modes)
 
size_t numStateVars
 total number of state variables
 
size_t numNormalVars
 number of normal uncertain variables (native space)
 
size_t numLognormalVars
 number of lognormal uncertain variables (native space)
 
size_t numUniformVars
 number of uniform uncertain variables (native space)
 
size_t numLoguniformVars
 number of loguniform uncertain variables (native space)
 
size_t numTriangularVars
 number of triangular uncertain variables (native space)
 
size_t numExponentialVars
 number of exponential uncertain variables (native space)
 
size_t numBetaVars
 number of beta uncertain variables (native space)
 
size_t numGammaVars
 number of gamma uncertain variables (native space)
 
size_t numGumbelVars
 number of gumbel uncertain variables (native space)
 
size_t numFrechetVars
 number of frechet uncertain variables (native space)
 
size_t numWeibullVars
 number of weibull uncertain variables (native space)
 
size_t numHistogramBinVars
 number of histogram bin uncertain variables (native space)
 
size_t numPoissonVars
 number of Poisson uncertain variables (native space)
 
size_t numBinomialVars
 number of binomial uncertain variables (native space)
 
size_t numNegBinomialVars
 number of negative binomial uncertain variables (native space)
 
size_t numGeometricVars
 number of geometric uncertain variables (native space)
 
size_t numHyperGeomVars
 number of hypergeometric uncertain variables (native space)
 
size_t numHistogramPtIntVars
 number of histogram point integer uncertain variables (native space)
 
size_t numHistogramPtStringVars
 number of histogram point string uncertain variables (native space)
 
size_t numHistogramPtRealVars
 number of histogram point real uncertain variables (native space)
 
size_t numContIntervalVars
 number of continuous interval uncertain variables (native space)
 
size_t numDiscIntervalVars
 number of discrete interval uncertain variables (native space)
 
size_t numDiscSetIntUncVars
 number of discrete integer set uncertain variables (native space)
 
size_t numDiscSetStringUncVars
 number of discrete integer set uncertain variables (native space)
 
size_t numDiscSetRealUncVars
 number of discrete real set uncertain variables (native space)
 
size_t numContAleatUncVars
 total number of continuous aleatory uncertain variables (native space)
 
size_t numDiscIntAleatUncVars
 total number of discrete integer aleatory uncertain variables (native space)
 
size_t numDiscStringAleatUncVars
 total number of discrete string aleatory uncertain variables (native space)
 
size_t numDiscRealAleatUncVars
 total number of discrete real aleatory uncertain variables (native space)
 
size_t numAleatoryUncVars
 total number of aleatory uncertain variables (native space)
 
size_t numContEpistUncVars
 total number of continuous epistemic uncertain variables (native space)
 
size_t numDiscIntEpistUncVars
 total number of discrete integer epistemic uncertain variables (native space)
 
size_t numDiscStringEpistUncVars
 total number of discrete string epistemic uncertain variables (native space)
 
size_t numDiscRealEpistUncVars
 total number of discrete real epistemic uncertain variables (native space)
 
size_t numEpistemicUncVars
 total number of epistemic uncertain variables (native space)
 
size_t numUncertainVars
 total number of uncertain variables (native space)
 
bool epistemicStats
 flag for computing interval-type metrics instead of integrated metrics If any epistemic variables are active in a metric evaluation, then this flag is set.
 
RealMatrix momentStats
 moments of response functions (mean, std deviation, skewness, and kurtosis calculated in compute_moments()), indexed as (moment,fn)
 
RealVectorArray requestedRespLevels
 requested response levels for all response functions
 
RealVectorArray computedProbLevels
 output probability levels for all response functions resulting from requestedRespLevels
 
RealVectorArray computedRelLevels
 output reliability levels for all response functions resulting from requestedRespLevels
 
RealVectorArray computedGenRelLevels
 output generalized reliability levels for all response functions resulting from requestedRespLevels
 
short respLevelTarget
 indicates mapping of z->p (PROBABILITIES), z->beta (RELIABILITIES), or z->beta* (GEN_RELIABILITIES)
 
short respLevelTargetReduce
 indicates component or system series/parallel failure metrics
 
RealVectorArray requestedProbLevels
 requested probability levels for all response functions
 
RealVectorArray requestedRelLevels
 requested reliability levels for all response functions
 
RealVectorArray requestedGenRelLevels
 requested generalized reliability levels for all response functions
 
RealVectorArray computedRespLevels
 output response levels for all response functions resulting from requestedProbLevels, requestedRelLevels, or requestedGenRelLevels
 
size_t totalLevelRequests
 total number of levels specified within requestedRespLevels, requestedProbLevels, and requestedRelLevels
 
bool cdfFlag
 flag for type of probabilities/reliabilities used in mappings: cumulative/CDF (true) or complementary/CCDF (false)
 
bool pdfOutput
 flag for managing output of response probability density functions (PDFs)
 
RealVectorArray computedPDFAbscissas
 sorted response PDF intervals bounds extracted from min/max sample and requested/computedRespLevels (vector lengths = num bins + 1)
 
RealVectorArray computedPDFOrdinates
 response PDF densities computed from bin counts divided by (unequal) bin widths (vector lengths = num bins)
 
Response finalStatistics
 final statistics from the uncertainty propagation used in strategies: response means, standard deviations, and probabilities of failure
 
size_t miPLIndex
 index for the active ParallelLevel within ParallelConfiguration::miPLIters
 
- Protected Attributes inherited from Analyzer
size_t numFunctions
 number of response functions
 
size_t numContinuousVars
 number of active continuous vars
 
size_t numDiscreteIntVars
 number of active discrete integer vars
 
size_t numDiscreteStringVars
 number of active discrete string vars
 
size_t numDiscreteRealVars
 number of active discrete real vars
 
bool compactMode
 switch for allSamples (compact mode) instead of allVariables (normal mode)
 
VariablesArray allVariables
 array of all variables to be evaluated in evaluate_parameter_sets()
 
RealMatrix allSamples
 compact alternative to allVariables
 
IntResponseMap allResponses
 array of all responses to be computed in evaluate_parameter_sets()
 
StringArray allHeaders
 array of headers to insert into output while evaluating allVariables
 
size_t numObjFns
 number of objective functions
 
size_t numLSqTerms
 number of least squares terms
 
RealPairPRPMultiMap bestVarsRespMap
 map which stores best set of solutions
 
- Protected Attributes inherited from Iterator
ProblemDescDBprobDescDB
 class member reference to the problem description database More...
 
ParallelLibraryparallelLib
 class member reference to the parallel library
 
ParConfigLIter methodPCIter
 the active ParallelConfiguration used by this Iterator instance
 
Model iteratedModel
 the model to be iterated (for iterators and meta-iterators employing a single model instance)
 
size_t myModelLayers
 number of Models locally (in Iterator or derived classes) wrapped around the initially passed in Model
 
unsigned short methodName
 name of the iterator (the user's method spec)
 
Real convergenceTol
 iteration convergence tolerance
 
int maxIterations
 maximum number of iterations for the iterator
 
int maxFunctionEvals
 maximum number of fn evaluations for the iterator
 
int maxEvalConcurrency
 maximum number of concurrent model evaluations More...
 
ActiveSet activeSet
 the response data requirements on each function evaluation
 
size_t numFinalSolutions
 number of solutions to retain in best variables/response arrays
 
VariablesArray bestVariablesArray
 collection of N best solution variables found during the study; always in context of Model originally passed to the Iterator (any in-flight Recasts must be undone)
 
ResponseArray bestResponseArray
 collection of N best solution responses found during the study; always in context of Model originally passed to the Iterator (any in-flight Recasts must be undone)
 
bool subIteratorFlag
 flag indicating if this Iterator is a sub-iterator (NestedModel::subIterator or DataFitSurrModel::daceIterator)
 
SizetArray primaryACVarMapIndices
 "primary" all continuous variable mapping indices flowed down from higher level iteration
 
SizetArray primaryADIVarMapIndices
 "primary" all discrete int variable mapping indices flowed down from higher level iteration
 
SizetArray primaryADSVarMapIndices
 "primary" all discrete string variable mapping indices flowed down from higher level iteration
 
SizetArray primaryADRVarMapIndices
 "primary" all discrete real variable mapping indices flowed down from higher level iteration
 
ShortArray secondaryACVarMapTargets
 "secondary" all continuous variable mapping targets flowed down from higher level iteration
 
ShortArray secondaryADIVarMapTargets
 "secondary" all discrete int variable mapping targets flowed down from higher level iteration
 
ShortArray secondaryADSVarMapTargets
 "secondary" all discrete string variable mapping targets flowed down from higher level iteration
 
ShortArray secondaryADRVarMapTargets
 "secondary" all discrete real variable mapping targets flowed down from higher level iteration
 
short outputLevel
 output verbosity level: {SILENT,QUIET,NORMAL,VERBOSE,DEBUG}_OUTPUT
 
bool summaryOutputFlag
 flag for summary output (evaluation stats, final results); default true, but false for on-the-fly (helper) iterators and sub-iterator use cases
 
ResultsManagerresultsDB
 reference to the global iterator results database
 
ResultsNames resultsNames
 valid names for iterator results
 

Additional Inherited Members

- Static Protected Member Functions inherited from NonD
static void vars_u_to_x_mapping (const Variables &u_vars, Variables &x_vars)
 static function for RecastModels used for forward mapping of u-space variables from NonD Iterators to x-space variables for Model evaluations More...
 
static void vars_x_to_u_mapping (const Variables &x_vars, Variables &u_vars)
 static function for RecastModels used for inverse mapping of x-space variables from data import to u-space variables for NonD Iterators More...
 
static void set_u_to_x_mapping (const Variables &u_vars, const ActiveSet &u_set, ActiveSet &x_set)
 static function for RecastModels used to map u-space ActiveSets from NonD Iterators to x-space ActiveSets for Model evaluations More...
 
static void resp_x_to_u_mapping (const Variables &x_vars, const Variables &u_vars, const Response &x_response, Response &u_response)
 static function for RecastModels used to map x-space responses from Model evaluations to u-space responses for return to NonD Iterator.
 
- Static Protected Attributes inherited from NonD
static NonDnondInstance
 pointer to the active object instance used within static evaluator functions in order to avoid the need for static data
 

Detailed Description

Base class for interval-based methods within DAKOTA/UQ.

The NonDInterval class implements the propagation of epistemic uncertainty using either pure interval propagation or Dempster-Shafer theory of evidence. In the latter approach, one assigns a set of basic probability assignments (BPA) to intervals defined for the uncertain variables. Input interval combinations are calculated, along with their BPA. Currently, the response function is evaluated at a set of sample points, then a response surface is constructed which is sampled extensively to find the minimum and maximum within each input interval cell, corresponding to the belief and plausibility within that cell, respectively. This data is then aggregated to calculate cumulative distribution functions for belief and plausibility.


The documentation for this class was generated from the following files: