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Add combination of distribution and sampling method #7

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imeru opened this issue Mar 6, 2014 · 0 comments
Open

Add combination of distribution and sampling method #7

imeru opened this issue Mar 6, 2014 · 0 comments

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@imeru
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imeru commented Mar 6, 2014

Now, we have only one distribution, one sampling method: Normal distribution-LHS

Combination of distribution and sampling method
distributions: Uniform, Triangular, Normal , Weibull, Gamma, Lognormal and so on.
sampling method: LHS, Random, Quasi-Random

example)
@Wall (n,0,2,20,LHS)
(normal distribution (Gaussian), mean = 0, standard deviation = 2, 20 samples using LHS)
@Wall (u,0,2,20,random)
(uniform distribution, min = 0, max = 2, 20 samples using random)
@Wall (tr,0,2,5,20,quasi-random)
(triangular distribution, min = 0, mode = 2, max = 5, 20 samples using quasi-random)

References------------------------------------------------------------------------------------------------
Random Sampling :
http://docs.python.org/2/library/random.html
http://pymotw.com/2/random/

Latin hyper-cube sampling :
https://mathieu.fenniak.net/latin-hypercube-sampling/
http://pythonhosted.org/pyDOE/randomized.html#latin-hypercube
http://nullege.com/codes/show/src@m@o@model-builder-HEAD@Bayes@lhs.py
http://stackoverflow.com/questions/12884361/latin-hypercube-sampling-from-a-normal-distribution-python

Quasi Random Sampling :
https://gist.github.com/jkeirstead/1730440 (it's a R code)
http://people.sc.fsu.edu/~jburkardt/py_src/sobol/sobol.html
http://jdherman.github.io/SALib/
http://waterprogramming.wordpress.com/2013/08/05/running-sobol-sensitivity-analysis-using-salib/

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