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infogap.jl
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infogap.jl
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# import Mads
import Gadfly
include(Pkg.dir("Mads") * "/src/MadsInfoGap.jl")
# md = Mads.loadmadsfile("models/internal-polynomial.mads")
if !isdir("infogap_results")
mkdir("infogap_results")
end
info("Information Gap analysis")
h = [0.001, 0.01, 0.02, 0.05, 0.1, 0.2, 0.5, 1]
lmin = Array(Any, 3)
lmax = Array(Any, 3)
colors = ["blue", "red", "green"]
for i = 1:3
min, max = infogap_jump_polinomial(model=i, horizons=h, retries=10, maxiter=1000, verbosity=0, seed=2015)
lmin[i] = Gadfly.layer(x=min, y=h, Gadfly.Geom.line, Gadfly.Theme(default_color=parse(Colors.Colorant, colors[i])))
lmax[i] = Gadfly.layer(x=max, y=h, Gadfly.Geom.line, Gadfly.Theme(default_color=parse(Colors.Colorant, colors[i])))
end
f = Gadfly.plot(lmin..., lmax..., Gadfly.Guide.xlabel("o5"), Gadfly.Guide.ylabel("Horizon of uncertainty"), Gadfly.Guide.title("Opportuneness vs. Robustness"), Gadfly.Guide.manual_color_key("Models", ["y = a * t + c", "y = a * t^(1.1) + b * t + c", "y = a * t^n + b * t + c"], colors))
Gadfly.draw(Gadfly.PNG("infogap_results/opportuneness_vs_robustness.png", 6Gadfly.inch, 4Gadfly.inch), f)
display(f)