Minor corrections for state bounds internal treatment

diff --git a/src/daComposant/daAlgorithms/3DVAR.py b/src/daComposant/daAlgorithms/3DVAR.py
index fa5e47c88fa019a0e084ef7003164fcedccb81a2..3879f39924cca129d3557fc91262ac48e1453387 100644 (file)
--- a/src/daComposant/daAlgorithms/3DVAR.py
+++ b/src/daComposant/daAlgorithms/3DVAR.py
@@ -162,12 +162,23 @@ class ElementaryAlgorithm(BasicObjects.Algorithm):
             name     = "SimulationForQuantiles",
             default  = "Linear",
             typecast = str,
-            message  = "Type de simulation pour l'estimation des quantiles",
+            message  = "Type de simulation en estimation des quantiles",
             listval  = ["Linear", "NonLinear"]
             )
         self.defineRequiredParameter( # Pas de type
             name     = "Bounds",
-            message  = "Liste des valeurs de bornes",
+            message  = "Liste des paires de bornes",
+            )
+        self.defineRequiredParameter( # Pas de type
+            name     = "QBounds",
+            message  = "Liste des paires de bornes pour les états utilisés en estimation des quantiles",
+            )
+        self.defineRequiredParameter(
+            name     = "ConstrainedBy",
+            default  = "EstimateProjection",
+            typecast = str,
+            message  = "Prise en compte des contraintes",
+            listval  = ["EstimateProjection"],
             )
         self.defineRequiredParameter(
             name     = "InitializationPoint",

diff --git a/src/daComposant/daAlgorithms/Blue.py b/src/daComposant/daAlgorithms/Blue.py
index 20d6626bc7ee4d5042159f0f7f660cf8aaa5d22a..006873e18a44af40c03008985db5e29199e2e291 100644 (file)
--- a/src/daComposant/daAlgorithms/Blue.py
+++ b/src/daComposant/daAlgorithms/Blue.py
@@ -92,9 +92,20 @@ class ElementaryAlgorithm(BasicObjects.Algorithm):
             name     = "SimulationForQuantiles",
             default  = "Linear",
             typecast = str,
-            message  = "Type de simulation pour l'estimation des quantiles",
+            message  = "Type de simulation en estimation des quantiles",
             listval  = ["Linear", "NonLinear"]
             )
+        self.defineRequiredParameter( # Pas de type
+            name     = "QBounds",
+            message  = "Liste des paires de bornes pour les états utilisés en estimation des quantiles",
+            )
+        self.defineRequiredParameter(
+            name     = "ConstrainedBy",
+            default  = "EstimateProjection",
+            typecast = str,
+            message  = "Prise en compte des contraintes",
+            listval  = ["EstimateProjection"],
+            )
         self.requireInputArguments(
             mandatory= ("Xb", "Y", "HO", "R", "B"),
             )

diff --git a/src/daComposant/daAlgorithms/ExtendedBlue.py b/src/daComposant/daAlgorithms/ExtendedBlue.py
index 76906383268d725465a056d108d4bf73b4d6aacf..60aa9a4013a70306bbe124a014f77a8fa7f2f4b7 100644 (file)
--- a/src/daComposant/daAlgorithms/ExtendedBlue.py
+++ b/src/daComposant/daAlgorithms/ExtendedBlue.py
@@ -92,9 +92,20 @@ class ElementaryAlgorithm(BasicObjects.Algorithm):
             name     = "SimulationForQuantiles",
             default  = "Linear",
             typecast = str,
-            message  = "Type de simulation pour l'estimation des quantiles",
+            message  = "Type de simulation en estimation des quantiles",
             listval  = ["Linear", "NonLinear"]
             )
+        self.defineRequiredParameter( # Pas de type
+            name     = "QBounds",
+            message  = "Liste des paires de bornes pour les états utilisés en estimation des quantiles",
+            )
+        self.defineRequiredParameter(
+            name     = "ConstrainedBy",
+            default  = "EstimateProjection",
+            typecast = str,
+            message  = "Prise en compte des contraintes",
+            listval  = ["EstimateProjection"],
+            )
         self.requireInputArguments(
             mandatory= ("Xb", "Y", "HO", "R", "B"),
             )

diff --git a/src/daComposant/daCore/BasicObjects.py b/src/daComposant/daCore/BasicObjects.py
index 7b8953ac6cb8a0c3d3d811d2e512f379403717f0..80d682d4a8d4e8478e27dc6056acb2af5369dd77 100644 (file)
--- a/src/daComposant/daCore/BasicObjects.py
+++ b/src/daComposant/daCore/BasicObjects.py
@@ -765,9 +765,12 @@ class Algorithm(object):
         #
         # Corrections et compléments des bornes
         if ("Bounds" in self._parameters) and isinstance(self._parameters["Bounds"], (list, tuple)) and (len(self._parameters["Bounds"]) > 0):
-            logging.debug("%s Prise en compte des bornes effectuee"%(self._name,))
+            logging.debug("%s Bounds taken into account"%(self._name,))
         else:
             self._parameters["Bounds"] = None
+        if ("QBounds" in self._parameters) and isinstance(self._parameters["QBounds"], (list, tuple)) and (len(self._parameters["QBounds"]) > 0):
+            logging.debug("%s Bounds for quantiles states taken into account"%(self._name,))
+            # Attention : contrairement à Bounds, pas de défaut à None, sinon on ne peut pas être sans bornes
         #
         # Corrections et compléments de l'initialisation en X
         if  "InitializationPoint" in self._parameters:
@@ -1395,6 +1398,12 @@ class AlgorithmAndParameters(object):
             raise ValueError("The number \"%s\" of bound pairs for the state (X) components is different of the size \"%s\" of the state itself." \
                 %(len(self.__P["Bounds"]),max(__Xb_shape)))
         #
+        if ("QBounds" in self.__P) \
+            and (isinstance(self.__P["QBounds"], list) or isinstance(self.__P["QBounds"], tuple)) \
+            and (len(self.__P["QBounds"]) != max(__Xb_shape)):
+            raise ValueError("The number \"%s\" of bound pairs for the quantile state (X) components is different of the size \"%s\" of the state itself." \
+                %(len(self.__P["QBounds"]),max(__Xb_shape)))
+        #
         return 1
 
 # ==============================================================================

diff --git a/src/daComposant/daCore/NumericObjects.py b/src/daComposant/daCore/NumericObjects.py
index 85d134a1e605c14e8b1d4adbb60b35510b97d482..737180aeaa8e8e6623f5b8971aabfbd65af5144f 100644 (file)
--- a/src/daComposant/daCore/NumericObjects.py
+++ b/src/daComposant/daCore/NumericObjects.py
@@ -649,20 +649,40 @@ def QuantilesEstimations(selfA, A, Xa, HXa = None, Hm = None, HtM = None):
     "Estimation des quantiles a posteriori (selfA est modifié)"
     nbsamples = selfA._parameters["NumberOfSamplesForQuantiles"]
     #
+    # Traitement des bornes
+    if "QBounds" in selfA._parameters: LBounds = selfA._parameters["QBounds"] # Prioritaire
+    else:                              LBounds = selfA._parameters["Bounds"]  # Défaut raisonnable
+    if LBounds is not None:
+        def NoneRemove(paire):
+            bmin, bmax = paire
+            if bmin is None: bmin = numpy.finfo('float').min
+            if bmax is None: bmax = numpy.finfo('float').max
+            return [bmin, bmax]
+        LBounds = numpy.matrix( [NoneRemove(paire) for paire in LBounds] )
+    #
     # Échantillonnage des états
     YfQ  = None
     EXr  = None
-    if selfA._parameters["SimulationForQuantiles"] == "Linear":
+    if selfA._parameters["SimulationForQuantiles"] == "Linear" and HXa is not None:
         HXa  = numpy.matrix(numpy.ravel( HXa )).T
     for i in range(nbsamples):
         if selfA._parameters["SimulationForQuantiles"] == "Linear" and HtM is not None:
-            dXr = numpy.matrix(numpy.random.multivariate_normal(Xa.A1,A) - Xa.A1).T
+            dXr = numpy.matrix(numpy.random.multivariate_normal(numpy.ravel(Xa),A) - numpy.ravel(Xa)).T
+            if LBounds is not None and selfA._parameters["ConstrainedBy"] == "EstimateProjection":
+                dXr = numpy.max(numpy.hstack((dXr,LBounds[:,0]) - Xa),axis=1)
+                dXr = numpy.min(numpy.hstack((dXr,LBounds[:,1]) - Xa),axis=1)
             dYr = numpy.matrix(numpy.ravel( HtM * dXr )).T
             Yr = HXa + dYr
-            if selfA._toStore("SampledStateForQuantiles"): Xr = Xa+dXr
+            if selfA._toStore("SampledStateForQuantiles"): Xr = Xa + dXr
         elif selfA._parameters["SimulationForQuantiles"] == "NonLinear" and Hm is not None:
-            Xr = numpy.matrix(numpy.random.multivariate_normal(Xa.A1,A)).T
+            Xr = numpy.matrix(numpy.random.multivariate_normal(numpy.ravel(Xa),A)).T
+            if LBounds is not None and selfA._parameters["ConstrainedBy"] == "EstimateProjection":
+                Xr = numpy.max(numpy.hstack((Xr,LBounds[:,0])),axis=1)
+                Xr = numpy.min(numpy.hstack((Xr,LBounds[:,1])),axis=1)
             Yr = numpy.matrix(numpy.ravel( Hm( Xr ) )).T
+        else:
+            raise ValueError("Quantile simulations has only to be Linear or NonLinear.")
+        #
         if YfQ is None:
             YfQ = Yr
             if selfA._toStore("SampledStateForQuantiles"): EXr = numpy.ravel(Xr)