FriesischScott / UncertaintyQuantification.jl

Uncertainty Quantification in Julia
MIT License
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Add importance sampling #124

Closed Cr0gan closed 9 months ago

Cr0gan commented 11 months ago

Importance sampling works so far for the cantilever example (in: ./demo/IS_test.jl). I have attached functions that evaluate the pdf for samples in a DataFrame.

Commented out are currently:

FriesischScott commented 11 months ago

English please :).

codecov[bot] commented 11 months ago

Codecov Report

Attention: 2 lines in your changes are missing coverage. Please review.

Comparison is base (bdd9068) 98.97% compared to head (37c5ab4) 98.68%.

Additional details and impacted files ```diff @@ Coverage Diff @@ ## master #124 +/- ## ========================================== - Coverage 98.97% 98.68% -0.30% ========================================== Files 24 25 +1 Lines 879 912 +33 ========================================== + Hits 870 900 +30 - Misses 9 12 +3 ``` | [Files](https://app.codecov.io/gh/FriesischScott/UncertaintyQuantification.jl/pull/124?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=Jasper+Behrensdorf) | Coverage Δ | | |---|---|---| | [src/UncertaintyQuantification.jl](https://app.codecov.io/gh/FriesischScott/UncertaintyQuantification.jl/pull/124?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=Jasper+Behrensdorf#diff-c3JjL1VuY2VydGFpbnR5UXVhbnRpZmljYXRpb24uamw=) | `100.00% <ø> (ø)` | | | [src/reliability/form.jl](https://app.codecov.io/gh/FriesischScott/UncertaintyQuantification.jl/pull/124?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=Jasper+Behrensdorf#diff-c3JjL3JlbGlhYmlsaXR5L2Zvcm0uamw=) | `100.00% <100.00%> (ø)` | | | [src/reliability/probabilityoffailure.jl](https://app.codecov.io/gh/FriesischScott/UncertaintyQuantification.jl/pull/124?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=Jasper+Behrensdorf#diff-c3JjL3JlbGlhYmlsaXR5L3Byb2JhYmlsaXR5b2ZmYWlsdXJlLmps) | `100.00% <100.00%> (ø)` | | | [src/simulations/importancesampling.jl](https://app.codecov.io/gh/FriesischScott/UncertaintyQuantification.jl/pull/124?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=Jasper+Behrensdorf#diff-c3JjL3NpbXVsYXRpb25zL2ltcG9ydGFuY2VzYW1wbGluZy5qbA==) | `91.30% <91.30%> (ø)` | | ... and [1 file with indirect coverage changes](https://app.codecov.io/gh/FriesischScott/UncertaintyQuantification.jl/pull/124/indirect-changes?src=pr&el=tree-more&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=Jasper+Behrensdorf)

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FriesischScott commented 9 months ago

After removing the pdf of the Parameter patch coverage should also be 100%.

FriesischScott commented 9 months ago

Great stuff @Cr0gan, thanks!