This adds LineSampling and the required methods such as computation of the gradient and mapping to standard normal/physical space. New dependencies are:
FiniteDifferences.jl to calculate gradients
Dierckx.jl to interpolate and find the root on the line when calculating the pf with LineSampling
I also introduced two new types for deterministic and random inputs. This allows us to better filter for random/ non-random inputs.
In addition, I switched all names from ::String to ::Symbol to make working with the DataFrames easier.
I'm not 100% sure about some of the method names. Especially for the mappings between the spaces.
Coverage decreased (-5.3%) to 94.737% when pulling cc7985c0998782e2071583b874bbdaa48768d9b8 on line-sampling into 12ae98f8ee339b3c6084b511a1aeb56ba65c1f22 on master.
This adds
LineSampling
and the required methods such as computation of the gradient and mapping to standard normal/physical space. New dependencies are:FiniteDifferences.jl
to calculate gradientsDierckx.jl
to interpolate and find the root on the line when calculating the pf withLineSampling
I also introduced two new types for deterministic and random inputs. This allows us to better filter for random/ non-random inputs.
In addition, I switched all names from
::String
to::Symbol
to make working with theDataFrames
easier.I'm not 100% sure about some of the method names. Especially for the mappings between the spaces.