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tupui / sobol_saltelli.py
Last active January 24, 2024 13:55
Sobol' variance based sensitivity indices based on Saltelli2010 in python
"""Sobol' indices.
Compute Sobol' variance based sensitivity indices.
Use formulations from Saltelli2010.
Reference:
Saltelli et al. Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index,
Computer Physics Communications, 2010. DOI: 10.1016/j.cpc.2009.09.018
@tupui
tupui / pod.py
Created June 20, 2018 12:25
Playing with Proper Orthogonal Decomposition in python using numpy
"""Proper Orthogonal Decomposition.
Demonstrate how to use it.
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MIT License
Copyright (c) 2018 Pamphile Tupui ROY
@tupui
tupui / quantile_dotplot.py
Last active May 12, 2021 13:49
Quantile dotplot in python
"""Quantile dotplot.
Based on R code from https://github.com/mjskay/when-ish-is-my-bus/blob/master/quantile-dotplots.md
Reference:
Matthew Kay, Tara Kola, Jessica Hullman, Sean Munson. When (ish) is My Bus?
User-centered Visualizations of Uncertainty in Everyday, Mobile Predictive Systems.
CHI 2016. DOI: 10.1145/2858036.2858558
@tupui
tupui / crypto_wallet_status.py
Last active January 16, 2018 15:55
Gather information about your crypto wallets and the market
"""Get info about Cryptocurrency wallets.
Gather information about the market and you own wallet. Using transactions
file, it also compare your investment with the available capital.
Transactions are to be stored in JSON files formated as:
{
"2018_01_15": {
"rate": 1.505,
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tupui / discerpancy.py
Created October 27, 2017 10:18
Discrepancy of a sample
"""Discrepancy of a sample.
Compute the centered discrepancy on a given sample.
It is a measure of the uniformity of the points in the parameter space.
The lower the value is, the better the coverage of the parameter space is.
---------------------------
MIT License
Copyright (c) 2017 Pamphile Tupui ROY
Permission is hereby granted, free of charge, to any person obtaining a copy
@tupui
tupui / halton.py
Last active October 9, 2022 12:20
Halton Sequence in python
"""Halton low discrepancy sequence.
This snippet implements the Halton sequence following the generalization of
a sequence of *Van der Corput* in n-dimensions.
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MIT License
Copyright (c) 2017 Pamphile Tupui ROY