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"""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 |
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"""Proper Orthogonal Decomposition. | |
Demonstrate how to use it. | |
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MIT License | |
Copyright (c) 2018 Pamphile Tupui ROY |
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"""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 |
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"""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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"""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 |
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"""Halton low discrepancy sequence. | |
This snippet implements the Halton sequence following the generalization of | |
a sequence of *Van der Corput* in n-dimensions. | |
--------------------------- | |
MIT License | |
Copyright (c) 2017 Pamphile Tupui ROY |
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