massive transfer of risk-reliability book

This commit is contained in:
Robert Lanzafame 2024-02-23 16:41:43 +01:00
parent 6697c0f5f8
commit 3d24a01439
152 changed files with 57886 additions and 0 deletions

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24.21,68.85
26.38,48.36
33.78,75.07
30.61,33.76
28.87,71.18
22.98,29.72
20.93,31.2
23.31,54.07
39.59,75.42
51.79,50.66
28.58,34.73
38.74,73.32
55.25,83.64
25.3,35.36
33.99,71.85
35.32,55.34
24.48,59.19
46.23,101.86
31.72,81.32
39.08,58.23
39.49,88.26
26.78,35.01
26.73,33.79
31.19,79.46
51.56,56.46
27.91,39.84
36.08,37.96
43.74,49.52
23.9,77.07
44.48,52.03
26.34,59.22
35.6,66.55
32.06,39.73
44.5,76
40.07,65.99
29.24,43.74
45.05,44.53
34.74,46.82
40.87,76.86
32.43,44.38
32.03,43.4
49.23,55.55
44.92,58.8
33.52,69.83
35.71,75.7
39.17,55.58
32.12,65.54
41.34,43.95
22.74,72.82
40.49,65.72
30.79,63.25
44.97,56.67
34.59,35.89
36.8,66.96
29.64,61.99
49.58,68.88
64.49,113.28
49.93,61.48
23.08,56.45
50.47,58.7
49.97,58.01
41.67,42.61
44.73,74.03
34.3,83.7
52.41,59.94
36.14,75.78
70.07,70.25
30,53.42
41.47,43.4
34.24,71.84
46.46,38.58
48.94,66.15
59.37,62.79
28.84,33.23
34.33,51.11
59.6,91.75
24.7,85.84
29.52,46.73
39.29,57.91
52.86,61.59
40.4,71.06
22.96,37.46
41.42,45.78
26.4,30.66
19.79,40.65
18.25,33.15
37.28,50.53
38.82,46.68
31.5,53.62
44.46,79.83
44.62,79.11
39.72,46.07
42,62.93
27.32,42.47
43.87,70.57
33.96,50.75
1 41.19 69.75
2 55.84 65.1
3 31.76 43.73
4 36.24 61.63
5 47.79 45.38
6 35.2 43.71
7 44.38 76.57
8 39.67 60.09
9 60.28 100.97
10 35.69 63.03
11 41.28 41.09
12 52.11 99.61
13 35.06 96.74
14 28.87 56.66
15 31.45 26.19
16 31.98 63.83
17 17.46 32.42
18 45.79 54.33
19 31.65 67.07
20 73.71 85.48
21 43.62 103.52
22 41.74 97.76
23 33.64 64.44
24 43.4 74.62
25 55.17 88.91
26 45.03 54.11
27 36.84 67.6
28 31.9 30.56
29 36.75 71.89
30 50.78 66.16
31 32.28 44.52
32 36.83 36.5
33 49.42 44
34 37.31 33.38
35 28.61 33.47
36 21.76 32.07
37 48.28 43.22
38 49.02 66.21
39 42.3 57.11
40 36.73 45.33
41 36.94 38.49
42 37.33 93.22
43 31.83 56.14
44 38.56 62.72
45 30.55 53.31
46 45.7 46.1
47 33.03 29.26
48 23.33 46.33
49 31.18 23.39
50 22.79 51.07
51 35.16 34.86
52 21.73 33.9
53 41.21 73.51
54 21.32 39.55
55 32.33 41.2
56 51.38 48.64
57 45.05 78.96
58 37.49 41.22
59 52.95 65.65
60 50.52 50.57
61 53.12 46.78
62 45.42 104.07
63 28.27 38.58
64 33.86 51.8
65 46.44 60.72
66 37.15 84.29
67 24.1 30.99
68 54.36 100.85
69 48.75 48.19
70 40.59 52.18
71 53.96 135.17
72 52.32 79.16
73 17.32 35.93
74 37.73 66.25
75 38.21 55.26
76 16.94 39.99
77 29.85 38.7
78 31.55 80.72
79 47.39 44.49
80 30.04 75.43
81 36.73 45.98
82 46.74 75.45
83 36.63 58.68
84 36.4 65.96
85 32.86 50.45
86 35.99 47.93
87 33.82 61.05
88 49.55 82.05
89 43.67 59.7
90 30.09 30.99
91 40.28 61.28
92 34.16 54.66
93 44.89 72.86
94 18.72 30.77
95 50.07 59.27
96 21.9 36.14
97 28.59 36.53
98 35.7 45.61
99 53.24 88.22
100 31.92 45.12
101 47.89 68.85
102 31.69 32.75
103 60.76 78.1
104 28.44 34.68
105 29.78 29.44
106 33.21 61.18
107 26.62 63.66
108 26.96 33.58
109 55.37 83.64
110 26.57 32.54
111 53.69 64.75
112 32.05 59.94
113 36.14 49.43
114 48.74 78.89
115 30.7 28.08
116 36.84 44.78
117 53.85 63.85
118 29.51 47.65
119 30.14 37.13
120 25.54 62.9
121 30.13 67.55
122 31.34 69.29
123 39.19 62.61
124 26.65 36.15
125 40.32 55.47
126 31.61 25.75
127 46.04 59.3
128 48.87 55.39
129 43.3 43.42
130 16.22 31.51
131 47.37 76.99
132 57.21 71.58
133 56.49 77.52
134 22.79 35.8
135 57.95 67.38
136 43.59 66.05
137 33.96 61.22
138 32.08 73.03
139 45.41 75.97
140 44.82 46.98
141 26.78 52.05
142 47.25 61.51
143 27.06 56.87
144 51.99 45.83
145 39.04 60.16
146 54.09 78.71
147 19.76 41.26
148 32.06 54.54
149 25.14 44.79
150 31.04 75.62
151 39.99 41.25
152 30.52 37.28
153 59.7 64.95
154 32.29 40.96
155 31.24 36.07
156 29.78 40.52
157 33.25 41.6
158 40.32 63.45
159 49.42 43.61
160 31.36 43.9
161 33.18 55.93
162 39.16 60.16
163 45.11 49.68
164 37.29 61
165 30.32 69.67
166 41.32 57.25
167 31.55 81.22
168 52.99 79.57
169 43.23 59.32
170 38.58 38.91
171 40.17 112.23
172 51.24 27.06
173 46.16 80.08
174 58.95 79.15
175 38.82 48.57
176 36.76 58.04
177 31.08 36.24
178 37.81 58.4
179 55.35 102.93
180 32.46 32.17
181 51.54 82.24
182 38.01 56.99
183 27.67 36.81
184 22.83 30.18
185 31.9 57.46
186 37.97 45.6
187 23.47 32.75
188 34.26 70.78
189 38.27 60.5
190 47.64 42.59
191 36.47 63.14
192 44.68 72.4
193 37.47 56.1
194 39.95 72.6
195 40.05 40.78
196 56.51 92.1
197 50.71 62.54
198 48.17 63.31
199 46.23 73.78
200 44.69 43.74
201 49.62 91.48
202 44.93 70.42
203 32.37 27.98
204 48.49 81.86
205 20.35 34.58
206 25.83 45.19
207 16.16 45.02
208 31.13 38.84
209 52.76 41.82
210 36 73.76
211 25.49 30.29
212 28.46 61.92
213 26.58 29.87
214 32.58 61.77
215 39.67 54.28
216 35.3 59.7
217 32.41 50.83
218 57.52 57.81
219 36.15 37.32
220 38.98 65.29
221 38.29 71.45
222 39.58 37.4
223 30.18 85.63
224 31.88 67.67
225 45.36 52.55
226 28.39 57.32
227 34.96 71.02
228 30.75 41.8
229 43.3 67.82
230 48.59 62.63
231 38.12 52.65
232 40.88 64.49
233 29.72 32.05
234 51.65 89.01
235 56.75 54.44
236 43.69 46.72
237 30.73 58.58
238 32.78 78.48
239 27.53 35.02
240 41.75 57.37
241 27.02 37.38
242 48.96 78.4
243 36.35 56.66
244 37.06 42.47
245 55.29 127.55
246 39.37 80.78
247 31.8 38.03
248 43.51 94.15
249 36.08 52.42
250 24.73 71.52
251 24.66 68.5
252 35.72 35.22
253 43.59 65.6
254 35.53 57.06
255 32.88 65
256 18.03 32
257 54.17 63.05
258 38.9 56.24
259 51.66 56.57
260 47.91 71.9
261 45.06 50.79
262 25.53 39.3
263 44.81 71.61
264 36.91 57.3
265 25.42 31.82
266 33.96 34.52
267 28.03 32.53
268 38.31 104.16
269 50.74 50.69
270 29.61 31.29
271 54.02 61.51
272 35.71 50.83
273 42.6 41.47
274 39.96 62.6
275 30.1 68.41
276 33.33 42.35
277 33.64 35.68
278 47.44 49.45
279 31.86 54.14
280 44.52 54.58
281 47.1 85.78
282 49.9 64.69
283 38.41 40.67
284 42.3 60.69
285 37.72 55.65
286 31.15 69.65
287 37.96 47.58
288 50.72 54.7
289 34.28 35.09
290 36.85 52.53
291 33.36 42.01
292 45.37 48.64
293 45.64 72.53
294 32.34 29.05
295 42.72 36.87
296 41.34 54.3
297 45.85 50.91
298 49.7 51.51
299 41.68 40.35
300 43.93 38.44
301 50.5 67.76
302 37.87 56.92
303 35.28 30.2
304 36.29 38.29
305 41.41 73.29
306 49.99 53.5
307 50.43 71.87
308 28.24 43.9
309 34.61 53.97
310 35.68 30.57
311 48.56 59.58
312 30.82 65.43
313 45.97 68.4
314 30.41 31.3
315 29.67 31.61
316 17.79 30.19
317 60.03 53.98
318 49.87 71.54
319 36.04 45.05
320 30.14 67.63
321 49.63 42.12
322 37.63 77.9
323 43.76 46.76
324 34.82 66.99
325 41.37 47.64
326 50.02 77.77
327 42.64 50.11
328 51.99 64.67
329 38 62.13
330 29.98 32.1
331 51.52 52.8
332 30.88 33.13
333 36.94 93.45
334 37.97 59.91
335 29.4 53.14
336 34.47 80.16
337 57.39 75.45
338 54.13 62
339 26.59 32.27
340 34.48 48.11
341 36.77 49.78
342 40.84 51.1
343 41.73 42.98
344 39.93 67.02
345 53.99 75.58
346 39.57 64.03
347 52.43 43.74
348 31.19 73.46
349 43.9 47.64
350 41.35 35.87
351 51.08 46.02
352 40.2 58.92
353 36.37 53.56
354 34.21 49.56
355 35.15 47.51
356 37.89 48.52
357 38.03 43.23
358 21.11 55.85
359 34.5 29.56
360 37.08 47.58
361 46.62 60.53
362 32.14 75.61
363 41.86 60.51
364 44.75 74.45
365 48.43 69.28
366 46.31 62.36
367 52.01 74.55
368 51.48 52.5
369 51.67 67.45
370 31.97 39.05
371 15.81 30.61
372 47.39 47.39
373 26.64 34.81
374 58.38 80.23
375 30.81 31.11
376 26.07 33.1
377 47.6 69.85
378 37.82 70.15
379 25.66 34.01
380 43.2 51.71
381 32.22 45.24
382 46.09 75.02
383 48.02 74.93
384 37.04 37.65
385 41.72 74.52
386 52.87 92.15
387 36.92 63.99
388 31.11 38.71
389 29.78 66.84
390 41.85 58.07
391 45.2 69.4
392 37.51 42
393 22.82 40.02
394 55.44 74.28
395 49.99 88.59
396 54.64 79.12
397 15.48 31.85
398 47.97 64.54
399 27.19 29.83
400 62.1 90.03
401 48.74 71.84
402 28.94 30.7
403 31.51 62.9
404 51.72 62.77
405 43.14 42.85
406 30.33 31.16
407 27.47 53.51
408 21.28 34.61
409 38.85 62.92
410 50.79 70.25
411 30.3 35.66
412 37.58 66.48
413 28.23 53.97
414 36.12 58.19
415 46.3 74.19
416 30.41 59.43
417 48.98 68.8
418 42.3 46.47
419 28.59 30.74
420 40.05 69.63
421 41.41 67.14
422 49.84 71.54
423 43.12 45.85
424 38.31 88.17
425 51.61 98.95
426 33.78 53.95
427 22.21 34.72
428 38.05 74.17
429 43.97 71.1
430 34.51 70.63
431 24.6 43.17
432 43.46 39.02
433 30.86 29.39
434 42.91 75.84
435 32.04 29.75
436 28.48 43.9
437 18.91 33.69
438 24.53 44.32
439 47.15 90.03
440 46.09 58.22
441 31.52 51.99
442 29.79 35.18
443 29.77 37.78
444 26.88 51.19
445 37.21 72.74
446 27.29 39.88
447 27.26 41.07
448 39.37 88.9
449 51.4 81.82
450 52.07 56.78
451 69.39 139.79
452 40.91 78.92
453 35.06 29.26
454 20.63 44.17
455 63.75 105.64
456 34.59 36.73
457 25.5 43.5
458 42.29 43.4
459 47.11 104.64
460 33.28 48.33
461 28.18 29.9
462 27.34 35
463 26.4 51.57
464 28.92 40.43
465 41.87 63.45
466 30.56 42.55
467 24.6 33.62
468 37.34 85.16
469 52.82 89.94
470 55.49 62.83
471 32.32 61.52
472 47.75 55.55
473 30.69 49.75
474 35.08 57.23
475 31.59 30.4
476 57.08 75.32
477 47.42 54.33
478 31.3 70.86
479 43.05 49.06
480 30.26 42.61
481 55.64 131.67
482 27.3 32.1
483 44.88 66.39
484 46.2 54.35
485 31.2 34.22
486 24.02 39.03
487 23.88 45.41
488 70.01 78.45
489 50.68 75.11
490 43.49 76.57
491 30.76 35.47
492 24.93 35.92
493 21.33 36.11
494 28.43 38.68
495 51.31 70.33
496 62.92 101.62
497 37.1 55.58
498 34.81 49.12
499 61.18 80.98
500 26.97 32.19
501 52.17 104.76
502 40.25 68.32
503 39.24 37.5
504 31.82 96.1
505 40.1 58.23
506 24.83 30.43
507 42.63 63.51
508 21.84 40.89
509 33.91 36.91
510 33.67 38.55
511 36.15 56.27
512 45.85 91.27
513 43.37 56.63
514 54 42.56
515 46.82 72.68
516 37.76 74.79
517 53.95 68.17
518 56.37 53.55
519 30.28 72.18
520 35.92 66.25
521 35.7 55.77
522 24.04 39.91
523 33.75 75.78
524 41.35 63.63
525 42.28 72.45
526 47.92 68.94
527 23.78 55.79
528 48.76 72.69
529 26.49 63.07
530 30.63 25.25
531 34.67 61.24
532 49.33 46.97
533 32.12 32.3
534 39.35 45.69
535 32.13 40.27
536 43.84 23.75
537 26.17 72.78
538 41.91 69.96
539 27.52 31.65
540 52.49 91.11
541 17.69 31.38
542 42.68 74.33
543 54.64 22.44
544 29.1 30.96
545 30.45 27.5
546 19.47 32.56
547 32.01 79.27
548 46.71 73.38
549 43.06 53.24
550 61.78 75.23
551 19.26 39.8
552 43.32 50.98
553 26.14 30.1
554 40.64 95.11
555 26.52 62.56
556 49.93 69.5
557 45.81 47.44
558 53.48 72.88
559 38.81 70.03
560 38.96 68.82
561 31.68 34.57
562 37.92 39.23
563 26.75 30.77
564 35.57 51.43
565 44.06 69.52
566 44.94 51.63
567 35.25 43.97
568 57.64 74.01
569 33.46 65.76
570 49.94 85.61
571 39.2 54.09
572 26.82 43.08
573 29.99 69.9
574 43.59 65.6
575 46.21 83.03
576 37.23 59.95
577 30.58 63.39
578 35.44 62.56
579 28.12 47.27
580 29.6 54.31
581 33.14 53.35
582 31.09 74.28
583 40.99 76.24
584 32.69 21.81
585 51.29 79.77
586 31.18 48.81
587 48.11 44.23
588 63.02 85.38
589 52.77 64.15
590 20.12 29.44
591 23.24 35.11
592 29.08 32.27
593 50.41 81.01
594 40.94 39.75
595 26.12 30.73
596 52.11 55.08
597 48.68 75.82
598 32.16 55.05
599 29.89 29.31
600 22.33 29.73
601 36.33 57.04
602 39.42 64.34
603 32.7 56.96
604 43.98 77.69
605 30.55 43.29
606 34.84 39.19
607 37.1 67.98
608 57.88 89.04
609 41.82 66.48
610 32.26 72.13
611 35.24 38.73
612 40.84 66.46
613 41.87 51.17
614 31.15 78.63
615 43.53 56.93
616 33.15 59.09
617 49.44 63.45
618 30.41 34.37
619 31.26 45.29
620 28.3 29.57
621 36.27 54.64
622 38.31 38.75
623 26.7 49.07
624 32.45 41.94
625 44.46 42.84
626 39.18 59.53
627 38.2 43.01
628 27.7 36.6
629 55.28 80.56
630 32.58 38.18
631 44 64.73
632 26.46 36.75
633 26.59 39.41
634 34.69 50.88
635 26.07 31.79
636 29.88 40.88
637 48.46 60.32
638 43.71 88.08
639 19.74 35.82
640 26.01 57.81
641 45.35 46.92
642 24.88 58.35
643 24.98 53.66
644 29.46 28.25
645 41.23 46.64
646 29.98 38.98
647 47.94 78.34
648 18.05 31.91
649 33.18 71.75
650 42.3 117.99
651 33.24 26.44
652 45.77 35.01
653 23.5 56.1
654 50.99 87.01
655 35.19 44.6
656 31.2 60.11
657 32.96 21.05
658 37.3 73.24
659 29.97 33.53
660 41.2 48.47
661 27.77 33.4
662 22.67 68.98
663 39.4 59.88
664 27.69 63.19
665 36.71 44.88
666 39.3 69.33
667 38.8 47.42
668 23.93 30.61
669 39.86 66.37
670 52.32 67.19
671 47.21 58.78
672 54.48 70.63
673 48.26 41.58
674 30.91 26.35
675 57.36 65.78
676 34.01 29.79
677 23.84 62.86
678 50.09 52.55
679 40.18 52.62
680 48.48 65.8
681 36.58 66.28
682 44.62 68.85
683 53.3 59.64
684 31.96 67.71
685 29.49 67.86
686 36.82 64.1
687 39.39 62.85
688 52.4 60.62
689 30.06 41.69
690 38.04 48.08
691 39.47 67.08
692 31.43 57.67
693 38.54 64.55
694 36.91 75.43
695 43.29 67.44
696 36.95 50.71
697 30.73 68.56
698 26.29 40.61
699 33.82 21.36
700 47.73 58.35
701 33.52 74.55
702 34.32 36.64
703 32.61 50.68
704 36.95 60.18
705 41.57 67.85
706 38.75 53.7
707 24.52 30.59
708 45.55 39.17
709 30.58 43.44
710 34.4 42.69
711 31.54 44.71
712 57.68 72.15
713 27.08 43.08
714 51.49 66.05
715 32.95 60.37
716 37.37 56.93
717 53.74 60.01
718 32.75 48
719 32.7 46.13
720 46.87 93.33
721 38.19 56.12
722 27.64 33.74
723 28.65 54.99
724 34.54 44.82
725 41.75 54.66
726 44.97 44.43
727 30.26 32.7
728 31.04 33.92
729 25.92 32.85
730 68.14 118.12
731 34.29 83.85
732 42.17 45.86
733 30.37 31.27
734 36.43 38.57
735 31.06 41.85
736 43.63 49.58
737 31.06 54.71
738 36.03 60.75
739 41.75 84.41
740 29.78 27.42
741 52.73 43.1
742 47.08 41.84
743 29.28 66.52
744 36.48 72.25
745 31.26 63.31
746 29.58 68.12
747 22.8 47.79
748 26.63 30.47
749 30.04 31.21
750 44.71 39.69
751 31.8 29.71
752 64.83 72.21
753 51.54 42.06
754 35.96 36.96
755 51.83 84.84
756 30.89 46.24
757 30.95 31.46
758 34.99 90.31
759 54.05 60.95
760 39.39 44.87
761 37.02 57.81
762 27.28 38.44
763 32.01 46.73
764 46.09 54.62
765 44.01 55.64
766 57.29 79.06
767 23.6 40.82
768 46.12 65.27
769 49.32 69.87
770 33.75 35.21
771 27.21 40.16
772 35.08 47.58
773 31.23 25.62
774 31.83 29.26
775 49.08 75.59
776 27.14 57.46
777 46.21 82.42
778 32.11 36.91
779 54.09 27.45
780 38.18 54.57
781 30.84 52.69
782 30.53 24.43
783 40.46 60.2
784 55.38 65.09
785 32.98 46.05
786 27.56 54.44
787 39.86 38.8
788 29.84 37.75
789 45.77 43.3
790 49.45 49.62
791 50.38 53.56
792 24.94 64.63
793 26.88 52.1
794 39.39 65.87
795 19.88 34.9
796 47.19 57.74
797 33.35 42.74
798 29.92 34.9
799 43.42 47.26
800 54.02 51.62
801 50.72 42.01
802 27.21 41.2
803 28.28 30.7
804 39.26 148.09
805 35.04 32.04
806 26.43 48.95
807 47.45 64.3
808 37.14 78.1
809 18.87 36.66
810 41.98 62.13
811 24.28 30.06
812 38.41 45.16
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import numpy as np
import matplotlib.pyplot as plt
import matplotlib.cm as cm
import pyvinecopulib as cop
class Bivariate:
"""Bivariate dependent distribution, design to function in the
same way as an instance of the scipy.stats.rv_continuous class,
specifically, with methods: cdf, pdf, rvs.
"""
def __init__(self, X1, X2, rho):
"""Constructor to initialize Bivariate object.
Arguments:
---
X1: scipy.stats.rv_continuous object. Marginal distribution
X2: scipy.stats.rv_continuous object. Marginal distribution
rho: float. Pearson correlation coefficient.
"""
self.X1 = X1
self.X2 = X2
self.rho = rho
self.copula_uv = cop.Bicop(family=cop.BicopFamily.gaussian, parameters = [rho])
def cdf(self, x):
"""Compute cdf with array or list as argument: [x1, x2]."""
x1 = x[0]
x2 = x[1]
u = self.X1.cdf(x1)
v = self.X2.cdf(x2)
return self.copula_uv.cdf(np.array([[u, v]]))[0]
def pdf(self, x):
"""Compute pdf with array or list as argument: [x1, x2]."""
x1 = x[0]
x2 = x[1]
u = self.X1.cdf(x1)
v = self.X2.cdf(x2)
return self.copula_uv.pdf(np.array([[u, v]]))[0]*self.X1.pdf(x1)*self.X2.pdf(x2)
def rvs(self, size=1):
"""Create random sample with keyword argument size."""
sample = self.copula_uv.simulate(size)
sample_X1 = self.X1.ppf(sample[:,0])
sample_X2 = self.X2.ppf(sample[:,1])
return np.vstack([sample_X1.T, sample_X2.T]).T
def plot_contour(bivar, xy_lim, data=None,
design_case=None, design_region=None,
nb_points=100):
"""Contour plot of PDF in the bivariate plane (X,Y).
bivar: bivariate distribution, defined by
scipy.stats.multivariate_normal.
xy_lim: list. 1x4 list of xlim and ylim (in order) for plot limits.
Optional arguments:
data: array. A 2xN array of points.
design_case: list. Typically a 1x2 list defining a key
calculation point; plots as a red dot(s)
design_region: array. A 2xN array of points that define the
boundary of a region that will be shaded in gray between
the boundary and the max y-axis value (ylim[1]).
nb_points: int. Size of the grid (default: 200).
returns: matplotlib.pyplot Figure and Axis objects.
"""
f, ax = plt.subplots(1)
xlim = [xy_lim[0], xy_lim[1]]
ylim = [xy_lim[2], xy_lim[3]]
x = np.linspace(xlim[0], xlim[1], nb_points)
y = np.linspace(ylim[0], ylim[1], nb_points)
X,Y = np.meshgrid(x,y)
pdf = np.zeros(X.shape)
for i in range(X.shape[0]):
for j in range(X.shape[1]):
# if X[i,j]>0 and Y[i,j]>0:
pdf[i,j] = bivar.pdf([X[i,j], Y[i,j]])
ax.contour(X, Y, pdf, levels=8, cmap=cm.Blues)
if isinstance(data, np.ndarray):
ax.scatter(data[0,:], data[1,:], s=10.0,
facecolors='none', edgecolors='darkgray',
label='Data')
if isinstance(design_region, np.ndarray):
ax.plot(design_region[0,:], design_region[1,:],
label='Design Boundary', color='k')
ax.fill_between(design_region[0,:], design_region[1,:],
ylim[1], label='Design Region', color='grey')
if design_case:
ax.plot(design_case[0], design_case[1], 'ro',
label='Design Case')
ax.set_aspect("equal")
ax.set_xlim(xlim)
ax.set_ylim(ylim)
ax.set_xlabel(r"$X_1$", fontsize=14)
ax.set_ylabel(r"$X_2$", fontsize=14)
if isinstance(design_region, np.ndarray) or design_case:
ax.legend()
return f, ax

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"""Set of helper functions for Week 8 part of Project 4, 2023.
Primary purpose is:
1) define dictionaries to track information about bivariate
and univariate probability models, as well as a few
important characteristics,
2) print and plot results,
3) perform simple calculations (e.g., covariance, ecdf etc).
Organized in order used in solution notebooks.
"""
import numpy as np
import matplotlib.pyplot as plt
import scipy.stats as st
from helper import plot_contour
from helper import Bivariate
def univariate_RV_dict(name, symbol, unit):
"""Create a dictionary to track a random variable."""
d = {"name":name, "symbol":symbol, "unit":unit}
d = create_plot_label(d)
return d
def create_plot_label(univariate_dict):
"""Combine RV name, symbol, unit into key xlabel."""
univariate_dict["label"] = (univariate_dict["name"] + ", "
+ univariate_dict["symbol"] + " ["
+ univariate_dict["unit"] + "]")
return univariate_dict
def univariate_model_dict(dist_type, parameters,
distribution, empirical=False, note=None):
"""Create a dictionary to track a distribution model.
dist_type: string,
parameters: tuple, from scipy.stats rv_continuous
distribution: frozen instance of scipy.stats.rv_continuous
empirical: boolean. Set to True if distribution is a sample
(array). This is just a placeholder to support other functions
that will be used for printing results
(e.g., compare_univar_prob).
note: string (optional)
"""
model = {"type":dist_type}
model["parameters"] = parameters
model["distribution"] = distribution
model["empirical"] = empirical
model["note"] = note
if empirical:
model["N"] = len(distribution)
model["sample"] = distribution
return model
def print_dist_model_summary(RV, model_key):
"""Prints info about a model."""
print(f'Random variable {RV["name"]}, model \"{model_key}\" is:\n'
f' distribution: {RV[model_key]["type"]}\n'
f' parameters: {[f"{i:.3f}" for i in RV[model_key]["parameters"]]}\n'
f' (μ,σ) dist: '
f'({RV[model_key]["distribution"].mean():.3f}, '
f'{RV[model_key]["distribution"].std():.3f})\n'
f' (μ,σ) data: '
f'({RV["data"].mean():.3f}, {RV["data"].std():.3f})\n')
def calculate_covariance(X1, X2):
"""Covariance of X1 and X2 (numpy arrays)."""
mean_x1 = X1.mean()
mean_x2 = X2.mean()
diff_x1 = X1 - mean_x1
diff_x2 = X2 - mean_x2
product = diff_x1 * diff_x2
covariance = product.mean()
return covariance
def pearson_correlation(X1, X2):
"""Pearson correlation of X1 and X2 (numpy arrays)."""
covariance = calculate_covariance(X1, X2)
correl_coeff = covariance/(X1.std()*X2.std())
return correl_coeff
def bivariate_model_dict(model_name,
X1_key, X1, X2_key, X2, rho):
"""Create dictionary to track the bivariate model.
model_name: string. Arg is root name, which has
marginal info added; used for plot title.
X1, X2: dict.from univariate_RV_dict()
X1_key, X2_key: string. Name of model of X1, X2
rho: correlation coefficient
returns: dictionary
"""
d = {"X1_key":X1_key, "X1":X1[X1_key],
"X2_key":X2_key, "X2":X2[X2_key],
"rho":rho}
d["title"] = (model_name + ": "
+ r"$X_1 \sim$" + X1_key + ", "
+ r"$X_2 \sim$" + X2_key + ", "
+ r"$\rho$ = " + f"{rho:.2f}")
d["xlabel"], d["ylabel"] = X1["label"], X2["label"]
d["X1X2"] = Bivariate(d["X1"]["distribution"],
d["X2"]["distribution"],
d["rho"])
d["data"] = np.array([X1["data"], X2["data"]])
d["data_X1"], d["data_X2"] = X1["data"], X2["data"]
return d
def compare_bivar_prob(point, model):
"""Compare probabilities at a given point (bivariate).
point: array or list; size = 2.
model: dictionary defining bivariate distribution.
returns: none, except printed output.
"""
data_X1 = model["data_X1"]
data_X2 = model["data_X2"]
N = data_X1.size
left_emp = sum(data_X1 < point[0])/N
bottom_emp = sum(data_X2 < point[1])/N
lower_left_emp = sum((data_X1 < point[0])*(data_X2 < point[1]))/N
union_emp = 1 - lower_left_emp
intersection_emp = 1 - (left_emp + bottom_emp - lower_left_emp)
lower_left = model["X1X2"].cdf(point)
union = 1 - lower_left
left = model["X1"]["distribution"].cdf(point[0])
bottom = model["X2"]["distribution"].cdf(point[1])
intersection = 1 - (left + bottom - lower_left)
print(f'-------------------------------------------------')
print(f' Comparison, Empirical Values in ( )')
print(f'-------------------------------------------------')
print(f'Lower left, P[X1<x1, X2<x2] = {lower_left:.5f}',
f'({lower_left_emp:.5f})')
print(f'Left side, P[X1<x1] = {left:.5f}',
f'({left_emp:.5f})')
print(f'Bottom half, P[X2<x2] = {bottom:.5f}',
f'({bottom_emp:.5f})')
print(f'-------------------------------------------------')
print(f'Case 1: P[X1>x1 or X2>x2] = {union:.5f}',
f'({union_emp:.5f})')
print(f'Case 2: P[X1>x1 and X2>x2] = {intersection:.5f}',
f'({intersection_emp:.5f})')
print(f'-------------------------------------------------')
def compare_univar_prob(point, model, dist_key):
"""Compare probabilities at a given point (univariate).
point: float
model: dictionary defining univariate distribution
dist_key: specify which distribution model to use
returns: none, except printed output.
"""
data = model["data"]
N = data.size
p_data = sum(data < point)/N
if model[dist_key]["empirical"]:
N_model = model[dist_key]["N"]
n_eval = sum(model[dist_key]["sample"]<point)
p_model = n_eval/N_model
else:
X = model[dist_key]["distribution"]
p_model = X.cdf(point)
print(f'---------------------------------------')
print(f' Results for {model["name"]}, case {dist_key}')
print(f' Comparison, Empirical Values in ( )')
print(f'---------------------------------------')
print(f'P[X<x] = {p_model:.5f} ({p_data:.5f})')
print(f'P[X>x] = {1 - p_model:.5f} ({1 - p_data:.5f})')
print(f'There are {N} points in the data set.')
if model[dist_key]["empirical"]:
print(f'This distribution is from MCS:')
print(f' number of smaples = {N_model}')
print(f'---------------------------------------')
def ecdf(var):
"""Empirical cdf from list or array. Returns [F(x), x]."""
x = np.sort(var)
n = x.size
y = np.arange(1, n+1) / (n + 1)
return [y, x]
def ecdf_inverse(p, data, exceedance=False):
"""Compute x = F^-1(p) for an empirical distribution."""
N = len(data)
if exceedance:
p = 1 - p
index = int(np.floor(p*(N + 1)))
x = np.sort(data)[index - 1]
return x
def semi_log_plots(dist_1, dist_2, exceedance=True):
"""Helper function for plot_univariate_comparison.
dist_1, dist_2: ndarray, list. Empirical distributions.
exceedance: bool. Default (True) plots exceedance, 1 - F(x)
returns: matplotlib objects fig, ax
"""
fig, ax = plt.subplots(1, 1, figsize=(8, 5))
e_dist_1 = ecdf(dist_1)
e_dist_2 = ecdf(dist_2)
if exceedance:
e_dist_1[0] = 1 - e_dist_1[0]
e_dist_2[0] = 1 - e_dist_2[0]
ax.step(e_dist_1[1], e_dist_1[0],
color='k', label='Data')
ax.step(e_dist_2[1], e_dist_2[0],
color='r', label='MCS Sample')
ax.set_xlabel('$Z(X_1,X_2)$')
ax.set_yscale('log')
ax.legend()
ax.grid()
return fig, ax
def plot_univariate_comparison(rv_dictionary, dist_key, plot_values):
"""Compare univariate plots.
Assumes model is an empirical distribution (MCS
rv_dictionary: dict. Created from univariate_RV_dict()
dist_key: str. Name of probability model
plot_values: array, list (size 4). Limits of X and Y, respectively.
returns: none, except printed output.
"""
data = rv_dictionary["data"]
model = rv_dictionary[dist_key]["sample"]
fig, ax = plt.subplots(1)
ax.hist([data, model],
bins=plot_values,
density=True,
edgecolor='black');
ax.legend(['Data', 'MCS Sample'])
ax.set_xlabel('$Z(X_1,X_2)$')
ax.set_ylabel('Empirical Density [--]')
ax.set_title('Comparison of Distributions of $Z$');
fig, ax = semi_log_plots(data, model, exceedance=False)
ax.set_ylabel('CDF, $\mathrm{P}[Z < z]$')
ax.set_title('Comparison: CDF (log scale expands lower tail)')
fig, ax = semi_log_plots(data, model, exceedance=True)
ax.set_ylabel('CDF, $\mathrm{P}[Z < z]$')
ax.set_title('Comparison: CDF (log scale expands lower tail)')

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