[ot-users] directional sampling - mean point in event domain + importance factors

Anita Laera anita.laera87 at gmail.com
Fri Aug 4 12:24:55 CEST 2017


Thank you Julien, but for both computeMeanPointInEventDomain and
computeImportanceFactors it is written:

"Be careful: this notion is only valid for MonteCarlo
<http://openturns.github.io/openturns/latest/user_manual/_generated/openturns.MonteCarlo.html#openturns.MonteCarlo>
 or LHS
<http://openturns.github.io/openturns/latest/user_manual/_generated/openturns.LHS.html#openturns.LHS>
sampling
as the mean is evaluated from the equation (2)
<http://openturns.github.io/openturns/latest/user_manual/_generated/openturns.SimulationSensitivityAnalysis.html#equation-importance_factor>(only
uniform weights over the realizations [image: \vect{X}_i]."

while I am using Directional Sampling.


2017-08-04 12:19 GMT+02:00 Julien Schueller | Phimeca <schueller at phimeca.com
>:

> Hi Anita,
>
>
> You may want to use SimulationSensitivityAnalysis:
>
> http://openturns.github.io/openturns/latest/user_manual/_
> generated/openturns.SimulationSensitivityAnalysis.html
>
>
> j
> ------------------------------
> *De :* users-bounces at openturns.org <users-bounces at openturns.org> de la
> part de Anita Laera <anita.laera87 at gmail.com>
> *Envoyé :* jeudi 3 août 2017 11:39:36
> *À :* users
> *Objet :* [ot-users] directional sampling - mean point in event domain +
> importance factors
>
> Hi all,
> I am using Directional Sampling in OpenTURNS.
> In the documentation, it is specified that it is not possible to get the
> mean point in event domain and the importance factors through the class
> SimulationResults (as for Monte Carlo). Why?
>
> By looking at the DirectionalSampling.cxx file, I can see that the
> computation of the mean point in event domain is commented out:
>
>       // meanPointInEventDomain = meanPointInEventDomain +
> computeMeanContribution(roots) * direction;
>       ++contributionNumber;
>     } // if contribution
>   }
>   // meanPointInEventDomain = meanPointInEventDomain * (1.0 /
> contributionNumber);
>
> Why? Is there a way to calculate them?
>
> Thank you,
> Anita
>
>
>
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>
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