https://github.com/breakingbytes/uncertaintywrapper

Fast Uncertainty wrapper for any Python callable.
https://github.com/breakingbytes/uncertaintywrapper

Last synced: 3 months ago
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Fast Uncertainty wrapper for any Python callable.

• Host: GitHub
• URL: https://github.com/breakingbytes/uncertaintywrapper
• Owner: BreakingBytes
• License: bsd-3-clause
• Created: 2016-03-26T21:13:26.000Z (over 10 years ago)
• Default Branch: master
• Last Pushed: 2023-07-06T21:55:24.000Z (about 3 years ago)
• Last Synced: 2026-03-28T00:58:07.329Z (3 months ago)
• Language: Python
• Homepage: https://BreakingBytes.github.io/UncertaintyWrapper
• Size: 1.03 MB
• Stars: 12
• Watchers: 5
• Forks: 4
• Open Issues: 8
• Metadata Files:
  • Readme: README.rst
  • License: LICENSE

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README

          
.. image:: https://travis-ci.org/BreakingBytes/UncertaintyWrapper.svg?branch=master

    :target: https://travis-ci.org/BreakingBytes/UncertaintyWrapper

    

UncertaintyWrapper

==================

Use ``@unc_wrapper`` decorator to wrap any Python callable to append the

covariance and Jacobian matrices to the return values. See documentation and

tests for usage and examples.

Installation

------------

Use ``pip install UncertaintyWrapper`` to install from

`PyPI `_ or download a source

distribution, extract and use ``python setup.py install``.

Requirements

------------

* `NumPy `_

Optional Requirements

~~~~~~~~~~~~~~~~~~~~~

* `Nose `_ for testing.

* `Sphinx `_ to build documentation.

* `NREL SOLPOS `_ for testing

* `AlgoPy `_ for testing

Usage

-----

Example::

    from uncertainty_wrapper import unc_wraper

    import numpy as np

    @unc_wrapper

    def f(x):

        return np.exp(x)

    x, cov = np.array([[1.0]]), np.array([[0.1]])

    f(x, __covariance__=cov)

Returns::

    (array([[ 2.71828183]]),      # exp(1.0)

     array([[[ 0.73890561]]]),    # (delta-f)^2 = (df/dx)^2 * (delta-x)^2

     array([[[ 2.71828183]]]))    # df/dx = exp(x)

History

-------

Releases are named after

`geological eons, periods and epochs `_.

v0.4.2 Terreneuvian Series

~~~~~~~~~~~~~~~~~~~~~~~~~~

* futurize

* remove pint

`v0.4.1 `_ `Paleozoic Era `_

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

* Jagged arrays of covariance keys work now.

* simplify

`v0.4 `_ `Phanerozoic Era `_

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

* Fixes #5, ``ValueError`` if covariance keys have multiple observations

* fix covariance cross terms not scaled correctly

`v0.3.3 `_ `Neoproterozoic Era `_

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

* Fixes #4, ``ValueError`` if just one observation

`v0.3.2 `_ `Mesoproterozoic Era `_

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

* Fixes #2, don't need to tile scalar x for multiple observations

* Fixes #3, use sparse matrices for dot product instead of dense

* uses pvlib example instead of proprietary solar_utils

`v0.3.1 `_ `Paleoproterozoic Era `_

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

* Fixes #1 works with Pint's @ureg.wraps()

* Use indices for positional arguments. Don't use inspect.argspec since not

  guaranteed to be the same for wrapped or decorated functions

* Test Jacobian estimate for IV with `AlgoPy `_

* Show Jacobian errors plot in getting started docs.

`v0.3 `_ `Proterozoic Eon `_

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

* new ``unc_wrapper_args()`` allows selection of independent variables that the

  partial derivatives are with respect to and also grouping those arguments

  together so that in the original function they can stay unpacked.

* return values are grouped correctly so that they can remain unpacked in

  original function. These allow Uncertainty Wrapper to be used with

  `Pint's wrapper `_

* covariance now specified as dimensionaless fraction of square of arguments

* more complex tests: IV curve and solar position (requires

  `NREL's solpos `_)

`v0.2.1 `_ `Eoarchean Era `_

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

* update documentation

`v0.2 `_ `Archean Eon `_

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

* Fix nargs and nf order mixup in Jacobian

* add more complex test

* fix tile cov by nobs

* move partial derivative to subfunction

* try threading, but same speed, and would only work with NumPy anyway

`v0.1 `_ `Hadean Eon `_

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

* adds covariance to output

* allows __covariance__ to be passed as input

* uses estimate Jacobian based on central finite difference method