Scilab Home Page | Wiki | Bug Tracker | Forge | Mailing List Archives | Scilab Online Help | File Exchange
ATOMS : NISP details
Please login or create an account

NISP

Non Intrusive Spectral Projection
(2588 downloads for this version - 34646 downloads for all versions)
Details
Version
2.4
A more recent valid version exists: 2.7
Authors
Jean-Marc Martinez
Michael Baudin
John Burkardt
Knut Petras
Chong Gu
Owner Organization
CEA / INRIA, and others
Maintainer
Michael Baudin
License
Dependencies
Creation Date
August 8, 2012
Source created on
Scilab 5.3.x
Binaries available on
Scilab 5.3.x:
Windows 32-bit Linux 32-bit Windows 64-bit MacOSX Linux 64-bit
Install command
--> atomsInstall("NISP")
Description
            This module allows to perform sensitivity analysis. 
This is the analysis of the uncertainty in the 
output of a given model, depending on the uncertainty in its 
inputs. 

The analysis is based on chaos polynomials, which are orthogonal polynomials
which are used as an approximation of the original model. Once the coefficients
of the chaos polynomial are computed, the associated sensitivity indices are
straightforward to get.

This toolbox has been created in the context of the 
OPUS project :

http://opus-project.fr/

within the workpackage 2.1.1 "Construction de méta-modèles".
This project has received funding (2008-2011) by 
Agence Nationale de la recherche :

http://www.agence-nationale-recherche.fr/

See in the help provided in the help/en_US directory of the 
toolbox for more information about its use.
Use cases are presented in the demos directory.

Features
--------

Main Features:

 * randvar: 
   * Manage various types of random variables
   * uniform, normal, exponential, log-normal
 * setrandvar: 
   * Manage various sampling methods for sets of random variables 
   * Monte-Carlo, Sobol Quasi-Random, Latin Hypercube Sampling, 
     LHS Max Min sampling, and various samplings based 
     on Smolyak Cubature points.
 * polychaos: 
   * Manage polynomial chaos expansion and get specific outputs
   * mean, variance, sensitivity indices, quantiles, Wilks quantiles, 
     correlation, etc...
   * Generate a stand-alone C source code which computes the output of 
     the polynomial chaos expansion.

Configuration Functions:

 * nisp_destroyall : Destroy all current objects.
 * nisp_getpath : Returns the path to the current module.
 * nisp_initseed : Sets the seed of the uniform random number generator.
 * nisp_printall : Prints all current objects.
 * nisp_shutdown : Shuts down the NISP toolbox.
 * nisp_startup : Starts up the NISP toolbox.
 * nisp_verboselevelget : Returns the current verbose level.
 * nisp_verboselevelset : Sets the current verbose level.

Sensitivity Analysis

 * nisp_bruteforcesa : Compute sensitivity indices by brute force.
 * nisp_sobolsaAll : Compute sensitivity indices by Sobol, Ishigami, Homma.
 * nisp_sobolsaFirst : Compute sensitivity indices by Sobol, Ishigami, Homma.
 * nisp_sobolsaTotal : Compute sensitivity indices by Sobol, Ishigami, Homma.

Support functions:

 * nisp_buildlhs : Creates a LHS design
 * nisp_corrcoef : Returns the linear correlation coefficient of x and y.
 * nisp_cov : Returns the empirical covariance matrix of x and y.
 * nisp_erfcinv : Computes the inverse erfc function.
 * nisp_expcdf : Computes the Exponential CDF.
 * nisp_expinv : Computes the Exponential quantile.
 * nisp_exppdf : Computes the Exponential PDF.
 * nisp_lognormalcdf : Computes the Lognormal CDF.
 * nisp_lognormalinv : Computes the Lognormal quantile.
 * nisp_lognormalpdf : Computes the Lognormal PDF.
   
Test functions:

 * nisp_ishigami : Returns the Ishigami function.
 * nisp_ishigamisa : Exact sensitivity analysis for the Ishigami function
 * nisp_product : Returns the value of the Product function
 * nisp_productsa : Exact sensitivity analysis for the Product function
 * nisp_sum : Returns the value of the Product function
 * nisp_sumsa : Returns the sensitivity indices of the Sum function

Acknowledgements
----------------

 * Paul Beaucaire
 * Allan Cornet            
Files (6)
[910.01 kB]
Source code archive
fixed the case of nisp.demo.gateway.sce -> NISP.demo.gateway.sce so that it
works on linux.
[1.40 MB]
Windows 32-bit binary for Scilab 5.3.x
Windows 32-bit
Automatically generated by the ATOMS compilation chain

[990.63 kB]
Linux 32-bit binary for Scilab 5.3.x
Linux 32-bit
Automatically generated by the ATOMS compilation chain

[1.39 MB]
Windows 64-bit binary for Scilab 5.3.x
Windows 64-bit
Automatically generated by the ATOMS compilation chain

[926.41 kB]
MacOSX binary for Scilab 5.3.x
MacOSX version
Automatically generated by the ATOMS compilation chain

[976.59 kB]
Linux 64-bit binary for Scilab 5.3.x
Linux 64-bit
Automatically generated by the ATOMS compilation chain

News (0)
Comments (2)     Leave a comment 
Comment from Michael Baudin -- August 8, 2012, 10:23:26 AM    
Here is the changelog of the v2.4.


NISP (v2.4 - August 2012)
 * Improved description of size of input and output arguments of 
   polychaos methods.
 * Added sources of the LaTeX files presented at 
   Journees de Statistiques de Marseille.
 * Updated nisp_sobolsa: forced sensitivity indices to be in [0,1].
 * Clarified help page of nisp_sobolsa.
 * Created help section for sensitivity analysis.
 * Used apifun_argindefault.
 * Used specfun_ismember.
 * Created nisp_sobolsaFirst.
   Created nisp_sobolsaTotal.
   Created nisp_sobolsaAll.
   This lets the user compute the total S.A. indices, 
   without computing the first order indices.
   This lets the user compute the partial S.A. indices, 
   without computing the total indices.
   Tagged nisp_sobolsa as obsolete: will be removed in 2.5.
 * Fixed launching of randvar demos (bug 523).
 * Added the confidence interval for first S.A. indices from Sobol.
 * Fixed bug in nisp_lognormalpdf.sci.
   This produced errors in the example of "randvar": 
   the plot of the lognormal density did not match the plot 
   of the histogram of log-normal variables.
 * Removed use of MSDOS variable, for compatibility with Scilab 5.4.
 * Improved nisp_cov to take into account for 
   matrices of datas and normalization coefficients.
 * Fixed a bug in the smolyak library (export of the symbols in the dll).
 * Added the original C tests.
 * Added pragmas to disable some not interesting warnings.
 * Added a test to check the demos.
 * Fixed _crtIsValidHeapPointer exception generated by the strings 
   exchanged between dlls.
 * Updated unit tests.
 * Fixed bug #816: the macros cleaner was wrong.
 * Fixed bug #811: the authors of parts of NISP were 
 not acknowledged.
Comment from Michael Baudin -- September 2, 2012, 08:21:34 PM    
This is a test on Windows 7 64bits and Scilab 5.3.3.

-->atomsInstall('NISP')
 ans  =
 
!NISP     2.4-1  user  SCIHOME\atoms\NISP\2.4-1     I  !
!                                                      !
!assert   1.3-1  user  SCIHOME\atoms\assert\1.3-1   A  !
!                                                      !
!specfun  0.4-2  user  SCIHOME\atoms\specfun\0.4-2  A  !
!                                                      !
!apifun   0.3-1  user  SCIHOME\atoms\apifun\0.3-1   A  !
!                                                      !
!helptbx  0.2-1  user  SCIHOME\atoms\helptbx\0.2-1  A  !

...restart Scilab...

-->atomsTest('NISP')
   TMPDIR = C:\Users\Gros\AppData\Local\Temp\SCI_TMP_2332_

   001/062 - [SCIHOME\atoms\NISP\2.4-1] demos......................skipped : not yet fixed

   002/062 - [SCIHOME\atoms\NISP\2.4-1] nisp_destroyall............passed 
   003/062 - [SCIHOME\atoms\NISP\2.4-1] nisp_initseed..............passed 
   004/062 - [SCIHOME\atoms\NISP\2.4-1] nisp_printall..............passed 
   005/062 - [SCIHOME\atoms\NISP\2.4-1] nisp_verboselevelget.......passed 
   006/062 - [SCIHOME\atoms\NISP\2.4-1] randvar1...................passed 
   007/062 - [SCIHOME\atoms\NISP\2.4-1] setrandvar1................passed 
   008/062 - [SCIHOME\atoms\NISP\2.4-1|polychaos] polychaos_computepassed 
   009/062 - [SCIHOME\atoms\NISP\2.4-1|polychaos] polychaos_computeexppassed 
   010/062 - [SCIHOME\atoms\NISP\2.4-1|polychaos] polychaos_freememorypassed 
   011/062 - [SCIHOME\atoms\NISP\2.4-1|polychaos] polychaos_freememtargetpassed 
   012/062 - [SCIHOME\atoms\NISP\2.4-1|polychaos] polychaos_generatecodepassed 
   013/062 - [SCIHOME\atoms\NISP\2.4-1|polychaos] polychaos_getanovapassed 
   014/062 - [SCIHOME\atoms\NISP\2.4-1|polychaos] polychaos_getcorrelationpassed 
   015/062 - [SCIHOME\atoms\NISP\2.4-1|polychaos] polychaos_getcovariancepassed 
   016/062 - [SCIHOME\atoms\NISP\2.4-1|polychaos] polychaos_getdimexppassed 
   017/062 - [SCIHOME\atoms\NISP\2.4-1|polychaos] polychaos_getdiminputpassed 
   018/062 - [SCIHOME\atoms\NISP\2.4-1|polychaos] polychaos_getgroupindpassed 
   019/062 - [SCIHOME\atoms\NISP\2.4-1|polychaos] polychaos_getgroupinterpassed 
   020/062 - [SCIHOME\atoms\NISP\2.4-1|polychaos] polychaos_getindexfirstpassed 
   021/062 - [SCIHOME\atoms\NISP\2.4-1|polychaos] polychaos_getindextotalpassed 
   022/062 - [SCIHOME\atoms\NISP\2.4-1|polychaos] polychaos_getinvquantilepassed 
   023/062 - [SCIHOME\atoms\NISP\2.4-1|polychaos] polychaos_getlog.passed 
   024/062 - [SCIHOME\atoms\NISP\2.4-1|polychaos] polychaos_getmeanpassed 
   025/062 - [SCIHOME\atoms\NISP\2.4-1|polychaos] polychaos_getmultindpassed 
   026/062 - [SCIHOME\atoms\NISP\2.4-1|polychaos] polychaos_getquantilepassed 
   027/062 - [SCIHOME\atoms\NISP\2.4-1|polychaos] polychaos_getquantwilkspassed 
   028/062 - [SCIHOME\atoms\NISP\2.4-1|polychaos] polychaos_getsamplepassed 
   029/062 - [SCIHOME\atoms\NISP\2.4-1|polychaos] polychaos_getvariancepassed 
   030/062 - [SCIHOME\atoms\NISP\2.4-1|polychaos] polychaos_new....passed 
   031/062 - [SCIHOME\atoms\NISP\2.4-1|polychaos] polychaos_realisationpassed 
   032/062 - [SCIHOME\atoms\NISP\2.4-1|polychaos] polychaos_save...passed 
   033/062 - [SCIHOME\atoms\NISP\2.4-1|polychaos] polychaos_setdegreepassed 
   034/062 - [SCIHOME\atoms\NISP\2.4-1|polychaos] polychaos_setdimoutputpassed 
   035/062 - [SCIHOME\atoms\NISP\2.4-1|polychaos] polychaos_setsizetargetpassed 
   036/062 - [SCIHOME\atoms\NISP\2.4-1|polychaos] polychaos_settargetpassed 
   037/062 - [SCIHOME\atoms\NISP\2.4-1|safunctions] bruteforcesa...passed 
   038/062 - [SCIHOME\atoms\NISP\2.4-1|safunctions] sobolsa........passed 
   039/062 - [SCIHOME\atoms\NISP\2.4-1|safunctions] sobolsaAll.....passed 
   040/062 - [SCIHOME\atoms\NISP\2.4-1|safunctions] sobolsaFirst...passed 
   041/062 - [SCIHOME\atoms\NISP\2.4-1|safunctions] sobolsaTotal...passed 
   042/062 - [SCIHOME\atoms\NISP\2.4-1|support] nisp_buildlhs......passed 
   043/062 - [SCIHOME\atoms\NISP\2.4-1|support] nisp_corrcoef......passed 
   044/062 - [SCIHOME\atoms\NISP\2.4-1|support] nisp_cov...........passed 
   045/062 - [SCIHOME\atoms\NISP\2.4-1|support] nisp_erfcinv.......passed 
   046/062 - [SCIHOME\atoms\NISP\2.4-1|support] nisp_expcdf........passed 
   047/062 - [SCIHOME\atoms\NISP\2.4-1|support] nisp_expinv........passed 
   048/062 - [SCIHOME\atoms\NISP\2.4-1|support] nisp_exppdf........passed 
   049/062 - [SCIHOME\atoms\NISP\2.4-1|support] nisp_lognormalcdf..passed 
   050/062 - [SCIHOME\atoms\NISP\2.4-1|support] nisp_lognormalinv..passed 
   051/062 - [SCIHOME\atoms\NISP\2.4-1|support] nisp_lognormalpdf..passed 
   052/062 - [SCIHOME\atoms\NISP\2.4-1|testfuns] nisp_ishigami.....passed 
   053/062 - [SCIHOME\atoms\NISP\2.4-1|testfuns] nisp_ishigamisa...passed 
   054/062 - [SCIHOME\atoms\NISP\2.4-1|testfuns] nisp_product......passed 
   055/062 - [SCIHOME\atoms\NISP\2.4-1|testfuns] nisp_productsa....passed 
   056/062 - [SCIHOME\atoms\NISP\2.4-1|testfuns] nisp_sum..........passed 
   057/062 - [SCIHOME\atoms\NISP\2.4-1|testfuns] nisp_sumsa........passed 
   058/062 - [SCIHOME\atoms\NISP\2.4-1] ticket_209.................passed 
   059/062 - [SCIHOME\atoms\NISP\2.4-1] ticket_210.................passed 
   060/062 - [SCIHOME\atoms\NISP\2.4-1] ticket_211.................passed 
   061/062 - [SCIHOME\atoms\NISP\2.4-1] ticket_212.................passed 
   062/062 - [SCIHOME\atoms\NISP\2.4-1] ticket_222.................passed 

   --------------------------------------------------------------------------
   Summary

   tests                       62 - 100 % 
   passed                      61 -  98 % 
   failed                       0 -   0 % 
   skipped                      1 -   1 % 
   length                          69.95 sec 
   --------------------------------------------------------------------------

Regards,

Michaël
Leave a comment
You must register and log in before leaving a comment.
Email notifications
Send me email when this toolbox has changes, new files or a new release.
You must register and log in before setting up notifications.