transportmaps 3.0.13

Description:

transportmaps 3.0.13

This package provides basic functionalities for the construction of monotonic transport maps.

Binary (PyPi)
Source (Bitbucket)
Homepage
Q&A & Bug-tracking


Supported systems

*nix like OS (Linux, Unix, …)
Mac OS

Other operating systems have not been tested and they likely require a more complex procedure for the installation (this includes the Microsoft Windows family..).
We reccommend to work in a virtual environment using virtualenv or Anaconda.


Installation requirements

gcc (or an alternative C/C++ compiler)
gfortran (or an alternative Fortran compiler)



Automatic installation
First of all make sure to have the latest version of pip installed

$ pip install –upgrade pip

The package and its python dependencies can be installed running the command:

$ pip install –upgrade TransportMaps

If one whish to enable some of the optional dependencies:

$ pip install –upgrade TransportMaps[SUITESPARSE]

These options will install the following modules:

DOLFIN – dolfin package for Partial Differential Equations
SUITESPARSE – scikit-sparse


This requires scitik-sparse and the package libsuitesparse-dev



HMC – Hamiltonian Monte Carlo pyhmc (it requires having numpy and cython already installed)



Running the Unit Tests
Unit tests are available and can be run through the commands:

>>> import TransportMaps as TM
>>> TM.tests.run_tests()


Or directly using the bash command:

$ tmap-run-tests

The Git repository also contains a docker-compose configuration file to test the whole suite on several
versions of python.
There are >2000 unit tests, and it will take some time to run all of them.


Credits
This sofware has been developed and is being maintained by the Uncertainty Quantification Group at MIT, under the guidance of Prof. Youssef Marzouk.
Developing team

Daniele Bigoni – [www]
Alessio Spantini
Rebecca Morrison
Ricardo M. Baptista