Tools for the construction of transport maps
This package provides basic functionalities for the construction of monotonic transport maps.
*nix like OS (Linux, Unix, …)
Other operating systems have not been tested and they likely require a more complex procedure for the installation (this includes the Microsoft Windows family..).
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 numpy $ pip install –upgrade TransportMaps
If one whish to enable some of the optional dependencies:
$ MPI=True SPHINX=True PLOT=True H5PY=True pip install –upgrade TransportMaps
These options will install the following modules:
PLOT – plotting capabilities:
SPHINX – documentation generation routines:
H5PY – routines for the storage of big data-set. It requires the separate installation of the hdf5 backend.
PYHMC – routines for Hamiltonian Markov Chain Monte Carlo
If anything goes wrong with the automatic installation you can try to install manually the following packages.
Mandatory Back-end packages (usually installed with numpy):
Mandatory Python packages:
Finally install TransportMaps:
$ pip install TransportMaps
Running the Unit Tests
Unit tests are available and can be run through the command:
>>> import TransportMaps as TM >>> TM.tests.run_all()
There are >3500 unit tests, and it will take some time to run all of them.
This sofware has been developed and is being maintained by the Uncertainty Quantification Group at MIT, under the guidance of Prof. Youssef Marzouk.
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