Tools for the construction of transport maps
Project description
This package provides basic functionalities for the construction of monotonic transport maps.
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
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 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:
MPI – parallelization routines (see the tutorial). It requires the separate installation of an MPI backend (openMPI, mpich, etc.). The following Python modules will be installed: * mpi4py * mpi_map
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
Manual installation
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:
numpy >= 1.10
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.
Status
Serial |
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MPI |
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
Project details
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