MonteCarlo Variable object

This python object is a Monte Carlo variable.

• It is initialized with a central value, uncertainty and (optionnaly) distribution law
• It stores a value according to this probability distirbution
• The value is returned when converted to float or int
• The MC value is renewed only when calling mcvariable.refresh()
• The module also includes a generator function to geneate multiple outcome of the random variable.

MCVariable usage:

The object is initialized with

MCVariable(parameters: Sequence[Number], 
           law: Callable[..., Number],
           keep_positive: bool = True, 
           non_zero: bool = True,
		   replace_zero_with: float = 1e-20)

With the parameters:

• parameters: parameters of the probability law.
  As a tuple or list of numbers/
• law : Distribution law of the random variable
  As a callable taking *parameters as arguments
  and returning a number/
• keep_positive (bool) = True : keep the value >=0
• non_zero (bool) = True : prevent the value to be exactly 0.0000
• replace_zero_with (float) = 1e-20 : if the previous parameters is True,
  replace all 0 by this value.

To be used, it is recommended to convert explicitely the variable as int or float:

mcv = mcvariable.MCVariable((0., 1.))
print(f"{int(mcv)}")

Default probability laws

The module includes two probability law by default:

• mcvariable.law_gaussian which takes two parameters: (mean, stddev)
• mcvariable.law_flat whic takes to parameters: (central, delta) (and retruns a value within the (central - delta, central + delta) range.

Generator

To obtain a series of realization of the random variable, use the mcvariable.MCGenerator function that returns a generator.

mcvariable.MCGenerator(mcv: MCVariable,
                       nmax: Number = math.inf,
					   variable_type: type = float)

The parameters are :

• mcv the MCVariable instance to use to generate the values
• nmax number of elements to return (by defaultl infinite)
• variable_type: the type of value to return (float by default, can be changed to int).

Testing

The module comes with a test script test_mcvariable.py.

Authors

• Greg Henning - ghenning​.at.​iphc․cnrs․fr

License

This project is licensed under the CeCILL FREE SOFTWARE LICENSE AGREEMENT.

See LICENSE for more.