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 uv.
Installation requirements
gcc (or an alternative C/C++ compiler, needed for some of the dependencies)
Automatic installation
The package and its python dependencies can be installed running the command:
$ pip install TransportMaps
If one whish to enable some of the optional dependencies:
$ pip install TransportMaps[SUITESPARSE]
These options will install the following modules:
SUITESPARSE – scikit-sparse
This requires scitik-sparse and the package libsuitesparse-dev
Running the Unit Tests
Unit tests are available and can be run through the commands:
$ python -m unittest discover -s TransportMaps.tests
If you want to run the tests in parallel (only serial tests can be run in parallel, while parallel tests must be run in serial mode to allow the package to use dask parallelization), you can use unittest-parallel with
$ unittest-parallel -j 4 -s TransportMaps.tests.serial
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
Project details
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