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 TransportMaps
If one whish to enable some of the optional dependencies:
$ pip install –upgrade TransportMaps[PLOTTING]
These options will install the following modules:
MPI – parallelization routines (not supported right now) * mpi4py * mpi_map
PLOTTING – plotting capabilities:
DOLFIN – dolfin package for Partial Differential Equations
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:
>>> import TransportMaps as TM >>> TM.tests.run_tests()
Or directly using the bash command:
$ tmap-run-tests
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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