Welcome to Uncertainty Wrapper’s documentation!¶

Version: 0.4.1 (Paleozoic Era)

Contents:

Indices and tables¶

UncertaintyWrapper¶

Use @unc_wrapper decorator to wrap any Python callable to append the covariance and Jacobian matrices to the return values. See documentation and tests for usage and examples.

Installation¶

Use pip install UncertaintyWrapper to install from PyPI or download a source distribution, extract and use python setup.py install.

Requirements¶

NumPy

Optional Requirements¶

Nose for testing.
Sphinx to build documentation.
NREL SOLPOS for testing
AlgoPy for testing

Usage¶

Example:

from uncertainty_wrapper import unc_wraper
import numpy as np

@unc_wrapper
def f(x):
    return np.exp(x)

x, cov = np.array([[1.0]]), np.array([[0.1]])
f(x, __covariance__=cov)

Returns:

(array([[ 2.71828183]]),      # exp(1.0)
 array([[[ 0.73890561]]]),    # (delta-f)^2 = (df/dx)^2 * (delta-x)^2
 array([[[ 2.71828183]]]))    # df/dx = exp(x)

History¶

Releases are named after geological eons, periods and epochs.

v0.4.1 Paleozoic Era ¶

Jagged arrays of covariance keys work now.
simplify

v0.4 Phanerozoic Era ¶

Fixes #5, ValueError if covariance keys have multiple observations
fix covariance cross terms not scaled correctly

v0.3.3 Neoproterozoic Era ¶

Fixes #4, ValueError if just one observation

v0.3.2 Mesoproterozoic Era ¶

Fixes #2, don’t need to tile scalar x for multiple observations
Fixes #3, use sparse matrices for dot product instead of dense
uses pvlib example instead of proprietary solar_utils

v0.3.1 Paleoproterozoic Era ¶

Fixes #1 works with Pint’s @ureg.wraps()
Use indices for positional arguments. Don’t use inspect.argspec since not guaranteed to be the same for wrapped or decorated functions
Test Jacobian estimate for IV with AlgoPy
Show Jacobian errors plot in getting started docs.

v0.3 Proterozoic Eon ¶

new unc_wrapper_args() allows selection of independent variables that the partial derivatives are with respect to and also grouping those arguments together so that in the original function they can stay unpacked.
return values are grouped correctly so that they can remain unpacked in original function. These allow Uncertainty Wrapper to be used with Pint’s wrapper
covariance now specified as dimensionaless fraction of square of arguments
more complex tests: IV curve and solar position (requires NREL’s solpos)