#! /usr/bin/env python

from openturns import *
from math import *

TESTPREAMBLE()
RandomGenerator.SetSeed(0)

try:

#
# Physical model
#

    inputFunction = Description(6)
    inputFunction[0] = "X1"
    inputFunction[1] = "X2"
    inputFunction[2] = "X3"
    inputFunction[3] = "X4"
    inputFunction[4] = "X5"
    inputFunction[5] = "X6"

    outputFunction = Description(1)
    outputFunction[0] = "G"

    formulas = Description(outputFunction.getSize())
    formulas[
        0] = "X1 + 2*X2 + 2*X3 + X4 - 5*X5 - 5*X6 +0.001*(sin(100*X1)+sin(100*X2)+sin(100*X3)+sin(100*X4)+sin(100*X5)+sin(100*X6))"

    EtatLimite = NumericalMathFunction(inputFunction, outputFunction, formulas)

    dim = EtatLimite.getInputDimension()
    print dim

    #
    # Probabilistic model
    #

    mean = NumericalPoint(dim, 0.0)
    mean[0] = 120.0
    mean[1] = 120.0
    mean[2] = 120.0
    mean[3] = 120.0
    mean[4] = 50.0
    mean[5] = 40.0

    sigma = NumericalPoint(dim, 0.0)
    sigma[0] = 12.0
    sigma[1] = 12.0
    sigma[2] = 12.0
    sigma[3] = 12.0
    sigma[4] = 15.0
    sigma[5] = 12.0

    BorneInf = 0.0

    component = Description(1)

    aCollection = DistributionCollection()

    marginal = LogNormal(mean[0], sigma[0], BorneInf, LogNormal.MUSIGMA)
    marginal.setName("First")
    component[0] = "One"
    marginal.setDescription(component)
    # Fill the first marginal of aCollection
    aCollection.add(Distribution(marginal, "First"))

    # Create a second marginal : distribution 1D
    marginal = LogNormal(mean[1], sigma[1], BorneInf, LogNormal.MUSIGMA)
    marginal.setName("Second")
    component[0] = "Two"
    marginal.setDescription(component)
    # Fill the second marginal of aCollection
    aCollection.add(Distribution(marginal, "Second"))

    # Create a third marginal : distribution 1D
    marginal = LogNormal(mean[2], sigma[2], BorneInf, LogNormal.MUSIGMA)
    marginal.setName("Third")
    component[0] = "Three"
    marginal.setDescription(component)
    # Fill the third marginal of aCollection
    aCollection.add(Distribution(marginal, "Third"))

    # Create a forth marginal : distribution 1D
    marginal = LogNormal(mean[3], sigma[3], BorneInf, LogNormal.MUSIGMA)
    marginal.setName("Forth")
    component[0] = "Four"
    marginal.setDescription(component)
    # Fill the forth marginal of aCollection
    aCollection.add(Distribution(marginal, "Forth"))

    # Create a fifth marginal : distribution 1D
    marginal = LogNormal(mean[4], sigma[4], BorneInf, LogNormal.MUSIGMA)
    marginal.setName("Fifth")
    component[0] = "Five"
    marginal.setDescription(component)
    # Fill the fifth marginal of aCollection
    aCollection.add(Distribution(marginal, "Fifth"))

    # Create a sixth marginal : distribution 1D
    marginal = LogNormal(mean[5], sigma[5], BorneInf, LogNormal.MUSIGMA)
    marginal.setName("Sixth")
    component[0] = "Six"
    marginal.setDescription(component)
    # Fill the sixth marginal of aCollection
    aCollection.add(Distribution(marginal, "Sixth"))

    # Create a copula : IndependentCopula (pas de correlation
    aCopula = IndependentCopula(aCollection.getSize())
    aCopula.setName("Independent copula")

    # Instanciate one distribution object
    myDistribution = ComposedDistribution(aCollection, aCopula)
    myDistribution.setName("myDist")

    start = myDistribution.getMean()
    Covariance = myDistribution.getCovariance()

    #
    # limit state
    #

    vect = RandomVector(myDistribution)

    output = RandomVector(EtatLimite, vect)

    myEvent = Event(output, ComparisonOperator(Less()), 0.0)

    #
    # Calculs
    #
    #
    # FORM/SORM Cobyla
    myCobyla = Cobyla()
    parameters = CobylaSpecificParameters()
    parameters.setRhoBeg(0.1)
    myCobyla.setSpecificParameters(parameters)
    myCobyla.setMaximumIterationsNumber(1000)
    myCobyla.setMaximumAbsoluteError(1.0e-4)
    myCobyla.setMaximumRelativeError(1.0e-4)
    myCobyla.setMaximumResidualError(1.0e-4)
    myCobyla.setMaximumConstraintError(1.0e-4)

    myAlgoC = FORM(myCobyla, myEvent, start)

    myAlgoC.run()

    resultC = FORMResult(myAlgoC.getResult())

    #
    # FORM/SORM Abdo Rackwitz
    myAbdoRackwitz = AbdoRackwitz()
    parameters = AbdoRackwitzSpecificParameters()
    myAbdoRackwitz.setSpecificParameters(parameters)
    myAbdoRackwitz.setMaximumIterationsNumber(1000)
    myAbdoRackwitz.setMaximumAbsoluteError(1.0e-6)
    myAbdoRackwitz.setMaximumRelativeError(1.0e-6)
    myAbdoRackwitz.setMaximumResidualError(1.0e-6)
    myAbdoRackwitz.setMaximumConstraintError(1.0e-6)

    myAlgoAR = FORM(myAbdoRackwitz, myEvent, start)

    myAlgoAR.run()

    resultAR = FORMResult(myAlgoAR.getResult())

    #
    # Monte Carlo
    CoV_MC = 0.5
    myMC = MonteCarlo(myEvent)
    myMC.setMaximumOuterSampling(1000)
    myMC.setBlockSize(100)
    myMC.setMaximumCoefficientOfVariation(CoV_MC)
    myMC.run()

    #
    # LHS
    CoV_LHS = 0.1
    myLHS = LHS(myEvent)
    myLHS.setMaximumOuterSampling(1000)
    myLHS.setBlockSize(10)
    myLHS.setMaximumCoefficientOfVariation(CoV_LHS)
    myLHS.run()

    #
    # Directional Sampling
    CoV_DS = 0.1
    myDS1 = DirectionalSampling(myEvent, RootStrategy(
        RiskyAndFast()), SamplingStrategy(RandomDirection()))
    myDS1.setMaximumOuterSampling(1000)
    myDS1.setBlockSize(10)
    myDS1.setMaximumCoefficientOfVariation(CoV_DS)
    myDS1.run()

    myDS2 = DirectionalSampling(myEvent, RootStrategy(
        MediumSafe()), SamplingStrategy(RandomDirection()))
    myDS2.setMaximumOuterSampling(1000)
    myDS2.setBlockSize(10)
    myDS2.setMaximumCoefficientOfVariation(CoV_DS)
    myDS2.run()

    myDS3 = DirectionalSampling(myEvent, RootStrategy(
        SafeAndSlow()), SamplingStrategy(RandomDirection()))
    myDS3.setMaximumOuterSampling(1000)
    myDS3.setBlockSize(10)
    myDS3.setMaximumCoefficientOfVariation(CoV_DS)
    myDS3.run()

    #
    # Importance Sampling avec Standard Event
    meanSE = NumericalPoint(dim, 0.0)
    for i in range(resultAR.getStandardSpaceDesignPoint().getDimension()):
        meanSE[i] = resultAR.getStandardSpaceDesignPoint()[i]
    sigmaSE = NumericalPoint(dim, 1.0)
    CorrSE = IdentityMatrix(dim)
    myImportanceSE = Normal(meanSE, sigmaSE, CorrSE)

    myStandardEvent = StandardEvent(myEvent)

    myISS = ImportanceSampling(myStandardEvent, myImportanceSE)
    myISS.setMaximumOuterSampling(1000)
    myISS.setBlockSize(10)
    myISS.setMaximumCoefficientOfVariation(0.1)
    myISS.run()

    # Importance Sampling avec Event
    meanE = NumericalPoint(dim, 0.0)
    for i in range(resultC.getPhysicalSpaceDesignPoint().getDimension()):
        meanE[i] = resultC.getPhysicalSpaceDesignPoint()[i]

    sigmaE = NumericalPoint(dim, 0.0)
    for i in range(resultC.getPhysicalSpaceDesignPoint().getDimension()):
        sigmaE[i] = sqrt(Covariance[i, i])

    CorrE = IdentityMatrix(dim)

    myImportanceE = Normal(meanE, sigmaE, CorrE)

    myIS = ImportanceSampling(myEvent, myImportanceE)
    myIS.setMaximumOuterSampling(1000)
    myIS.setBlockSize(10)
    myIS.setMaximumCoefficientOfVariation(0.1)
    myIS.run()
    #

    #
    # Outputs
    #
    print ""
    print ""
    print "************************************************************************************************"
    print "***************************************** FORM  COBYLA *****************************************"
    print "************************************************************************************************"
    print "event probability = %.5e" % PfC
    print "generalized reliability index = %.5f" % Beta_generalizedC
    print "************************************************************************************************"
    for i in range(u_starC.getDimension()):
        print "standard space design point = %.5f" % u_starC[i]
    print "************************************************************************************************"
    for i in range(x_starC.getDimension()):
        print "physical space design point = %.5f" % x_starC[i]
    print "************************************************************************************************"
    print "is standard point origin in failure space? ", PtC
    print "************************************************************************************************"
    for i in range(gammaC.getDimension()):
        print "importance factors = %.5f" % gammaC[i]
    print "************************************************************************************************"
    print "Hasofer reliability index = %.5f" % beta_hasoferC
    print "************************************************************************************************"
    for i in range(SensitivityC.getSize()):
        for j in range(SensitivityC[i].getDimension()):
            print "Pf sensitivity = %.5f" % SensitivityC[i][j]
    print "************************************************************************************************"
    print ""
    print "************************************************************************************************"
    print "************************************** FORM ABDO RACKWITZ **************************************"
    print "************************************************************************************************"
    print "event probability = %.5e" % PfAR
    print "generalized reliability index = %.5f" % Beta_generalizedAR
    print "************************************************************************************************"
    for i in range(u_starAR.getDimension()):
        print "standard space design point = %.5f" % u_starAR[i]
    print "************************************************************************************************"
    for i in range(x_starAR.getDimension()):
        print "physical space design point = %.5f" % x_starAR[i]
    print "************************************************************************************************"
    print "is standard point origin in failure space? ", PtAR
    print "************************************************************************************************"
    for i in range(gammaAR.getDimension()):
        print "importance factors = %.5f" % gammaAR[i]
    print "************************************************************************************************"
    print "Hasofer reliability index = %.5f" % beta_hasoferAR
    print "************************************************************************************************"
    for i in range(SensitivityAR.getSize()):
        for j in range(SensitivityAR[i].getDimension()):
            print "Pf sensitivity = %.5f" % SensitivityAR[i][j]
    print "************************************************************************************************"
    print ""
    print "************************************************************************************************"
    print "***************************************** SORM  COBYLA *****************************************"
    print "************************************************************************************************"
    print "Breitung event probability = %.5e" % PFBreitC2
    print "Breitung generalized reliability index = %.5f" % BetaBreitC2
    print "HohenBichler event probability = %.5e" % PFHBC2
    print "HohenBichler generalized reliability index = %.5f" % BetaHBC2
    print "Tvedt event probability = %.5e" % PFTvedtC2
    print "Tvedt generalized reliability index = %.5f" % BetaTvedtC2
    print "************************************************************************************************"
    for i in range(CurvC2.getDimension()):
        print "sorted curvatures = %.5f" % cleanScalar(CurvC2[i])
    print "************************************************************************************************"
    for i in range(u_starC2.getDimension()):
        print "standard space design point = %.5f" % u_starC2[i]
    print "************************************************************************************************"
    for i in range(x_starC2.getDimension()):
        print "physical space design point = %.5f" % x_starC2[i]
    print "************************************************************************************************"
    print "************************************************************************************************"
    print "is standard point origin in failure space? ", PtC2
    print "************************************************************************************************"
    for i in range(gammaC2.getDimension()):
        print "importance factors = %.5f" % gammaC2[i]
    print "************************************************************************************************"
    print "Hasofer reliability index = %.5f" % beta_hasoferC2
    print "************************************************************************************************"
    print ""
    print "************************************************************************************************"
    print "************************************** SORM ABDO RACKWITZ **************************************"
    print "************************************************************************************************"
    print "Breitung event probability = %.5e" % PFBreitAR2
    print "Breitung generalized reliability index = %.5f" % BetaBreitAR2
    print "HohenBichler event probability = %.5e" % PFHBAR2
    print "HohenBichler generalized reliability index = %.5f" % BetaHBAR2
    print "Tvedt event probability = %.5e" % PFTvedtAR2
    print "Tvedt generalized reliability index = %.5f" % BetaTvedtAR2
    print "************************************************************************************************"
    for i in range(CurvAR2.getDimension()):
        print "sorted curvatures = %.5f" % cleanScalar(CurvAR2[i])
    print "************************************************************************************************"
    for i in range(u_starAR2.getDimension()):
        print "standard space design point = %.5f" % u_starAR2[i]
    print "************************************************************************************************"
    for i in range(x_starAR2.getDimension()):
        print "physical space design point = %.5f" % x_starAR2[i]
    print "************************************************************************************************"
    print "************************************************************************************************"
    print "is standard point origin in failure space? ", PtAR2
    print "************************************************************************************************"
    for i in range(gammaAR2.getDimension()):
        print "importance factors = %.5f" % gammaAR2[i]
    print "************************************************************************************************"
    print "Hasofer reliability index = %.5f" % beta_hasoferAR2
    print "************************************************************************************************"
    print ""
    print "************************************************************************************************"
    print "**************************************** MONTE CARLO *******************************************"
    print "************************************************************************************************"
    print "Pf estimation = %.5e" % PFMC
    print "Pf Variance estimation = %.5e" % Variance_PF_MC
    print "CoV = %.5f" % CVMC
    print "90% Confidence Interval =", "%.5e" % length90MC
    print "CI at 90% =[", "%.5e" % (PFMC - 0.5 * length90MC), "; %.5e" % (PFMC + 0.5 * length90MC), "]"
    print "************************************************************************************************"
    print ""
    print "************************************************************************************************"
    print "******************************************* L H S **********************************************"
    print "************************************************************************************************"
    print "Pf estimation = %.5e" % PFLHS
    print "Pf Variance estimation = %.5e" % Variance_PF_LHS
    print "CoV = %.5f" % CVLHS
    print "90% Confidence Interval =", "%.5e" % length90LHS
    print "CI at 90% =[", "%.5e" % (PFLHS - 0.5 * length90LHS), "; %.5e" % (PFLHS + 0.5 * length90LHS), "]"
    print "************************************************************************************************"
    print ""

except:
    import sys
    print "t_Waarts_noisy_lsf.py", sys.exc_type, sys.exc_value
