Package user_functions :: Module monte_carlo
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Source Code for Module user_functions.monte_carlo

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  2  #                                                                             # 
  3  # Copyright (C) 2004-2014 Edward d'Auvergne                                   # 
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 21   
 22  # Module docstring. 
 23  """The monte_carlo user function definitions for Monte Carlo simulations.""" 
 24   
 25  # relax module imports. 
 26  from graphics import WIZARD_IMAGE_PATH 
 27  from pipe_control import error_analysis 
 28  from user_functions.data import Uf_info; uf_info = Uf_info() 
 29  from user_functions.objects import Desc_container 
 30   
 31   
 32  # Generic description document, used in all user functions. 
 33  monte_carlo_desc = Desc_container("Monte Carlo Simulation Overview") 
 34  monte_carlo_desc.add_paragraph("For proper error analysis using Monte Carlo simulations, a sequence of function calls is required for running the various simulation components.  The steps necessary for implementing Monte Carlo simulations are:") 
 35  monte_carlo_desc.add_item_list_element("1", "The measured data set together with the corresponding error set should be loaded into relax.") 
 36  monte_carlo_desc.add_item_list_element("2", "Either minimisation is used to optimise the parameters of the chosen model, or a calculation is run.") 
 37  monte_carlo_desc.add_item_list_element("3", "To initialise and turn on Monte Carlo simulations, the number of simulations, n, needs to be set.") 
 38  monte_carlo_desc.add_item_list_element("4", "The simulation data needs to be created either by back calculation from the fully minimised model parameters from step 2 or by direct calculation when values are calculated rather than minimised.  The error set is used to randomise each simulation data set by assuming Gaussian errors.  This creates a synthetic data set for each Monte Carlo simulation.") 
 39  monte_carlo_desc.add_item_list_element("5", "Prior to minimisation of the parameters of each simulation, initial parameter estimates are required.  These are taken as the optimised model parameters.  An alternative is to use a grid search for each simulation to generate initial estimates, however this is extremely computationally expensive.  For the case where values are calculated rather than minimised, this step should be skipped (although the results will be unaffected if this is accidentally run).") 
 40  monte_carlo_desc.add_item_list_element("6", "Each simulation requires minimisation or calculation.  The same techniques as used in step 2, excluding the grid search when minimising, should be used for the simulations.") 
 41  monte_carlo_desc.add_item_list_element("7", "Failed simulations are removed using the techniques of model elimination.") 
 42  monte_carlo_desc.add_item_list_element("8", "The model parameter errors are calculated from the distribution of simulation parameters.") 
 43  monte_carlo_desc.add_paragraph("Monte Carlo simulations can be turned on or off using functions within this class.  Once the function for setting up simulations has been called, simulations will be turned on.  The effect of having simulations turned on is that the functions used for minimisation (grid search, minimise, etc) or calculation will only affect the simulation parameters and not the model parameters.  By subsequently turning simulations off using the appropriate function, the functions used in minimisation will affect the model parameters and not the simulation parameters.") 
 44  monte_carlo_desc.add_paragraph("An example for model-free analysis using the prompt UI mode which includes only the functions required for implementing the above steps is:") 
 45  monte_carlo_desc.add_prompt("relax> minimise.grid_search(inc=11)                              # Step 2.") 
 46  monte_carlo_desc.add_prompt("relax> minimise.execute('newton')                                # Step 2.") 
 47  monte_carlo_desc.add_prompt("relax> monte_carlo.setup(number=500)                             # Step 3.") 
 48  monte_carlo_desc.add_prompt("relax> monte_carlo.create_data(method='back_calc')               # Step 4.") 
 49  monte_carlo_desc.add_prompt("relax> monte_carlo.initial_values()                              # Step 5.") 
 50  monte_carlo_desc.add_prompt("relax> minimise.execute('newton')                                # Step 6.") 
 51  monte_carlo_desc.add_prompt("relax> eliminate()                                               # Step 7.") 
 52  monte_carlo_desc.add_prompt("relax> monte_carlo.error_analysis()                              # Step 8.") 
 53  monte_carlo_desc.add_paragraph("An example for reduced spectral density mapping is:") 
 54  monte_carlo_desc.add_prompt("relax> minimise.calculate()                                      # Step 2.") 
 55  monte_carlo_desc.add_prompt("relax> monte_carlo.setup(number=500)                             # Step 3.") 
 56  monte_carlo_desc.add_prompt("relax> monte_carlo.create_data(method='back_calc')               # Step 4.") 
 57  monte_carlo_desc.add_prompt("relax> minimise.calculate()                                      # Step 6.") 
 58  monte_carlo_desc.add_prompt("relax> monte_carlo.error_analysis()                              # Step 8.") 
 59   
 60   
 61  # The user function class. 
 62  uf_class = uf_info.add_class('monte_carlo') 
 63  uf_class.title = "Class containing the functions for Monte Carlo and related simulations." 
 64  uf_class.menu_text = "&monte_carlo" 
 65  uf_class.gui_icon = "oxygen.actions.roll-relax-blue" 
 66   
 67   
 68  # The monte_carlo.create_data user function. 
 69  uf = uf_info.add_uf('monte_carlo.create_data') 
 70  uf.title = "Create the Monte Carlo simulation data." 
 71  uf.title_short = "Data creation." 
 72  uf.add_keyarg( 
 73      name = "method", 
 74      default = "back_calc", 
 75      py_type = "str", 
 76      desc_short = "method", 
 77      desc = "The simulation method.", 
 78      wiz_element_type = "combo", 
 79      wiz_combo_choices = ["Monte Carlo", "Bootstrapping"], 
 80      wiz_combo_data = ["back_calc", "direct"], 
 81      wiz_read_only = True 
 82  ) 
 83  uf.add_keyarg( 
 84      name = "distribution", 
 85      default = "measured", 
 86      py_type = "str", 
 87      desc_short = "distribution", 
 88      desc = "The error distribution method.", 
 89      wiz_element_type = "combo", 
 90      wiz_combo_choices = ["Measured error", "Reduced chi2", "Fixed error"], 
 91      wiz_combo_data = ["measured", "red_chi2", "fixed"], 
 92      wiz_read_only = True 
 93  ) 
 94  uf.add_keyarg( 
 95      name = "fixed_error", 
 96      py_type = "float", 
 97      default = None, 
 98      desc_short = "fixed error value for fixed error distribution.", 
 99      desc = "The fixed value to use when distribution is set to 'fixed'.", 
100      can_be_none = True 
101  ) 
102  # Description. 
103  uf.desc.append(Desc_container()) 
104  uf.desc[-1].add_paragraph("The method can either be set to back calculation (Monte Carlo) or direct (bootstrapping), the choice of which determines the simulation type.  If the values or parameters are calculated rather than minimised, this option will have no effect.  Errors should only be propagated via Monte Carlo simulations if errors have been measured. ") 
105  uf.desc[-1].add_paragraph("For error analysis, the method should be set to back calculation which will result in proper Monte Carlo simulations.  The data used for each simulation is back calculated from the minimised model parameters and is randomised using Gaussian noise where the standard deviation is from the original error set.  When the method is set to back calculation, this function should only be called after the model is fully minimised.") 
106  uf.desc[-1].add_paragraph("The simulation type can be changed by setting the method to direct.  This will result in bootstrapping simulations which cannot be used in error analysis (and which are no longer Monte Carlo simulations).  However, these simulations are required for certain model selection techniques (see the documentation for the model selection user function for details), and can be used for other purposes.  Rather than the data being back calculated from the fitted model parameters, the data is generated by taking the original data and randomising using Gaussian noise with the standard deviations set to the original error set.") 
107  uf.desc[-1].add_paragraph("The errors generated per simulation can either be generated indidual per datapoint and drawn from a gauss distrubtion described by the standard deviation of the indidual point, or it can be generated from a overall gauss distribution described by the standard deviation of the goodness of fit, where SD_fit = sqrt(chi2/(N-p)).  The last possibility is to supply a fixed value of the standard deviation, from which gauss distribution to draw errors from.") 
108  uf.desc.append(monte_carlo_desc) 
109  uf.backend = error_analysis.monte_carlo_create_data 
110  uf.menu_text = "&create_data" 
111  uf.gui_icon = "oxygen.actions.list-add-relax-blue" 
112  uf.wizard_height_desc = 500 
113  uf.wizard_size = (1000, 750) 
114  uf.wizard_apply_button = False 
115  uf.wizard_image = WIZARD_IMAGE_PATH + 'monte_carlo.png' 
116   
117   
118  # The monte_carlo.error_analysis user function. 
119  uf = uf_info.add_uf('monte_carlo.error_analysis') 
120  uf.title = "Calculate parameter errors from the Monte Carlo simulations." 
121  uf.title_short = "Error calculation." 
122  # Description. 
123  uf.desc.append(Desc_container()) 
124  uf.desc[-1].add_paragraph("Parameter errors are calculated as the standard deviation of the distribution of parameter values.  This function should never be used if parameter values are obtained by minimisation and the simulation data are generated using the method 'direct'.  The reason is because only true Monte Carlo simulations can give the true parameter errors.") 
125  uf.desc.append(monte_carlo_desc) 
126  uf.backend = error_analysis.monte_carlo_error_analysis 
127  uf.menu_text = "&error_analysis" 
128  uf.gui_icon = "oxygen.actions.roll-relax-blue" 
129  uf.wizard_height_desc = 620 
130  uf.wizard_size = (1000, 750) 
131  uf.wizard_apply_button = False 
132  uf.wizard_image = WIZARD_IMAGE_PATH + 'monte_carlo.png' 
133   
134   
135  # The monte_carlo.initial_values user function. 
136  uf = uf_info.add_uf('monte_carlo.initial_values') 
137  uf.title = "Set the initial simulation parameter values." 
138  uf.title_short = "Initial value setting." 
139  # Description. 
140  uf.desc.append(Desc_container()) 
141  uf.desc[-1].add_paragraph("This only effects where minimisation occurs and can therefore be skipped if the values or parameters are calculated rather than minimised.  However, if accidentally run in this case, the results will be unaffected.  It should only be called after the model or run is fully minimised.  Once called, the user functions minimise.grid_search and minimise.execute will only effect the simulations and not the model parameters.") 
142  uf.desc[-1].add_paragraph("The initial values of the parameters for each simulation is set to the minimised parameters of the model.  A grid search can be undertaken for each simulation instead, although this is computationally expensive and unnecessary.  The minimisation function should be executed for a second time after running this function.") 
143  uf.desc.append(monte_carlo_desc) 
144  uf.backend = error_analysis.monte_carlo_initial_values 
145  uf.menu_text = "&initial_values" 
146  uf.gui_icon = "oxygen.actions.list-add-relax-blue" 
147  uf.wizard_height_desc = 620 
148  uf.wizard_size = (1000, 750) 
149  uf.wizard_apply_button = False 
150  uf.wizard_image = WIZARD_IMAGE_PATH + 'monte_carlo.png' 
151   
152   
153  # The monte_carlo.off user function. 
154  uf = uf_info.add_uf('monte_carlo.off') 
155  uf.title = "Turn the Monte Carlo simulations off.""" 
156  uf.title_short = "Simulations off.""" 
157  # Description. 
158  uf.desc.append(Desc_container()) 
159  uf.desc[-1].add_paragraph("This will turn off the Monte Carlo simulations so that subsequent optimisation will operate directly on the model parameters and not on the simulations.") 
160  uf.desc.append(monte_carlo_desc) 
161  uf.backend = error_analysis.monte_carlo_off 
162  uf.menu_text = "o&ff" 
163  uf.gui_icon = "oxygen.actions.dialog-cancel" 
164  uf.wizard_height_desc = 620 
165  uf.wizard_size = (1000, 750) 
166  uf.wizard_apply_button = False 
167  uf.wizard_image = WIZARD_IMAGE_PATH + 'monte_carlo.png' 
168   
169   
170  # The monte_carlo.on user function. 
171  uf = uf_info.add_uf('monte_carlo.on') 
172  uf.title = "Turn the Monte Carlo simulations on.""" 
173  uf.title_short = "Simulations on.""" 
174  # Description. 
175  uf.desc.append(Desc_container()) 
176  uf.desc[-1].add_paragraph("This will turn on the Monte Carlo simulations so that subsequent optimisation will operate on the simulations rather than on the real model parameters.") 
177  uf.desc.append(monte_carlo_desc) 
178  uf.backend = error_analysis.monte_carlo_on 
179  uf.menu_text = "o&n" 
180  uf.gui_icon = "oxygen.actions.dialog-ok" 
181  uf.wizard_height_desc = 620 
182  uf.wizard_size = (1000, 750) 
183  uf.wizard_apply_button = False 
184  uf.wizard_image = WIZARD_IMAGE_PATH + 'monte_carlo.png' 
185   
186   
187  # The monte_carlo.setup user function. 
188  uf = uf_info.add_uf('monte_carlo.setup') 
189  uf.title = "Set up the Monte Carlo simulations." 
190  uf.title_short = "Simulation setup." 
191  uf.add_keyarg( 
192      name = "number", 
193      default = 500, 
194      py_type = "int", 
195      min = 3, 
196      max = 100000, 
197      desc_short = "number of Monte Carlo simulations", 
198      desc = "The number of Monte Carlo simulations." 
199  ) 
200  # Description. 
201  uf.desc.append(Desc_container()) 
202  uf.desc[-1].add_paragraph("This must be called prior to any of the other Monte Carlo functions.  The effect is that the number of simulations will be set and that simulations will be turned on.") 
203  uf.desc.append(monte_carlo_desc) 
204  uf.backend = error_analysis.monte_carlo_setup 
205  uf.menu_text = "&setup" 
206  uf.gui_icon = "oxygen.actions.document-edit" 
207  uf.wizard_height_desc = 570 
208  uf.wizard_size = (1000, 750) 
209  uf.wizard_apply_button = False 
210  uf.wizard_image = WIZARD_IMAGE_PATH + 'monte_carlo.png' 
211