Dear all, I wanted to calculate the importance factors at the end of a Monte Carlo analysis without using the function getImportanceFactors(), in order to validate the results. I am performing the following steps:
- Get the mean point in the event domain, - Transform the point in the standard space - Calculate the importance factors. I start from the same mean point in the event domain, but the results I get through openturns (getImportanceFactors()) and my script are different. In particular, if I input the same point in terms of standard space coordinates in the function that calculates the importance factors, the results are identical. This means that I might have an error in the transformation in the standard space. I couldn’t find a lot of information about it, so this is what I am doing. point is a list of floats representing the mean point in event domain ([xp_1, xp_2, …, xp_n]). variables_values is a list of lists. The length of variables_values is equal to the number of iterations. The length of each sub-list is equal to the number of random variables ([[x'_1, x'_2, …, x'_n], [x''_1, x''_2, …, x''_n], [x'''_1, x'''_2, …, x'''_n], …]). For each random variable x_i, I calculate the mean (mean_i) and the standard deviation (std_i) (based on the values in variable_values corresponding to x_i). The value of the design point in the standard space at the i-th position is calculated as: point_in_standard_space[i] = (point[i] – mean_i) / std_i = (xp_i - mean_i) / std_i When I input the point calculated in this way, the resulting importance factors are a bit different in the case of a Monte Carlo analysis. In the case of Monte Carlo I can’t get the transformed mean point in event domain in the standard space, since I didn’t find a built-in function for that in openturns. In the case of a FORM analysis, I have very different results. In that case I can compare my transformed design point with the standard space design point calculated by openturns but they are very different. I am not sure if, in the case of FORM, variables_values should contain only the values of x_i at each iteration or also at each function evaluation. I have considered both cases and I couldn’t get the same results as openturns. When I use the transformed point in the standard space given by openturns, the importance factors are the same. Also in this case, I am sure that something goes wrong when transforming the point in the standard space. Do you have any suggestion about this? Thank you very much for your time! Anita
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