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support KernelDensity estimates #41

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Merged
merged 2 commits into from
Jan 6, 2021
Merged

support KernelDensity estimates #41

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4f8ddf8
support KernelDensity estimates
ChrisRackauckas Jan 6, 2021
47b428d
fix min and max
ChrisRackauckas Jan 6, 2021
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3 changes: 2 additions & 1 deletion Project.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -6,13 +6,14 @@ version = "1.6.0"
[deps]
DiffEqBase = "2b5f629d-d688-5b77-993f-72d75c75574e"
Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
KernelDensity = "5ab0869b-81aa-558d-bb23-cbf5423bbe9b"
Quadrature = "67601950-bd08-11e9-3c89-fd23fb4432d2"
Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"

[compat]
DiffEqBase = "6"
Distributions = "0.18, 0.19, 0.20, 0.21, 0.22, 0.23"
Distributions = "0.18, 0.19, 0.20, 0.21, 0.22, 0.23, 0.24"
Quadrature = "0.1, 1.0"
Reexport = "0.2, 1.0"
julia = "1"
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7 changes: 7 additions & 0 deletions src/DiffEqUncertainty.jl
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Expand Up @@ -2,9 +2,16 @@ module DiffEqUncertainty

using DiffEqBase, Statistics, Distributions, Reexport
@reexport using Quadrature
using KernelDensity

include("probints.jl")
include("koopman.jl")

# Type Piracy, should upstream
Base.eltype(K::UnivariateKDE) = eltype(K.density)
Base.minimum(K::UnivariateKDE) = minimum(K.x)
Base.maximum(K::UnivariateKDE) = maximum(K.x)

export ProbIntsUncertainty,AdaptiveProbIntsUncertainty
export expectation, centralmoment, Koopman, MonteCarlo

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4 changes: 3 additions & 1 deletion src/koopman.jl
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Expand Up @@ -29,7 +29,9 @@ function expectation(g::Function, prob::ODEProblem, u0, p, expalg::Koopman, args
# ext_state = (u0...,p...)

# find indices corresponding to distributions, check if sampleable and has non-zero support.
dist_mask = collect(isa.(ext_state, Sampleable) .& (minimum.(ext_state) .!= maximum.(ext_state)))
dist_mask = collect(isa.(ext_state, Union{KernelDensity.AbstractKDE,
Distributions.Sampleable}) .&
(minimum.(ext_state) .!= maximum.(ext_state)))
val_mask = .!(dist_mask)

# get distributions and indx in extended state space
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