// Copyright (C) Stichting Deltares 2016. All rights reserved. // // This file is part of Ringtoets. // // Ringtoets is free software: you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation, either version 3 of the License, or // (at your option) any later version. // // This program is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // // You should have received a copy of the GNU General Public License // along with this program. If not, see . // // All names, logos, and references to "Deltares" are registered trademarks of // Stichting Deltares and remain full property of Stichting Deltares at all times. // All rights reserved. using System; using System.Globalization; using Core.Common.Base; using Core.Common.Base.Data; using MathNet.Numerics.Distributions; using Ringtoets.Common.Data.Properties; namespace Ringtoets.Common.Data.Probabilistics { /// /// This class defines a percentile based design variable for a log-normal distribution /// defined with a variation coefficient. /// public class VariationCoefficientLogNormalDistributionDesignVariable : VariationCoefficientDesignVariable { private static readonly Range percentileValidityRange = new Range(0, 1); private double percentile; /// /// Initializes a new instance of the class. /// /// A log-normal distribution. public VariationCoefficientLogNormalDistributionDesignVariable(VariationCoefficientLogNormalDistribution distribution) : base(distribution) { percentile = 0.5; } /// /// Gets or sets the percentile used to derive a deterministic value based on . /// /// Thrown when /// is not in range [0,1]. public double Percentile { get { return percentile; } set { if (!percentileValidityRange.InRange(value)) { string message = string.Format(Resources.DesignVariable_Percentile_must_be_in_Range_0_, percentileValidityRange.ToString(FormattableConstants.ShowAtLeastOneDecimal, CultureInfo.CurrentCulture)); throw new ArgumentOutOfRangeException(null, message); } percentile = value; } } public override RoundedDouble GetDesignValue() { double normalSpaceDesignValue = DetermineDesignValueInNormalDistributionSpace(); return ProjectFromNormalToLogNormalSpace(normalSpaceDesignValue); } /// /// Projects into 'normal /// distribution' space and calculates the design value for that value space. /// /// The design value in 'normal distribution' space. private double DetermineDesignValueInNormalDistributionSpace() { // Determine normal distribution parameters from log-normal parameters, as // design value can only be determined in 'normal distribution' space. // Below formula's come from Tu-Delft College dictaat "b3 Probabilistisch Ontwerpen" // by ir. A.C.W.M. Vrouwenvelder and ir.J.K. Vrijling 5th reprint 1987. double sigmaLogOverMuLog = Distribution.CoefficientOfVariation; double sigmaNormal = Math.Sqrt(Math.Log(sigmaLogOverMuLog * sigmaLogOverMuLog + 1.0)); double muNormal = Math.Log(Distribution.Mean) - 0.5 * sigmaNormal * sigmaNormal; return DetermineDesignValue(muNormal, sigmaNormal); } /// /// Determines the design value based on a 'normal space' expected value and variation coefficient. /// /// The expected value. /// The standard deviation. /// The design value private double DetermineDesignValue(double expectedValue, double variationCoefficient) { // Design factor is determined using the 'probit function', which is the inverse // CDF function of the standard normal distribution. For more information see: // "Quantile function" https://en.wikipedia.org/wiki/Normal_distribution double designFactor = Normal.InvCDF(0.0, 1.0, Percentile); return expectedValue + designFactor * variationCoefficient; } private RoundedDouble ProjectFromNormalToLogNormalSpace(double normalSpaceDesignValue) { return new RoundedDouble(Distribution.Mean.NumberOfDecimalPlaces, Math.Exp(normalSpaceDesignValue)); } } }