// 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));
}
}
}