MC-post 0.1.1__tar.gz

mc_post-0.1.1/CHANGELOG.md

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+# Changelog
+
+All notable changes to this project will be documented in this file.
+
+The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
+and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
+
+## [Unreleased]
+
+## [0.1.1] - 2026-01-05
+
+### Added
+- Professional GitHub Pages documentation site with Jekyll
+- Comprehensive tutorials: Getting Started and Advanced GSA
+- Financial risk analysis example
+- Automated documentation deployment workflow
+- Repository cleanup with proper .gitignore configuration
+
+### Fixed
+- GitHub Actions CI/CD pipeline (updated deprecated actions)
+- Jekyll build errors in documentation deployment
+- Jupyter notebook JSON parsing issues
+- Broken documentation links and repository URLs
+- Code complexity issues in CI pipeline
+
+### Changed
+- Streamlined CI workflow for faster builds
+- Enhanced documentation structure and navigation
+- Improved notebook-to-HTML conversion with better templates
+- Repository organization (removed development clutter)
+
+### Infrastructure
+- Ultra-fast CI focusing on core functionality
+- Robust error handling in documentation builds
+- Professional documentation site deployment
+- Clean repository structure for better user experience
+
+## [0.1.0] - 2024-01-05
+
+### Added
+- Initial release of MCPost package
+- Core GSA functionality with multiple sensitivity metrics
+- Monte Carlo and Quasi-Monte Carlo integration methods
+- Modern Python packaging with pyproject.toml
+- Comprehensive test suite with property-based tests
+- Documentation and examples
+- CI/CD workflows for automated testing and release
+- Distribution and release infrastructure
+
+### Features
+- **Global Sensitivity Analysis**:
+  - Mutual Information and Distance Correlation metrics
+  - Permutation Importance with Random Forest
+  - Gaussian Process surrogates with ARD kernels
+  - Sobol' indices for variance-based analysis
+  - Partial Dependence Plots for interpretability
+  - Chunked processing for large datasets
+  
+- **Monte Carlo Integration**:
+  - Standard Monte Carlo with importance sampling
+  - Quasi-Monte Carlo methods (Sobol, Halton)
+  - Automatic integration with adaptive strategies
+  - Flexible PDF specification
+  - Chunked integration for memory efficiency
+  
+- **Package Infrastructure**:
+  - Modern packaging with optional dependencies
+  - Type hints and comprehensive documentation
+  - Extensive testing with property-based tests
+  - Performance optimizations for large datasets
+  - Backward compatibility with existing code
+  - Extension interfaces for custom methods
+  - Automated CI/CD with GitHub Actions
+  - PyPI distribution ready

mc_post-0.1.1/LICENSE

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+MIT License
+
+Copyright (c) 2024 MCPost Contributors
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

mc_post-0.1.1/MANIFEST.in

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+# Include package metadata and documentation
+include README.md
+include LICENSE
+include CHANGELOG.md
+include pyproject.toml
+
+# Include type information
+include mcpost/py.typed
+
+# Include test data and configuration files
+recursive-include tests *.py
+recursive-include tests *.json
+recursive-include tests *.csv
+recursive-include tests *.txt
+
+# Include documentation
+recursive-include docs *.md
+recursive-include docs *.rst
+recursive-include docs *.py
+recursive-include docs *.ipynb
+recursive-include docs *.png
+recursive-include docs *.jpg
+recursive-include docs *.svg
+
+# Include examples
+recursive-include examples *.py
+recursive-include examples *.ipynb
+recursive-include examples *.md
+recursive-include examples *.csv
+recursive-include examples *.json
+
+# Include benchmarks
+recursive-include benchmarks *.py
+
+# Exclude development and build artifacts
+global-exclude *.pyc
+global-exclude *.pyo
+global-exclude *.pyd
+global-exclude __pycache__
+global-exclude .git*
+global-exclude .DS_Store
+global-exclude *.so
+global-exclude .coverage
+global-exclude .pytest_cache
+prune build
+prune dist
+prune *.egg-info

mc_post-0.1.1/MC_post.egg-info/SOURCES.txt

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+CHANGELOG.md
+LICENSE
+MANIFEST.in
+README.md
+pyproject.toml
+benchmarks/__init__.py
+benchmarks/benchmark_gsa.py
+benchmarks/benchmark_integration.py
+benchmarks/run_benchmarks.py
+docs/BACKWARD_COMPATIBILITY.md
+docs/MIGRATION_GUIDE.md
+docs/RELEASE_GUIDE.md
+docs/extension_guide.md
+docs/examples/financial_risk_analysis.py
+docs/tutorials/getting_started.ipynb
+docs/tutorials/gsa_comprehensive.ipynb
+docs/tutorials/gsa_comprehensive.md
+examples/climate_sensitivity.py
+examples/financial_risk.py
+examples/gsa_basic_example.py
+examples/integration_comparison.py
+mcpost/__init__.py
+mcpost/_version.py
+mcpost/py.typed
+mcpost/gsa/__init__.py
+mcpost/gsa/base.py
+mcpost/gsa/chunked_pipeline.py
+mcpost/gsa/kernels.py
+mcpost/gsa/metrics.py
+mcpost/gsa/pipeline.py
+mcpost/gsa/plotting.py
+mcpost/integration/__init__.py
+mcpost/integration/base.py
+mcpost/integration/chunked_integration.py
+mcpost/integration/importance.py
+mcpost/integration/monte_carlo.py
+mcpost/integration/quasi_monte_carlo.py
+mcpost/utils/__init__.py
+mcpost/utils/chunked.py
+mcpost/utils/config.py
+mcpost/utils/data.py
+mcpost/utils/profiling.py
+mcpost/utils/validation.py
+tests/__init__.py
+tests/conftest.py
+tests/test_config_properties.py
+tests/test_gsa_backward_compatibility.py
+tests/test_integration_backward_compatibility.py
+tests/test_package_structure.py
+tests/integration/__init__.py
+tests/integration/test_end_to_end.py
+tests/integration/test_examples.py
+tests/legacy_mocks/gsa_pipeline.py
+tests/legacy_mocks/mc_int.py
+tests/test_gsa/__init__.py
+tests/test_gsa/test_pipeline.py
+tests/test_gsa/test_properties.py
+tests/test_integration/__init__.py
+tests/test_integration/test_monte_carlo.py
+tests/test_integration/test_properties.py
+tests/test_utils/__init__.py
+tests/test_utils/test_config.py
+tests/test_utils/test_validation.py

mc_post-0.1.1/PKG-INFO

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+Metadata-Version: 2.4
+Name: MC-post
+Version: 0.1.1
+Summary: Monte Carlo Post-analysis package for global sensitivity analysis and integration
+Author-email: MCPost Contributors <mcpost@example.com>
+Maintainer-email: MCPost Contributors <mcpost@example.com>
+License-Expression: MIT
+Project-URL: Homepage, https://github.com/zzhang0123/mcpost
+Project-URL: Repository, https://github.com/zzhang0123/mcpost
+Project-URL: Bug Tracker, https://github.com/zzhang0123/mcpost/issues
+Keywords: monte-carlo,sensitivity-analysis,integration,statistics
+Classifier: Development Status :: 4 - Beta
+Classifier: Intended Audience :: Science/Research
+Classifier: Operating System :: OS Independent
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.8
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Topic :: Scientific/Engineering
+Classifier: Topic :: Scientific/Engineering :: Mathematics
+Requires-Python: >=3.8
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: numpy>=1.20.0
+Requires-Dist: pandas>=1.3.0
+Requires-Dist: scikit-learn>=1.0.0
+Requires-Dist: scipy>=1.7.0
+Requires-Dist: dcor>=0.5.0
+Requires-Dist: SALib>=1.4.0
+Requires-Dist: tqdm>=4.60.0
+Requires-Dist: psutil>=5.8.0
+Provides-Extra: viz
+Requires-Dist: matplotlib>=3.5.0; extra == "viz"
+Provides-Extra: jupyter
+Requires-Dist: jupyter>=1.0.0; extra == "jupyter"
+Requires-Dist: notebook>=6.4.0; extra == "jupyter"
+Requires-Dist: ipykernel>=6.0.0; extra == "jupyter"
+Provides-Extra: dev
+Requires-Dist: pytest>=6.0; extra == "dev"
+Requires-Dist: pytest-cov>=3.0; extra == "dev"
+Requires-Dist: hypothesis>=6.0; extra == "dev"
+Requires-Dist: black>=22.0; extra == "dev"
+Requires-Dist: flake8>=4.0; extra == "dev"
+Requires-Dist: mypy>=0.900; extra == "dev"
+Requires-Dist: build>=0.8.0; extra == "dev"
+Requires-Dist: twine>=4.0.0; extra == "dev"
+Requires-Dist: isort>=5.10.0; extra == "dev"
+Requires-Dist: safety>=2.0.0; extra == "dev"
+Requires-Dist: bandit>=1.7.0; extra == "dev"
+Requires-Dist: radon>=5.1.0; extra == "dev"
+Requires-Dist: xenon>=0.9.0; extra == "dev"
+Requires-Dist: docstr-coverage>=2.0.0; extra == "dev"
+Requires-Dist: pip-audit>=2.0.0; extra == "dev"
+Provides-Extra: docs
+Requires-Dist: sphinx>=4.0; extra == "docs"
+Requires-Dist: sphinx-rtd-theme>=1.0; extra == "docs"
+Requires-Dist: jupyter>=1.0; extra == "docs"
+Requires-Dist: nbsphinx>=0.8; extra == "docs"
+Requires-Dist: nbconvert>=6.0; extra == "docs"
+Requires-Dist: readme-renderer>=35.0; extra == "docs"
+Provides-Extra: all
+Requires-Dist: mcpost[dev,docs,jupyter,viz]; extra == "all"
+Dynamic: license-file
+
+# MCPost: Monte Carlo Post-analysis Package
+
+[![PyPI version](https://badge.fury.io/py/mcpost.svg)](https://badge.fury.io/py/mcpost)
+[![Python 3.8+](https://img.shields.io/badge/python-3.8+-blue.svg)](https://www.python.org/downloads/)
+[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
+
+MCPost is a comprehensive Python package for post-analysis of Monte Carlo samples, providing tools for global sensitivity analysis (GSA) and Monte Carlo integration with modern packaging standards and extensive documentation.
+
+## Features
+
+### Global Sensitivity Analysis
+- **Multiple sensitivity metrics**: Mutual Information, Distance Correlation, Permutation Importance
+- **Gaussian Process surrogates** with Automatic Relevance Determination (ARD)
+- **Sobol' indices** for variance-based sensitivity analysis
+- **Partial Dependence Plots** for interpretable results
+- **Robust preprocessing** with automatic constant column detection
+
+### Monte Carlo Integration
+- **Standard Monte Carlo** integration with importance sampling
+- **Quasi-Monte Carlo** methods (Sobol, Halton sequences)
+- **Automatic integration** with adaptive sampling strategies
+- **Flexible PDF specification** for target and sampling distributions
+
+### Modern Package Features
+- **Type hints** and comprehensive documentation
+- **Modular design** with clean public APIs
+- **Optional dependencies** for visualization and development
+- **Extensive testing** with property-based tests
+- **Performance optimizations** for large datasets
+
+## Installation
+
+MCPost supports multiple installation methods to suit different use cases:
+
+### Basic Installation
+
+For core functionality (GSA and integration without plotting):
+
+```bash
+pip install mcpost
+```
+
+### Installation with Visualization Support
+
+For full functionality including plotting and visualization:
+
+```bash
+pip install mcpost[viz]
+```
+
+### Development Installation
+
+For contributors and developers:
+
+```bash
+# Clone the repository
+git clone https://github.com/mcpost/mcpost.git
+cd mcpost
+
+# Install in development mode with all dependencies
+pip install -e .[dev]
+
+# Run tests to verify installation
+pytest
+```
+
+### Installation from Source
+
+For the latest development version:
+
+```bash
+pip install git+https://github.com/zzhang0123/mcpost.git
+```
+
+### Conda Installation
+
+MCPost will be available on conda-forge (coming soon):
+
+```bash
+conda install -c conda-forge mcpost
+```
+
+## Quick Start
+
+### Global Sensitivity Analysis
+
+MCPost provides comprehensive GSA capabilities with multiple sensitivity metrics:
+
+```python
+import numpy as np
+from mcpost import gsa_pipeline
+
+# Generate sample data (Ishigami function example)
+np.random.seed(42)
+n_samples = 1000
+X = np.random.uniform(-np.pi, np.pi, (n_samples, 3))
+
+# Ishigami function: f(x1,x2,x3) = sin(x1) + 7*sin(x2)^2 + 0.1*x3^4*sin(x1)
+y = (np.sin(X[:, 0]) + 
+     7 * np.sin(X[:, 1])**2 + 
+     0.1 * X[:, 2]**4 * np.sin(X[:, 0]))
+Y = y.reshape(-1, 1)
+
+# Run comprehensive GSA analysis
+results = gsa_pipeline(
+    X, Y,
+    param_names=["x1", "x2", "x3"],
+    feature_names=["ishigami"],
+    scaler="minmax",
+    enable_sobol=True,
+    enable_gp=True,
+    enable_perm=True,
+    make_pdp=True
+)
+
+# View sensitivity results
+print("Sensitivity Analysis Results:")
+print(results["results"]["ishigami"]["table"])
+
+# Plot sensitivity metrics (requires matplotlib)
+from mcpost import plot_sensitivity_metrics
+plot_sensitivity_metrics(results, save_path="sensitivity_plot.png")
+```
+
+### Advanced GSA Usage
+
+```python
+# Custom GSA configuration
+from mcpost import GSAConfig, gsa_for_target
+
+# Configure GSA parameters
+config = GSAConfig()
+config.DEFAULT_SCALER = "standard"
+config.DEFAULT_N_SOBOL = 8192
+
+# Run GSA for specific target
+target_results = gsa_for_target(
+    X, Y[:, 0],  # Single target
+    param_names=["x1", "x2", "x3"],
+    target_name="ishigami",
+    scaler=config.DEFAULT_SCALER,
+    n_sobol=config.DEFAULT_N_SOBOL
+)
+```
+
+### Monte Carlo Integration
+
+MCPost supports various integration methods for different use cases:
+
+```python
+import numpy as np
+from mcpost import monte_carlo_integral, qmc_integral_auto
+
+# Define integration problem: E[x*sin(y)] where (x,y) ~ N(0,I)
+def target_pdf(theta):
+    """Target probability density function (standard normal)"""
+    return np.exp(-0.5 * np.sum(theta**2, axis=1)) / (2 * np.pi)
+
+def integrand(theta):
+    """Function to integrate: f(x,y) = x * sin(y)"""
+    return theta[:, 0] * np.sin(theta[:, 1])
+
+# Method 1: Standard Monte Carlo
+np.random.seed(42)
+theta_samples = np.random.normal(0, 1, (5000, 2))
+f_values = integrand(theta_samples)
+
+mc_result = monte_carlo_integral(theta_samples, f_values, target_pdf)
+print(f"Monte Carlo result: {mc_result['integral']:.6f} ± {mc_result['uncertainty']:.6f}")
+
+# Method 2: Quasi-Monte Carlo (automatic)
+qmc_result = qmc_integral_auto(
+    N_samples=4096,
+    N_params=2, 
+    data_func=integrand,
+    p_target=target_pdf,
+    bounds=[(-4, 4), (-4, 4)]  # Integration bounds
+)
+print(f"QMC result: {qmc_result['integral']:.6f}")
+
+# Method 3: QMC with importance sampling
+from mcpost import qmc_integral_importance
+
+def importance_pdf(theta):
+    """Importance sampling distribution"""
+    return np.exp(-0.25 * np.sum(theta**2, axis=1)) / (4 * np.pi)
+
+qmc_is_result = qmc_integral_importance(
+    N_samples=2048,
+    N_params=2,
+    data_func=integrand,
+    p_target=target_pdf,
+    q_sample=importance_pdf,
+    bounds=[(-3, 3), (-3, 3)]
+)
+print(f"QMC + Importance Sampling: {qmc_is_result['integral']:.6f}")
+```
+
+### Integration with Custom Distributions
+
+```python
+# Example: Integration over custom parameter space
+def custom_target(theta):
+    """Custom target distribution (mixture of Gaussians)"""
+    comp1 = 0.6 * np.exp(-0.5 * np.sum((theta - 1)**2, axis=1))
+    comp2 = 0.4 * np.exp(-0.5 * np.sum((theta + 1)**2, axis=1))
+    return (comp1 + comp2) / (2 * np.pi)
+
+def complex_integrand(theta):
+    """More complex integrand"""
+    return np.exp(theta[:, 0]) * np.cos(theta[:, 1]) * theta[:, 0]**2
+
+# Use adaptive QMC integration
+result = qmc_integral_auto(
+    N_samples=8192,
+    N_params=2,
+    data_func=complex_integrand,
+    p_target=custom_target,
+    bounds=[(-3, 3), (-3, 3)],
+    qmc_method="sobol"  # or "halton"
+)
+```
+
+## Documentation and Resources
+
+### Complete Documentation
+- **[Getting Started Tutorial](docs/tutorials/getting_started.ipynb)**: Your first MCPost analysis
+- **[GSA Deep Dive](docs/tutorials/gsa_comprehensive.md)**: Advanced sensitivity analysis
+- **[Extension Guide](docs/extension_guide.md)**: Creating custom methods
+- **[Migration Guide](docs/MIGRATION_GUIDE.md)**: Migrating from legacy scripts
+
+### Quick References
+- **[Backward Compatibility](docs/BACKWARD_COMPATIBILITY.md)**: Version compatibility policy
+- **[Release Guide](docs/RELEASE_GUIDE.md)**: Release process and versioning
+
+### Learning Resources
+- **[Getting Started Tutorial](docs/tutorials/getting_started.ipynb)**: Your first MCPost analysis
+- **[GSA Deep Dive](docs/tutorials/gsa_comprehensive.md)**: Advanced sensitivity analysis
+
+### Example Applications
+- **[Climate Modeling](examples/climate_sensitivity.py)**: GSA for climate model parameters
+- **[Integration Comparison](examples/integration_comparison.py)**: Monte Carlo integration examples
+
+## Requirements
+
+### Core Dependencies
+- Python 3.8+
+- NumPy >= 1.20.0
+- Pandas >= 1.3.0
+- Scikit-learn >= 1.0.0
+- SciPy >= 1.7.0
+- dcor >= 0.5.0
+- SALib >= 1.4.0
+
+### Optional Dependencies
+- **Visualization**: matplotlib >= 3.5.0
+- **Development**: pytest, hypothesis, black, mypy
+- **Documentation**: sphinx, jupyter, nbsphinx
+
+## Contributing
+
+We welcome contributions! Please see our [Contributing Guide](CONTRIBUTING.md) for details.
+
+### Development Setup
+
+```bash
+git clone https://github.com/zzhang0123/mcpost.git
+cd mcpost
+pip install -e .[dev]
+pytest
+```
+
+### Testing
+
+MCPost includes a comprehensive test suite:
+
+```bash
+# Run all tests (excludes backward compatibility tests)
+pytest tests/
+
+# Run specific test categories
+pytest tests/test_gsa/          # GSA functionality tests
+pytest tests/test_integration/  # Integration tests
+pytest tests/test_utils/        # Utility tests
+
+# Run property-based tests
+pytest tests/ -k "property"
+
+# Run with coverage
+pytest tests/ --cov=mcpost --cov-report=html
+```
+
+**Backward Compatibility Tests**: These require the legacy mock files `gsa_pipeline.py` and `mc_int.py` located in `tests/legacy_mocks/` and are skipped in CI. For local development:
+
+```bash
+# Place original files in repository root, then:
+pytest tests/test_gsa_backward_compatibility.py
+pytest tests/test_integration_backward_compatibility.py
+```
+
+## License
+
+This project is licensed under the MIT License - see the [LICENSE](LICENSE) file for details.
+
+## Citation
+
+If you use MCPost in your research, please cite:
+
+```bibtex
+@software{mcpost,
+  title={MCPost: Monte Carlo Post-analysis Package},
+  author={MCPost Contributors},
+  url={https://github.com/zzhang0123/mcpost},
+  version={0.1.0},
+  year={2024}
+}
+```
+
+## Acknowledgments
+
+MCPost builds upon several excellent open-source libraries:
+- [Scikit-learn](https://scikit-learn.org/) for machine learning algorithms
+- [SALib](https://salib.readthedocs.io/) for Sobol' sensitivity analysis
+- [dcor](https://dcor.readthedocs.io/) for distance correlation
+- [SciPy](https://scipy.org/) for scientific computing
+- [NumPy](https://numpy.org/) for numerical computing