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d3f06e6
added notebook
kawojciechowska Dec 18, 2025
bcb169e
Merge branch 'master' into feature/215-add-copulas-to-prob-lib
kawojciechowska Dec 18, 2025
e499ed5
Merge branch 'master' into feature/215-add-copulas-to-prob-lib
kawojciechowska Dec 18, 2025
77903cb
added description
kawojciechowska Dec 18, 2025
ccadfb5
improvements
kawojciechowska Jan 7, 2026
eccbf88
undo change in distribution fitter with repsect to nan as loglikeliho…
robdeltares Jan 9, 2026
954bd80
added positive definite and correlation matrix for 3 variables
kawojciechowska Jan 9, 2026
2f2a119
Merge branch 'master' into feature/215-add-copulas-to-prob-lib
kawojciechowska Jan 9, 2026
e003c60
improvements
kawojciechowska Jan 9, 2026
3c94b18
improved test for conditional weibull, also ufromx with small values
robdeltares Jan 9, 2026
4ab9798
added links to issues and scientific background
robdeltares Jan 12, 2026
23042e6
changed to project.validate()
kawojciechowska Jan 12, 2026
3737f92
changed to project.validate()
kawojciechowska Jan 12, 2026
c4b061a
Merge pull request #272 from Deltares/feature/215-add-copulas-to-prob…
kawojciechowska Jan 13, 2026
d9d406f
add link to API doc in readme.md (#260)
epsig Jan 13, 2026
abeefe1
Merge remote-tracking branch 'origin/feature/273-add-figures-to-model…
robdeltares Jan 13, 2026
53355c7
updated links in readme.md
robdeltares Jan 13, 2026
980fff5
Merge pull request #271 from Deltares/feature/probl-187-testbench
robdeltares Jan 13, 2026
ac43d8a
Merge pull request #268 from Deltares/feature/239-correlation-notebook
kawojciechowska Jan 14, 2026
8ba943a
added plotting for model run and validation
kawojciechowska Jan 14, 2026
4fd3e69
Merge pull request #274 from Deltares/feature/273-add-figures-to-mode…
kawojciechowska Jan 14, 2026
7ca36a6
Feature/215 copulas test findings (#257)
epsig Jan 14, 2026
83a5cb0
added templates (work in progress)
kawojciechowska Jan 15, 2026
e2683dd
corrected yaml files
kawojciechowska Jan 15, 2026
d87b3d3
template corrections
kawojciechowska Jan 15, 2026
e72e732
text corrections and simplifications
kawojciechowska Jan 15, 2026
f6d8783
added validations in the doc template
kawojciechowska Jan 15, 2026
112f42e
simplifications
kawojciechowska Jan 15, 2026
a83ec96
removed captions and simplifications
kawojciechowska Jan 15, 2026
cafd92e
Handled review comments
robdeltares Jan 15, 2026
9cc4c48
merged toml file
robdeltares Jan 15, 2026
a4bb163
Merge branch 'master' into feature/PROB-207-docs-as-subpage
robdeltares Jan 15, 2026
a00f113
solved bugs for wheel generation
robdeltares Jan 15, 2026
ab9b1ea
removed dot
kawojciechowska Jan 15, 2026
c3491a7
handled review comments
robdeltares Jan 16, 2026
ab8db40
updated link to api
robdeltares Jan 16, 2026
270f6ff
Merge pull request #256 from Deltares/feature/PROB-207-docs-as-subpage
robdeltares Jan 16, 2026
8351956
trigger action to master
MatthiasHauthDeltares Jan 16, 2026
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37 changes: 37 additions & 0 deletions .github/ISSUE_TEMPLATE/1-feature_request.yaml
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@@ -0,0 +1,37 @@
---
name: Feature Request
description: Suggest an improvement for Probabilistic library
labels: [enhancement]
type: feature
projects: ["Deltares/124"]

body:
- type: dropdown
id: checks
attributes:
description: What kind of feature request is this?
label: Kind of request
options:
- Adding new functionality
- Changing existing functionality
- Removing existing functionality
- type: textarea
id: description
attributes:
description: >
Please provide a clear and concise description of the feature you're requesting.
label: Enhancement description
validations:
required: true
- type: textarea
id: use-case
attributes:
description: >
Please describe a situation in which this feature would be useful to you, with code or cli examples if possible.
label: Use case
- type: textarea
id: context
attributes:
description: >
Please add any other context about the enhancement here.
label: Additional context
40 changes: 40 additions & 0 deletions .github/ISSUE_TEMPLATE/2-bug_report.yaml
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@@ -0,0 +1,40 @@
name: Bug Report
description: Report an incorrect behavior of Probabilistic library
labels: [bug]
type: bug
projects: ["Deltares/124"]

body:
- type: checkboxes
id: checks
attributes:
label: Probabilistic library version checks
options:
- label: I have checked that this issue has not already been reported.
required: true
- label: I have checked that this bug exists on the latest version of Probabilistic library [here](https://github.com/Deltares/ProbabilisticLibrary).
required: true
- type: textarea
id: current-behaviour
attributes:
description: >
Please provide a description of the incorrect behaviour.
label: Current behaviour
validations:
required: true
- type: textarea
id: expected-behaviour
attributes:
description: >
Please provide a description of what you think the behaviour should be.
label: Desired behaviour
validations:
required: true
- type: textarea
id: additional
attributes:
description: >
Please add any other context about the bug here.
label: Additional context
validations:
required: false
48 changes: 48 additions & 0 deletions .github/ISSUE_TEMPLATE/3-documentation_improvement.yaml
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@@ -0,0 +1,48 @@
name: Documentation Improvement
description: Report wrong or missing documentation
labels: [documentation]
type: task
projects: ["Deltares/124"]

body:
- type: checkboxes
attributes:
label: Probabilistic library version checks
options:
- label: I have checked that this issue has not already been reported.
required: true
- label: I have checked that this bug exists on the latest version of Probabilistic library [here](https://github.com/Deltares/ProbabilisticLibrary).
required: true
- type: dropdown
id: kind
attributes:
description: What kind of documentation issue is this?
label: Kind of issue
options:
- Documentation is wrong
- Documentation is unclear
- Documentation is missing
validations:
required: false
- type: textarea
id: location
attributes:
description: >
If the docs are wrong or unclear please provide the URL of the documentation in question.
label: Location of the documentation
validations:
required: false
- type: textarea
id: problem
attributes:
description: >
Please provide a description of the documentation problem.
label: Documentation problem
validations:
required: true
- type: textarea
id: suggested-fix
attributes:
description: >
Please explain your suggested fix and why it's better than the existing documentation.
label: Suggested fix
22 changes: 22 additions & 0 deletions .github/ISSUE_TEMPLATE/4-other-task-request.yaml
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@@ -0,0 +1,22 @@
---
name: Other task request
description: Create a task that needs to be done and does not fit in any other category
labels: []
type: task
projects: ["Deltares/124"]

body:
- type: textarea
id: description
attributes:
description: >
Please provide a clear and concise description of the task you're requesting.
label: Task description
validations:
required: true
- type: textarea
id: context
attributes:
description: >
Please add any other context about the task here.
label: Additional context
7 changes: 7 additions & 0 deletions .github/ISSUE_TEMPLATE/config.yml
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@@ -0,0 +1,7 @@
---

blank_issues_enabled: false
contact_links:
- name: Ask a question
url: https://github.com/Deltares/ProbabilisticLibrary/discussions
about: Ask questions and discuss with other community members
2 changes: 1 addition & 1 deletion .github/workflows/docs.yml
Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
name: docs2
name: docs

on:
workflow_dispatch:
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25 changes: 24 additions & 1 deletion docs/scientific_chapters/Statistics.tex
Original file line number Diff line number Diff line change
Expand Up @@ -970,7 +970,30 @@ \subsection{Archimedean Copulas}

The copula $C$ is defined for probabilities, where our methods work with standard normal variables.
We have $u$ as the independent variable, and we look for $v$ as the dependent variable.
To find $v$ for a given $u$, we have to find $v$ such that $C$ is at its maximum.
The technique to find $v$ for a given $u$ differs for each copula.

For the Frank copula, we can solve the equation $C\left(u,v\right) = w$ for $v$ analytically,
where $w$ is the dependent variable as input for the copula:
\begin{align}
v = -\frac{1}{\theta} \ln \left( 1 + \frac{\left(e^{-\theta} - 1\right) \left(e^{-\theta w} - 1\right)}{e^{-\theta u} - 1} \right)
\end{align}

For the Clayton copula, we can also solve the equation $C\left(u,v\right) = w$ for $v$ analytically:
\begin{align}
v = \left( \left( w^{-\theta} - u^{-\theta} + 1 \right) \right)^{-\frac{1}{\theta}}
\end{align}

For very high values ($\theta > 10^8$), the next formula is used to avoid numerical problems:
\begin{align}
v = u * (1 - (log(1-u) + log(u)) / \theta)
\end{align}

For the Gumbel copula, no analytical solution is available.
Therefore, we use a numerical bisection method to find $v$ such that $C\left(u,v\right) = w$.

For the Frank copula, if $\theta$ > 700, numerical problems occur due to overflow of the exponential function.
In that case, we approximate the Frank copula with the comonotonic copula, which means that $u=v$.
For the Gumbel copula, we do the same, but now for $\theta$ > 400.

In case of the Gaussian copula, we can use the Cholesky decomposition as explained in the previous section.

Expand Down
25 changes: 12 additions & 13 deletions readme.md
Original file line number Diff line number Diff line change
Expand Up @@ -2,40 +2,39 @@

This is the repository of the Probabilistic Library of Deltares.

The library provides a set of routines that enable reliability analysis of a component or a system of components.

## Gallery

See the [Gallery](/sources/Deltares.Probabilistic.PWrapper.Notebooks/gallery/gallery.md) for several demonstrations and instructions how to use the Probabilistic Library. Jupyter notebooks are available for each gallery item. They demonstrate how to use the Probabilistic Library.
The library provides a set of routines that enable reliability, uncertainty, and sensitivity analyses.

## Scientific background

The scientific background document is part of the release,
and can be found here:
The scientific background can be found here:
[scientific_background.pdf](https://github.com/Deltares/ProbabilisticLibrary/releases/download/25.3.1/scientific_background.pdf)

## Python wrapper

You can access the routines of the library using a Python wrapper.
A description of the Python classes is given here:
[API documentation](https://deltares.github.io/ProbabilisticLibrary/api_reference/index.html)

### Installation

Request the wheel of the Probabilistic Library from Deltares.
The installation file can be found in the [Python Package Index](https://pypi.org/project/probabilistic-library).
The Probabilistic Library should be installed with pip, see the [getting started](https://deltares.github.io/ProbabilisticLibrary/installation.html#install-using-pip) explanation.

Install the wheel as follows:
```
pip install probabilistic_library-25.3.1-py3-none-any.whl --force-reinstall
```
### Tutorials

See the [Tutorials](https://deltares.github.io/ProbabilisticLibrary/tutorials/tutorials.html) for several demonstrations and instructions on how to use the Probabilistic Library. Jupyter notebooks are available for each item and demonstrate how to use the Probabilistic Library.

## License

This library is released under the LGPL license. For full text of this license, refer to the [LICENSE](LICENSE) file.

## Developers section
Please check our [Wiki](https://github.com/Deltares/ProbabilisticLibrary/wiki) for a more details.

Please check our [Wiki](https://github.com/Deltares/ProbabilisticLibrary/wiki) for more details.

## Contact
For the wheel or additional information, contact:
* Edwin Spee
* Rob Brinkman
* Karolina Wojciechowska
* Matthias Hauth
3 changes: 1 addition & 2 deletions sources/Deltares.Probabilistic.CWrapper/probCalcF2C.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -25,7 +25,6 @@

#include "basicSettings.h"
#include "createDistribution.h"
#include "../Deltares.Probabilistic/Utils/probLibException.h"
#include "../Deltares.Probabilistic/Math/vector1D.h"

#include "funcWrapper.h"
Expand Down Expand Up @@ -148,7 +147,7 @@ void probcalcf2c(const basicSettings* method, fdistribs c[], corrStruct correlat
[&fw](std::vector<std::shared_ptr<ModelSample>> v) { return fw.FDelegateParallel(v); }
);

auto corr = std::make_shared<CorrelationMatrix>();
auto corr = std::make_shared<CorrelationMatrix>(false);
if (nrCorrelations > 0)
{
corr->Init((int)nStoch);
Expand Down
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