Single Risk

Determine non-exceedence probabilities for a single risk.

Import libraries

import sys
import os

import pandas as pd

from darpi.quantitative.plots import plot_histogram_and_cdf, plot_ppf_curve
from darpi.quantitative.probability import (
    get_histogram_data,
    get_samples,
    get_triangular_distribution,
    get_empirical_cdf,
    get_empirical_ppf,
    sum_samples,
)
from darpi.qualitative.plots import plot_empty_heat_map, add_scatter_to_heat_map

Generate probability of non-exceedance charts for one risk

# Identify the risk, cost, and probability of occurrence
risk = "Risk 1"
costs = (1000, 2000, 5000)
probability = 0.6

# Generate the triangular distribution that corresponds with the risk above
distribution = get_triangular_distribution(a=costs[0], b=costs[2], c=costs[1])

# Generate the samples (the default is n==100,000)
data = get_samples(distribution=distribution, risk_probability=probability)

# Get plotting data
hist_data = get_histogram_data(data)
cdf_data = get_empirical_cdf(data)
ppf_data = get_empirical_ppf(data)

# Make some plots
fig = plot_histogram_and_cdf(hist_data=hist_data, cdf_data=cdf_data)
# fig.write_image("images/single-risk-histogram_cdf.png")
fig = plot_ppf_curve(data=ppf_data)
# fig.write_image("images/single-risk-ppf.png")

Generate probability of non-exceedance table for one risk

get_non_exceedance_table(data).round(2)

	cost	p
0	0.00	0.00
1	0.00	0.01
2	0.00	0.02
3	0.00	0.03
4	0.00	0.04
...	...	...
96	4099.60	0.96
97	4224.11	0.97
98	4365.02	0.98
99	4554.38	0.99
100	4987.99	1.00

101 rows × 2 columns