From ab854bb2c43cfef37ba6969f2d64c10dc2dd4943 Mon Sep 17 00:00:00 2001
From: Peter Powers <pmpowers@usgs.gov>
Date: Fri, 14 Apr 2017 09:01:32 -0600
Subject: [PATCH] config curveType to curveFormat
---
src/org/opensha2/calc/CalcConfig.java | 50 ++++++++++++------------
src/org/opensha2/calc/EqRate.java | 2 +-
src/org/opensha2/calc/EqRateExport.java | 2 +-
src/org/opensha2/calc/HazardExport.java | 2 +-
src/org/opensha2/data/IntervalArray.java | 4 +-
5 files changed, 29 insertions(+), 31 deletions(-)
diff --git a/src/org/opensha2/calc/CalcConfig.java b/src/org/opensha2/calc/CalcConfig.java
index e5fa5e3d5..6c6fcc682 100644
--- a/src/org/opensha2/calc/CalcConfig.java
+++ b/src/org/opensha2/calc/CalcConfig.java
@@ -103,7 +103,7 @@ public final class CalcConfig {
}
/**
- * Hazard curve calculation configuration.
+ * Hazard calculation configuration.
*/
public final static class Curve {
@@ -115,7 +115,6 @@ public final class CalcConfig {
* <p><b>Default:</b> {@link ExceedanceModel#TRUNCATION_UPPER_ONLY}
*/
public final ExceedanceModel exceedanceModel;
- // TODO refactor to probabilityModel
/**
* The number of standard deviations (σ) at which to truncate a
@@ -148,7 +147,7 @@ public final class CalcConfig {
*
* <p><b>Default:</b> {@link ValueFormat#ANNUAL_RATE}
*/
- public final ValueFormat valueType;
+ public final ValueFormat valueFormat;
private final double[] defaultImls;
private final Map<Imt, double[]> customImls;
@@ -162,7 +161,7 @@ public final class CalcConfig {
double truncationLevel,
Set<Imt> imts,
boolean gmmUncertainty,
- ValueFormat valueType,
+ ValueFormat valueFormat,
double[] defaultImls,
Map<Imt, double[]> customImls,
Map<Imt, XySequence> modelCurves,
@@ -172,7 +171,7 @@ public final class CalcConfig {
this.truncationLevel = truncationLevel;
this.imts = imts;
this.gmmUncertainty = gmmUncertainty;
- this.valueType = valueType;
+ this.valueFormat = valueFormat;
this.defaultImls = defaultImls;
this.customImls = customImls;
@@ -229,7 +228,7 @@ public final class CalcConfig {
.append(formatEntry(Key.TRUNCATION_LEVEL, truncationLevel))
.append(formatEntry(Key.IMTS, enumsToString(imts, Imt.class)))
.append(formatEntry(Key.GMM_UNCERTAINTY, gmmUncertainty))
- .append(formatEntry(Key.VALUE_TYPE, valueType.name()))
+ .append(formatEntry(Key.VALUE_FORMAT, valueFormat.name()))
.append(formatEntry(Key.DEFAULT_IMLS, wrap(Arrays.toString(defaultImls), false)))
.append(imlSb);
}
@@ -240,7 +239,7 @@ public final class CalcConfig {
Double truncationLevel;
Set<Imt> imts;
Boolean gmmUncertainty;
- ValueFormat valueType;
+ ValueFormat valueFormat;
double[] defaultImls;
Map<Imt, double[]> customImls;
@@ -250,7 +249,7 @@ public final class CalcConfig {
truncationLevel,
Sets.immutableEnumSet(imts),
gmmUncertainty,
- valueType,
+ valueFormat,
defaultImls,
customImls,
createCurveMap(),
@@ -262,7 +261,7 @@ public final class CalcConfig {
this.truncationLevel = that.truncationLevel;
this.imts = that.imts;
this.gmmUncertainty = that.gmmUncertainty;
- this.valueType = that.valueType;
+ this.valueFormat = that.valueFormat;
this.defaultImls = that.defaultImls;
this.customImls = that.customImls;
}
@@ -280,8 +279,8 @@ public final class CalcConfig {
if (that.gmmUncertainty != null) {
this.gmmUncertainty = that.gmmUncertainty;
}
- if (that.valueType != null) {
- this.valueType = that.valueType;
+ if (that.valueFormat != null) {
+ this.valueFormat = that.valueFormat;
}
if (that.defaultImls != null) {
this.defaultImls = that.defaultImls;
@@ -306,7 +305,7 @@ public final class CalcConfig {
b.truncationLevel = 3.0;
b.imts = EnumSet.of(Imt.PGA, Imt.SA0P2, Imt.SA1P0);
b.gmmUncertainty = false;
- b.valueType = ValueFormat.ANNUAL_RATE;
+ b.valueFormat = ValueFormat.ANNUAL_RATE;
b.defaultImls = IMLS_PGA_SA;
b.customImls = Maps.newHashMap();
b.customImls.put(Imt.PGV, IMLS_PGV);
@@ -704,7 +703,7 @@ public final class CalcConfig {
*
* <p><b>Default:</b> {@link ValueFormat#ANNUAL_RATE}
*/
- public final ValueFormat values;
+ public final ValueFormat valueFormat;
/**
* The timespan of interest when computing Poisson probabilities.
@@ -717,13 +716,13 @@ public final class CalcConfig {
Bins bins,
double distance,
Distribution distribution,
- ValueFormat values,
+ ValueFormat valueFormat,
double timespan) {
this.bins = bins;
this.distance = distance;
this.distribution = distribution;
- this.values = values;
+ this.valueFormat = valueFormat;
this.timespan = timespan;
}
@@ -736,7 +735,7 @@ public final class CalcConfig {
.append("Δ=").append(bins.Δm)
.append(formatEntry(Key.DISTANCE, distance))
.append(formatEntry(Key.DISTRIBUTION, distribution.name()))
- .append(formatEntry(Key.VALUES, values.name()))
+ .append(formatEntry(Key.VALUE_FORMAT, valueFormat.name()))
.append(formatEntry(Key.TIMESPAN, timespan));
}
@@ -745,7 +744,7 @@ public final class CalcConfig {
Bins bins;
Double distance;
Distribution distribution;
- ValueFormat values;
+ ValueFormat valueFormat;
Double timespan;
Rate build() {
@@ -753,7 +752,7 @@ public final class CalcConfig {
bins,
distance,
distribution,
- values,
+ valueFormat,
timespan);
}
@@ -761,7 +760,7 @@ public final class CalcConfig {
this.bins = that.bins;
this.distance = that.distance;
this.distribution = that.distribution;
- this.values = that.values;
+ this.valueFormat = that.valueFormat;
this.timespan = that.timespan;
}
@@ -775,8 +774,8 @@ public final class CalcConfig {
if (that.distribution != null) {
this.distribution = that.distribution;
}
- if (that.values != null) {
- this.values = that.values;
+ if (that.valueFormat != null) {
+ this.valueFormat = that.valueFormat;
}
if (that.timespan != null) {
this.timespan = that.timespan;
@@ -788,7 +787,7 @@ public final class CalcConfig {
b.bins = Bins.defaults();
b.distance = 20.0;
b.distribution = Distribution.INCREMENTAL;
- b.values = ValueFormat.ANNUAL_RATE;
+ b.valueFormat = ValueFormat.ANNUAL_RATE;
b.timespan = 30.0;
return b;
}
@@ -800,7 +799,7 @@ public final class CalcConfig {
checkNotNull(bins.Δm, STATE_ERROR, Rate.ID, Key.BINS + ".Δm");
checkNotNull(distance, STATE_ERROR, Rate.ID, Key.DISTANCE);
checkNotNull(distribution, STATE_ERROR, Rate.ID, Key.DISTRIBUTION);
- checkNotNull(values, STATE_ERROR, Rate.ID, Key.VALUES);
+ checkNotNull(valueFormat, STATE_ERROR, Rate.ID, Key.VALUE_FORMAT);
checkNotNull(timespan, STATE_ERROR, Rate.ID, Key.TIMESPAN);
}
@@ -994,7 +993,7 @@ public final class CalcConfig {
TRUNCATION_LEVEL,
IMTS,
GMM_UNCERTAINTY,
- VALUE_TYPE,
+ VALUE_FORMAT,
DEFAULT_IMLS,
CUSTOM_IMLS,
/* site defaults */
@@ -1016,7 +1015,6 @@ public final class CalcConfig {
CONTRIBUTOR_LIMIT,
/* rate */
DISTANCE,
- VALUES,
DISTRIBUTION,
TIMESPAN;
@@ -1239,7 +1237,7 @@ public final class CalcConfig {
*/
public Builder timespan(double timespan) {
this.rate.timespan = timespan;
- this.rate.values = ValueFormat.POISSON_PROBABILITY;
+ this.rate.valueFormat = ValueFormat.POISSON_PROBABILITY;
return this;
}
diff --git a/src/org/opensha2/calc/EqRate.java b/src/org/opensha2/calc/EqRate.java
index ee9f2c9a3..fa3d7bf2f 100644
--- a/src/org/opensha2/calc/EqRate.java
+++ b/src/org/opensha2/calc/EqRate.java
@@ -81,7 +81,7 @@ public class EqRate {
if (rateConfig.distribution == Distribution.CUMULATIVE) {
rates = toCumulative(rates);
}
- if (rateConfig.values == ValueFormat.POISSON_PROBABILITY) {
+ if (rateConfig.valueFormat == ValueFormat.POISSON_PROBABILITY) {
rates = toPoissonProbability(rates, rateConfig.timespan);
}
return rates;
diff --git a/src/org/opensha2/calc/EqRateExport.java b/src/org/opensha2/calc/EqRateExport.java
index efca392a9..cf427fe54 100644
--- a/src/org/opensha2/calc/EqRateExport.java
+++ b/src/org/opensha2/calc/EqRateExport.java
@@ -73,7 +73,7 @@ public final class EqRateExport {
static Path improvedOutputDirectory(CalcConfig config) {
Path out = config.output.directory;
if (out.toString().equals(CalcConfig.DEFAULT_OUT)) {
- return (config.rate.values == ValueFormat.POISSON_PROBABILITY) ? Paths.get("eq-prob")
+ return (config.rate.valueFormat == ValueFormat.POISSON_PROBABILITY) ? Paths.get("eq-prob")
: Paths.get("eq-rate");
}
return out;
diff --git a/src/org/opensha2/calc/HazardExport.java b/src/org/opensha2/calc/HazardExport.java
index 2889ac1a5..d4fcf00c7 100644
--- a/src/org/opensha2/calc/HazardExport.java
+++ b/src/org/opensha2/calc/HazardExport.java
@@ -251,7 +251,7 @@ public final class HazardExport {
OpenOption[] options = firstBatch ? WRITE : APPEND;
Function<Double, String> formatter = Parsing.formatDoubleFunction(RATE_FMT);
- if (demo.config.curve.valueType == ValueFormat.POISSON_PROBABILITY) {
+ if (demo.config.curve.valueFormat == ValueFormat.POISSON_PROBABILITY) {
formatter = Functions.compose(
formatter,
Mfds.annualRateToProbabilityConverter());
diff --git a/src/org/opensha2/data/IntervalArray.java b/src/org/opensha2/data/IntervalArray.java
index a459b4e1b..46e1aacb2 100644
--- a/src/org/opensha2/data/IntervalArray.java
+++ b/src/org/opensha2/data/IntervalArray.java
@@ -245,7 +245,7 @@ public interface IntervalArray {
/**
* Add to the existing value at the specified row. Be careful not to confuse
- * this with {@link #add(double, double)} .
+ * this with {@link #add(double, double)}.
*
* @param row index
* @param value to add
@@ -336,7 +336,7 @@ public interface IntervalArray {
Data.uncheckedAdd(data, ((DefaultArray) array).data);
return this;
}
-
+
/**
* Add each value-pair of the supplied sequence to the appropriate interval.
*
--
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