gemseo / uncertainty / distributions

ot_cdist module

Composed distribution based on OpenTURNS

Overview

The OTComposedDistribution class is a concrete class inheriting from ComposedDistribution which is an abstract one. OT stands for OpenTURNS which is the library it relies on.

Construction

The OTComposedDistribution of a list of given uncertain variables is built from a list of OTDistribution objects implementing the probability distributions of these variables based on the OpenTURNS library and from a copula name.

Note

A copula is a mathematical function used to define the dependence between random variables from their cumulative density functions. See more.

class gemseo.uncertainty.distributions.ot_cdist.OTComposedDistribution(distributions, copula='independent_copula')

Bases: gemseo.uncertainty.distributions.distribution.ComposedDistribution

OpenTURNS composed distribution.

Constructor.

Parameters

• distributions (list(OTDistribution)) – list of OT distributions.

• copula (str) – copula name.

COPULA = {'independent_copula': <class 'openturns.model_copula.IndependentCopula'>}

cdf(vector)

Evaluate the cumulative density functions of the marginals of a random variable for a given instance.

Parameters

vector (array) – instance of the random variable.

get_sample(n_samples=1)

Get sample.

Parameters

n_samples (int) – number of samples.

Returns

samples

Return type

list(array)

inverse_cdf(vector)

Evaluate the inverses of the cumulative density functions of the marginals of a random variable for a given vector .

Parameters

vector (array) – vector of values comprised between 0 and 1 with same dimension as the random variable.