gemseo / uncertainty / statistics

# empirical module¶

## Empirical estimation of statistics from a dataset¶

### Overview¶

The EmpiricalStatistics class inherits from the abstract Statistics class and aims to estimate statistics from a Dataset, based on empirical estimators.

### Construction¶

A EmpiricalStatistics is built from a Dataset and optionally a list of variables names. In this case, statistics are only computed for these variables. Otherwise, statistics are computed for all variables. Lastly, the user can name its Statistics. By default, the name is the concatenation of ‘EmpiricalStatistics’ and and the name of the Dataset.

class gemseo.uncertainty.statistics.empirical.EmpiricalStatistics(dataset, variables_names=None, name=None)[source]

Empirical estimation of statistics.

Constructor

Parameters
• dataset (Dataset) – dataset

• variables_names (list(str)) – list of variables names or list of variables names. If None, the method considers all variables from dataset. Default: None.

• name (str) – name of the object. If None, use the concatenation of class and dataset names. Default: None.

maximum()[source]

Get the maximum.

Returns

maximum

Return type

dict

mean()[source]

Get the mean.

Returns

mean

Return type

dict

minimum()[source]

Get the minimum.

Returns

minimum

Return type

dict

moment(order)[source]

Compute the central moment for a given order.

Parameters

order (int) – moment order.

Returns

moment

Return type

dict

probability(thresh, greater=True)[source]

Compute a probability associated to a threshold. This threshold is a dictionary of arrays indexed by variables names. For a multidimensional variable, the probability to be greater (or lower) than the threshold is defined as the probability that all variables components are greater (respectively lower) than their counterparts in the threshold.

Parameters
• thresh (dict) – threshold

• greater (bool) – if True, compute the probability the probability of exceeding the threshold, if False, compute the reverse. Default: True.

Returns

probability

quantile(prob)[source]

Get the quantile associated to a given probability.

Parameters

merge (int) – if True, merge variables. Default: True.

Returns

quantile

Return type

dict

range()[source]

Get the range of variables.

Returns

range of variables

standard_deviation()[source]

Get the standard deviation.

Returns

standard deviation

Return type

dict

variance()[source]

Get the variance.

Returns

variance

Return type

dict