gemseo / uncertainty / distributions / openturns

composed module¶

The OpenTURNS-based joint probability distribution.

class gemseo.uncertainty.distributions.openturns.composed.OTComposedDistribution(distributions, copula=None, variable='')[source]

The OpenTURNS-based joint probability distribution.

Parameters:
• distributions (Sequence[OTDistribution]) – The marginal distributions.

• copula (ots.Distribution | None) – A copula distribution defining the dependency structure between random variables; if None, consider an independent copula.

• variable (str) –

The name of the variable, if any; otherwise, concatenate the names of the random variables defined by distributions.

By default it is set to “”.

compute_cdf(vector)[source]

Evaluate the cumulative density function (CDF).

Evaluate the CDF of the components of the random variable for a given realization of this random variable.

Parameters:

vector (Iterable[float]) – A realization of the random variable.

Returns:

The CDF values of the components of the random variable.

Return type:

ndarray

compute_inverse_cdf(vector)[source]

Evaluate the inverse of the cumulative density function (ICDF).

Parameters:

vector (ndarray) – A vector of values comprised between 0 and 1 whose length is equal to the dimension of the random variable.

Returns:

The ICDF values of the components of the random variable.

Return type:

Iterable[float]

compute_samples(n_samples=1)[source]

Sample the random variable.

Parameters:

n_samples (int) –

The number of samples.

By default it is set to 1.

Returns:

The samples of the random variable,

The number of columns is equal to the dimension of the variable and the number of lines is equal to the number of samples.

Return type:

ndarray

dimension: int

The number of dimensions of the random variable.

distribution: type

The probability distribution of the random variable.

distribution_name: str

The name of the probability distribution.

marginals: list[type]

The marginal distributions of the components of the random variable.

math_lower_bound: ndarray

The mathematical lower bound of the random variable.

math_upper_bound: ndarray

The mathematical upper bound of the random variable.

num_lower_bound: ndarray

The numerical lower bound of the random variable.

num_upper_bound: ndarray

The numerical upper bound of the random variable.

parameters: tuple[Any] | dict[str, Any]

The parameters of the probability distribution.

standard_parameters: dict[str, str] | None

The standard representation of the parameters of the distribution, used for its string representation.

transformation: str

The transformation applied to the random variable, e.g. ‘sin(x)’.

variable_name: str

The name of the random variable.