composed module¶
The SciPy-based joint probability distribution.
SPComposedDistribution
is a ComposedDistribution
based on the SciPy library.
Warning
For the moment,
there is no copula that can be used with SPComposedDistribution
;
if you want to introduce dependency between random variables,
please consider OTComposedDistribution
.
- class gemseo.uncertainty.distributions.scipy.composed.SPComposedDistribution(distributions, copula=None, variable='')[source]
Bases:
ComposedDistribution
The SciPy-based joint probability distribution.
- Parameters:
distributions (Sequence[SPDistribution]) – The marginal distributions.
copula (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 “”.
- Raises:
NotImplementedError – When the copula is not
None
.
- 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 (Iterable[float]) – 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:
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.
- 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.
- 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.