gemseo.uncertainty.distributions.openturns.distribution_fitter module

Fitting a probability distribution to data using the OpenTURNS library.

class OTDistributionFitter(variable, data)

Bases: BaseDistributionFitter[OTDistribution]

Fit a probability distribution to data using the OpenTURNS library.

Initialize self. See help(type(self)) for accurate signature.

Parameters:

• variable (str) -- The name of the variable.

• data (RealArray) -- A data array.

class DistributionName(*values)

Bases: StrEnum

Arcsine = 'Arcsine'

Beta = 'Beta'

Burr = 'Burr'

Chi = 'Chi'

ChiSquare = 'ChiSquare'

Dirichlet = 'Dirichlet'

Exponential = 'Exponential'

FisherSnedecor = 'FisherSnedecor'

Frechet = 'Frechet'

Gamma = 'Gamma'

GeneralizedPareto = 'GeneralizedPareto'

Gumbel = 'Gumbel'

Histogram = 'Histogram'

InverseNormal = 'InverseNormal'

Laplace = 'Laplace'

LogNormal = 'LogNormal'

LogUniform = 'LogUniform'

Logistic = 'Logistic'

MeixnerDistribution = 'MeixnerDistribution'

Normal = 'Normal'

Pareto = 'Pareto'

Rayleigh = 'Rayleigh'

Rice = 'Rice'

Student = 'Student'

Trapezoidal = 'Trapezoidal'

Triangular = 'Triangular'

TruncatedNormal = 'TruncatedNormal'

Uniform = 'Uniform'

VonMises = 'VonMises'

WeibullMax = 'WeibullMax'

WeibullMin = 'WeibullMin'

class FittingCriterion(*values)

Bases: StrEnum

BIC = 'BIC'

ChiSquared = 'ChiSquared'

Kolmogorov = 'Kolmogorov'

class SignificanceTest(*values)

Bases: StrEnum

ChiSquared = 'ChiSquared'

Kolmogorov = 'Kolmogorov'

fit(distribution)

Fit a probability distribution to the data.

Parameters:

distribution (DistributionName) -- The name of a probability distribution in the UQ library.

Returns:

The probability distribution fitted to the data.

Return type:

OTDistribution

property data: RealArray

The data array.

variable: str

The name of the variable.