gemseo.uncertainty.distributions.openturns package#

OpenTURNS-based capabilities for probability distributions.

This package interfaces capabilities from the OpenTURNS library.

Interfaced distributions#

This package implements the abstract classes BaseDistribution and BaseJointDistribution.

Classical distributions#

This package also implements a deliberately limited selection of standard probability distributions in a user-friendly way: OTExponentialDistribution, OTNormalDistribution, OTTriangularDistribution, and OTUniformDistribution. More precisely, the argument whose nature is a tuple of positional parameters is replaced with several user-defined keyword arguments. In this way, the use writes OTUniformDistribution('x', -1., 3.) or OTUniformDistribution('x', minimum=-1., maximum=3.) instead of OTDistribution('x', 'Uniform', (-1., 3.)). Furthermore, these classes inheriting from OTDistribution are documented in such a way that a newbie could easily apprehend them.

Joint probability distribution#

A OTDistribution has a OTDistribution.JOINT_DISTRIBUTION_CLASS attribute referencing OTJointDistribution which is a class to build a joint probability distribution related to given random variables 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.

Distribution fitting#

The class OTDistributionFitter offers the possibility to fit an OTDistribution from numpy.array data, based on the OpenTURNS capabilities.