gemseo.uncertainty.distributions.openturns.joint module#

The OpenTURNS-based joint probability distribution.

class OTJointDistribution(distributions, copula=None)[source]#

Bases: BaseJointDistribution

The OpenTURNS-based joint probability distribution.

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

Parameters:

  • distributions (Sequence[OTDistribution]) -- The marginal distributions.

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

compute_cdf(value)[source]#

Evaluate the cumulative density function (CDF).

Parameters:

value (Iterable[float]) -- The value of the random variable for which to evaluate the CDF.

Returns:

The value of the CDF.

Return type:

RealArray

compute_inverse_cdf(value)[source]#

Evaluate the inverse cumulative density function (ICDF).

Parameters:

value (Iterable[float]) -- The probability for which to evaluate the ICDF.

Returns:

The value of the ICDF.

Return type:

RealArray

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.

Return type:

RealArray