CauchyModel

(Source code, png)

../../_images/openturns-CauchyModel-1.png
class CauchyModel(*args)

Cauchy spectral model.

Refer to Parametric spectral density functions.

Parameters:
thetasequence of float

Scale coefficients \theta of the spectral density function. Vector of size n

sigmasequence of float

Amplitude coefficients \sigma of the spectral density function. Vector of size p

Methods

computeStandardRepresentative(frequency)

Compute the standard representant of the spectral density function.

draw(*args)

Draw a specific component of the spectral density function.

getAmplitude()

Get the amplitude parameter of the spectral density function.

getClassName()

Accessor to the object's name.

getInputDimension()

Get the input dimension of the spectral density function.

getName()

Accessor to the object's name.

getOutputCorrelation()

Get the spatial correlation matrix of the spectral density function.

getOutputDimension()

Get the dimension of the SpectralModel.

getScale()

Get the scale parameter of the spectral density function.

hasName()

Test if the object is named.

setAmplitude(amplitude)

Set the amplitude parameter of the spectral density function.

setName(name)

Accessor to the object's name.

setScale(scale)

Set the scale parameter of the spectral density function.

Notes

The spectral density function of input dimension n and output dimension p writes:

\forall (i,j) \in [0,p-1]^2, S(f)_{i,j} = 2 \Sigma_{i,j} \prod_{k=1}^{n} \frac{\theta_k}{1 + (2\pi \theta_k f)^2}

Examples

>>> import openturns as ot
>>> spectralModel = ot.CauchyModel([3.0, 2.0], [2.0])
>>> f = 0.3
>>> print(spectralModel(f))
[[ (0.191364,0) ]]
>>> f = 10
>>> print(spectralModel(f))
[[ (1.71084e-07,0) ]]
__init__(*args)
computeStandardRepresentative(frequency)

Compute the standard representant of the spectral density function.

Parameters:
taufloat

Frequency value.

Returns:
rhoComplex

Standard representant factor of the spectral density function.

Notes

Using definitions in SpectralModel: the standard representative function writes:

\forall \vect{f} \in \Rset^n, \rho(\vect{f} \odot \vect{\theta}) = \prod_{k=1}^{n} \frac{1}{1 + (2\pi \theta_k f)^2}

where (\vect{f} \odot \vect{\theta})_k = \vect{f}_k \vect{\theta}_k

draw(*args)

Draw a specific component of the spectral density function.

Parameters:
rowIndexint, 0 \leq rowIndex < dimension

The row index of the component to draw. Default value is 0.

columnIndex: int, :math:`0 leq columnIndex < dimension`

The column index of the component to draw. Default value is 0.

minimumFrequencyfloat

The lower bound of the frequency range over which the model is plotted. Default value is SpectralModel-DefaultMinimumFrequency in ResourceMap.

maximumFrequencyfloat

The upper bound of the frequency range over which the model is plotted. Default value is SpectralModel-DefaultMaximumFrequency in ResourceMap.

frequencyNumberint, pointNumber \geq 2

The discretization of the frequency range [minimumFrequency, maximumFrequency] over which the model is plotted. Default value is SpectralModel-DefaultFrequencyNumber in class:~openturns.ResourceMap.

modulebool

Flag to tell if module has to be drawn (True) or if it is the argument to be drawn (False). Default value is True.

Returns:
graphGraph

Graphic of the specified component

getAmplitude()

Get the amplitude parameter of the spectral density function.

Returns:
amplitudePoint

The used amplitude parameter.

getClassName()

Accessor to the object’s name.

Returns:
class_namestr

The object class name (object.__class__.__name__).

getInputDimension()

Get the input dimension of the spectral density function.

Returns:
inputDimensionint

SpatialDimension of the SpectralModel.

getName()

Accessor to the object’s name.

Returns:
namestr

The name of the object.

getOutputCorrelation()

Get the spatial correlation matrix of the spectral density function.

Returns:
spatialCorrelationCorrelationMatrix

Correlation matrix \mat{R} \in \mathcal{M}_{dimension \times dimension}([-1, 1]).

getOutputDimension()

Get the dimension of the SpectralModel.

Returns:
dimensionint

Dimension of the SpectralModel.

getScale()

Get the scale parameter of the spectral density function.

Returns:
scalePoint

The used scale parameter.

hasName()

Test if the object is named.

Returns:
hasNamebool

True if the name is not empty.

setAmplitude(amplitude)

Set the amplitude parameter of the spectral density function.

Parameters:
amplitudePoint

The amplitude parameter to be used in the spectral density function.

setName(name)

Accessor to the object’s name.

Parameters:
namestr

The name of the object.

setScale(scale)

Set the scale parameter of the spectral density function.

Parameters:
scalePoint

The scale parameter to be used in the spectral density function. It should be of size dimension.

Examples using the class

Estimate a spectral density function

Estimate a spectral density function

Create a parametric spectral density function

Create a parametric spectral density function

Create a Gaussian process

Create a Gaussian process