ComposedCopula distribution ================================================ .. plot:: :include-source: False import openturns as ot from matplotlib import pyplot as plt from openturns.viewer import View if ot.ComposedCopula().__class__.__name__ == 'ComposedCopula': distribution = ot.ComposedCopula([ot.ClaytonCopula(2.0), ot.GumbelCopula(3.0)]) elif ot.ComposedCopula().__class__.__name__ == 'ComposedDistribution': R = ot.CorrelationMatrix(3) R[0,1]=0.5 R[0,2]=0.3 R[1,2]=-0.2 copula = ot.NormalCopula(R) marginals = [ot.Uniform(1.0, 2.0), ot.Normal(2.0, 3.0), ot.Gamma(5.5, 2.0)] distribution = ot.ComposedDistribution(marginals, copula) elif ot.ComposedCopula().__class__.__name__ == 'BlockIndependentDistribution': R = ot.CorrelationMatrix(2) R[0,1]=0.5 atom1 = ot.ComposedDistribution([ot.Exponential(2.0), ot.WeibullMax(2.0, 2.0)], ot.NormalCopula(R)) atom2 = ot.ComposedDistribution([ot.Normal(2.0, 1.0), ot.Triangular(2.0, 3.0, 4.0)], ot.ClaytonCopula(3.0)) distribution = ot.BlockIndependentDistribution([atom1, atom2]) else: distribution = ot.ComposedCopula() dimension = distribution.getDimension() mean = distribution.getMean() std = distribution.getStandardDeviation() xMin = distribution.getRange().getLowerBound() xMax = distribution.getRange().getUpperBound() xMin = [max(xMin[i], mean[i] - 3.0 * std[i]) for i in range(dimension)] xMax = [min(xMax[i], mean[i] + 3.0 * std[i]) for i in range(dimension)] size = 1000 sample = distribution.getSample(size) sMin = sample.getMin() sMax = sample.getMax() xMin = [min(xMin[i], sMin[i]) for i in range(dimension)] xMax = [max(xMax[i], sMax[i]) for i in range(dimension)] n_rows = dimension n_cols = dimension fig = plt.figure(figsize=(10, 10)) for j in range(dimension): for i in range(dimension): pdf_axis = fig.add_subplot(n_rows, n_cols, j*dimension+i+1) if i == j: pdf_graph = distribution.drawMarginal1DPDF(i, xMin[i], xMax[i], 256) else: pdf_graph = distribution.drawMarginal2DPDF(i, j, [xMin[i], xMin[j]], [xMax[i], xMax[j]], [256]*2) cloud = ot.Cloud(sample.getMarginal([i, j])) cloud.setPointStyle("dot") pdf_graph.add(cloud) pdf_graph.setTitle("") pdf_graph.setXTitle("") pdf_graph.setYTitle("") if i == 0: pdf_graph.setYTitle(r"$x_" + str(j) + r"$") if j == dimension-1: pdf_graph.setXTitle(r"$x_" + str(i) + r"$") View(pdf_graph, figure=fig, axes=[pdf_axis], add_legend=False, square_axes=distribution.isCopula()) title = str(distribution)[:100].split('\n')[0] fig.suptitle(title) .. currentmodule:: openturns .. autoclass:: ComposedCopula .. automethod:: __init__ .. minigallery:: openturns.ComposedCopula :add-heading: Examples using the class