ChaospyDistribution

class ChaospyDistribution(dist)

Allow one to override Distribution from a chaospy distribution.

Parameters:
dista chaospy distribution

The distribution to wrap. It is currently limited to stochastically independent distributions as chaopy distributions doesn’t implement CDF computation for dependencies.

Methods

computeCDF(X)

CDF accessor.

getDimension()

Dimension accessor.

getRange()

Range accessor.

computePDF

computeQuantile

computeScalarQuantile

getKurtosis

getMean

getMoment

getRealization

getSample

getSkewness

getStandardDeviation

Examples

>>> import openturns as ot
>>> import chaospy as cp
>>> chaospy_dist = cp.J(cp.Triangular(1.0, 2.0, 3.0), cp.F(4.0, 5.0))
>>> distribution = ot.Distribution(ot.ChaospyDistribution(chaospy_dist))
>>> distribution.getRealization()
__init__(dist)

Constructor.

computeCDF(X)

CDF accessor.

getDimension()

Dimension accessor.

getRange()

Range accessor. Optional, but highly recommended