MonteCarloExperiment

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../../_images/MonteCarloExperiment.png
class MonteCarloExperiment(*args)

MonteCarlo experiment.

Available constructors:

MonteCarloExperiment(distribution, size)

MonteCarloExperiment(size)

Parameters:

distribution : Distribution

Distribution \mu with an independent copula used to generate the set of input data.

size : positive int

Number cardI of points that will be generated in the experiment.

Notes

MonteCarloExperiment is a random weighted design of experiments. The generate() method generates points (\Xi_i)_{i \in I} independently from the distribution \mu. The weights associated to the points are all equal to 1/\mathrm{card}\,I. When the generate() method is recalled, the generated sample changes.

Examples

>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> myPlane = ot.MonteCarloExperiment(ot.Normal(2), 5)
>>> print(myPlane.generate())
    [ X0        X1        ]
0 : [  0.608202 -1.26617  ]
1 : [ -0.438266  1.20548  ]
2 : [ -2.18139   0.350042 ]
3 : [ -0.355007  1.43725  ]
4 : [  0.810668  0.793156 ]

Methods

generate() Generate points according to the type of the experiment.
generateWithWeights() Generate points and their associated weight according to the type of the experiment.
getClassName() Accessor to the object’s name.
getDistribution() Accessor to the distribution.
getId() Accessor to the object’s id.
getName() Accessor to the object’s name.
getShadowedId() Accessor to the object’s shadowed id.
getSize() Accessor to the size of the generated sample.
getVisibility() Accessor to the object’s visibility state.
getWeight() Accessor to the weights associated with the points.
hasName() Test if the object is named.
hasVisibleName() Test if the object has a distinguishable name.
setDistribution(distribution) Accessor to the distribution.
setName(name) Accessor to the object’s name.
setShadowedId(id) Accessor to the object’s shadowed id.
setSize(size) Accessor to the size of the generated sample.
setVisibility(visible) Accessor to the object’s visibility state.
__init__(*args)
generate()

Generate points according to the type of the experiment.

Returns:

sample : NumericalSample

Points (\Xi_i)_{i \in I} which constitute the design of experiments with card I = size. The sampling method is defined by the nature of the weighted experiment.

Examples

>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> myExperiment = ot.MonteCarloExperiment(ot.Normal(2), 5)
>>> sample = myExperiment.generate()
>>> print(sample)
    [ X0        X1        ]
0 : [  0.608202 -1.26617  ]
1 : [ -0.438266  1.20548  ]
2 : [ -2.18139   0.350042 ]
3 : [ -0.355007  1.43725  ]
4 : [  0.810668  0.793156 ]
generateWithWeights()

Generate points and their associated weight according to the type of the experiment.

Returns:

sample : NumericalSample

The points which constitute the design of experiments. The sampling method is defined by the nature of the experiment.

weights : NumericalPoint of size cardI

Weights (\omega_i)_{i \in I} associated with the points. By default, all the weights are equal to 1/cardI.

Examples

>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> myExperiment = ot.MonteCarloExperiment(ot.Normal(2), 5)
>>> sample, weights = myExperiment.generateWithWeights()
>>> print(sample)
    [ X0        X1        ]
0 : [  0.608202 -1.26617  ]
1 : [ -0.438266  1.20548  ]
2 : [ -2.18139   0.350042 ]
3 : [ -0.355007  1.43725  ]
4 : [  0.810668  0.793156 ]
>>> print(weights)
[0.2,0.2,0.2,0.2,0.2]
getClassName()

Accessor to the object’s name.

Returns:

class_name : str

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

getDistribution()

Accessor to the distribution.

Returns:

distribution : Distribution

Distribution used to generate the set of input data.

getId()

Accessor to the object’s id.

Returns:

id : int

Internal unique identifier.

getName()

Accessor to the object’s name.

Returns:

name : str

The name of the object.

getShadowedId()

Accessor to the object’s shadowed id.

Returns:

id : int

Internal unique identifier.

getSize()

Accessor to the size of the generated sample.

Returns:

size : positive int

Number cardI of points constituting the design of experiments.

getVisibility()

Accessor to the object’s visibility state.

Returns:

visible : bool

Visibility flag.

getWeight()

Accessor to the weights associated with the points.

Returns:

weights : NumericalPoint of size cardI

Weights (\omega_i)_{i \in I} associated with the points. By default, all the weights are equal to 1/cardI.

hasName()

Test if the object is named.

Returns:

hasName : bool

True if the name is not empty.

hasVisibleName()

Test if the object has a distinguishable name.

Returns:

hasVisibleName : bool

True if the name is not empty and not the default one.

setDistribution(distribution)

Accessor to the distribution.

Parameters:

distribution : Distribution

Distribution used to generate the set of input data.

setName(name)

Accessor to the object’s name.

Parameters:

name : str

The name of the object.

setShadowedId(id)

Accessor to the object’s shadowed id.

Parameters:

id : int

Internal unique identifier.

setSize(size)

Accessor to the size of the generated sample.

Parameters:

size : positive int

Number cardI of points constituting the design of experiments.

setVisibility(visible)

Accessor to the object’s visibility state.

Parameters:

visible : bool

Visibility flag.