SobolSimulationResult

(Source code, png)

class SobolSimulationResult(*args)

Sobol simulation result.

Gathers the results of a SobolSimulationAlgorithm algorithm.

Parameters:

fo_distDistribution

The random vector to study.

to_distDistribution

The function to study.

outer_samplingint

The number of iterations.

block_sizeint

The batch size.

See also

SobolSimulationAlgorithm

Examples

>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> fo_dist = ot.Normal([0.154081,0.872087,0.0122877,0.0433801], [0.00982468,0.0302524,0.00911937,0.00926643], ot.CorrelationMatrix(4))
>>> to_dist = ot.Normal([0.16743,0.795477,0.0124454,0.045178], [0.0068919,0.00950876,0.00204324,0.0038844], ot.CorrelationMatrix(4))
>>> result = ot.SobolSimulationResult(fo_dist, to_dist, 250, 100)
>>> fo = result.getFirstOrderIndicesEstimate()
>>> to = result.getTotalOrderIndicesEstimate()
>>> fo_dist = result.getFirstOrderIndicesDistribution()
>>> to_dist = result.getTotalOrderIndicesDistribution()
>>> graph = result.draw()

Methods

draw([confidenceLevel])	Draw sensitivity indices.
getBlockSize()	Accessor to the block size.
getClassName()	Accessor to the object's name.
getFirstOrderIndicesDistribution()	Accessor to the first order indices distribution.
getFirstOrderIndicesEstimate()	Accessor to the first order indices estimate.
getName()	Accessor to the object's name.
getOuterSampling()	Accessor to the outer sampling.
getTimeDuration()	Accessor to the elapsed time.
getTotalOrderIndicesDistribution()	Accessor to the total order indices distribution.
getTotalOrderIndicesEstimate()	Accessor to the total order indices estimate.
hasName()	Test if the object is named.
setBlockSize(blockSize)	Accessor to the block size.
setFirstOrderIndicesDistribution(...)	Accessor to the first order indices distribution.
setName(name)	Accessor to the object's name.
setOuterSampling(outerSampling)	Accessor to the outer sampling.
setTimeDuration(time)	Accessor to the elapsed time.
setTotalOrderIndicesDistribution(...)	Accessor to the total order indices distribution.

__init__(*args)

draw(confidenceLevel=0.95)

Draw sensitivity indices.

Parameters:

confidence_levelfloat, default=0.95

Confidence level for intervals

Returns:

graphGraph

A graph containing the aggregated first and total order indices.

getBlockSize()

Accessor to the block size.

Returns:

blockSizeint

Number of terms in the probability simulation estimator grouped together.

getClassName()

Accessor to the object’s name.

Returns:

class_namestr

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

getFirstOrderIndicesDistribution()

Accessor to the first order indices distribution.

Returns:

distributionDistribution

Distribution of the first order indices.

getFirstOrderIndicesEstimate()

Accessor to the first order indices estimate.

Returns:

estimatePoint

Estimate of the first order indices.

getName()

Accessor to the object’s name.

Returns:

namestr

The name of the object.

getOuterSampling()

Accessor to the outer sampling.

Returns:

outerSamplingint

Number of groups of terms in the probability simulation estimator.

getTimeDuration()

Accessor to the elapsed time.

Returns:

timefloat

Simulation duration in seconds

getTotalOrderIndicesDistribution()

Accessor to the total order indices distribution.

Returns:

distributionDistribution

Distribution of the total order indices.

getTotalOrderIndicesEstimate()

Accessor to the total order indices estimate.

Returns:

estimatePoint

Estimate of the total order indices.

hasName()

Test if the object is named.

Returns:

hasNamebool

True if the name is not empty.

setBlockSize(blockSize)

Accessor to the block size.

Parameters:

blockSizeint,

Number of terms in the probability simulation estimator grouped together.

setFirstOrderIndicesDistribution(firstOrderIndicesDistribution)

Accessor to the first order indices distribution.

Parameters:

distributionDistribution

Distribution of the first order indices.

setName(name)

Accessor to the object’s name.

Parameters:

namestr

The name of the object.

setOuterSampling(outerSampling)

Accessor to the outer sampling.

Parameters:

outerSamplingint,

Number of groups of terms in the probability simulation estimator.

setTimeDuration(time)

Accessor to the elapsed time.

Parameters:

timefloat

Simulation duration in seconds

setTotalOrderIndicesDistribution(totalOrderIndicesDistribution)

Accessor to the total order indices distribution.

Parameters:

distributionDistribution

Distribution of the total order indices.