Create a composed distributionΒΆ

In this basic example we are going to create a multidimensional distribution from a copula and marginal distributions.

In [7]:
from __future__ import print_function
import openturns as ot
In [8]:
# create the copula
R = ot.CorrelationMatrix(2)
R[0, 1] = 0.25
copula = ot.NormalCopula(R)
print(copula)
NormalCopula(R = [[ 1    0.25 ]
 [ 0.25 1    ]])
In [9]:
# create the marginals
marginals = [ot.Normal(), ot.Gumbel()]
In [10]:
# create the composed distribution
distribution = ot.ComposedDistribution(marginals, copula)
In [11]:
# draw PDF
distribution.drawPDF()
Out[11]:
../../_images/examples_probabilistic_modeling_composed_distribution_6_0.svg