IntegrationStrategy

class IntegrationStrategy(*args)

Integration strategy for the approximation coefficients.

Available constructors:

LeastSquaresStrategy(measure)

LeastSquaresStrategy(weightedExp)

LeastSquaresStrategy(measure, weightedExp)

LeastSquaresStrategy(inputSample, outputSample)

LeastSquaresStrategy(inputSample, weights, outputSample)

Parameters:

weightedExp : WeightedExperiment

Experimental design used for the transformed input data. When not precised, OpenTURNS uses a MonteCarloExperiment.

measure : Distribution

Distribution \mu with respect to which the basis is orthonormal. When not precised, OpenTURNS uses the limit measure defined within the WeightedExperiment.

inputSample, outputSample : 2-d sequence of float

The input random variables \vect{X}=(X_1, \dots, X_{n_X})^T and the output samples \vect{Y} that describe the model.

weights : sequence of float

Numerical point that are the weights associated to the input sample points such that the corresponding weighted experiment is a good approximation of \mu. If not precised, all weights are equals to \omega_i = \frac{1}{size}, where size is the size of the sample.

Notes

This class is not usable because it has sense only within the FunctionalChaosAlgorithm : the integration strategy evaluates the coefficients (a_k)_{k \in K} of the polynomials decomposition as follows:

\vect{a} = E_{\mu} \left[ g \circ T^{-1} (\vect{U}) \vect{\Psi}(\vect{U}) \right]

where \vect{U} = T(\vect{X}).

The mean expectation E_{\mu} is approximated by a relation of type:

E_{\mu} \left[ f(\vect{U}) \right] \approx \sum_{i \in I} \omega_i f(\Xi_i)

where is a function L_1(\mu) defined as:

f(\vect{U} = g \circ T^{-1} (\vect{U}) \vect{\Psi}(\vect{U})

In the approximation of the mean expectation, the set I, the points (\Xi_i)_{i \in I} and the weights (\omega_i)_{i \in I} are evaluated from methods implemented in the WeightedExperiment.

Methods

computeCoefficients(function, basis, …[, …])
getClassName() Accessor to the object’s name.
getCoefficients() Accessor to the coefficients.
getExperiment() Accessor to the experiments.
getId() Accessor to the object’s id.
getInputSample() Accessor to the input sample.
getMeasure() Accessor to the measure.
getName() Accessor to the object’s name.
getOutputSample() Accessor to the output sample.
getRelativeError() Accessor to the relative error.
getResidual() Accessor to the residual.
getShadowedId() Accessor to the object’s shadowed id.
getVisibility() Accessor to the object’s visibility state.
getWeights() Accessor to the weights.
hasName() Test if the object is named.
hasVisibleName() Test if the object has a distinguishable name.
setExperiment(weightedExperiment) Accessor to the design of experiment.
setMeasure(measure) Accessor to the measure.
setName(name) Accessor to the object’s name.
setShadowedId(id) Accessor to the object’s shadowed id.
setVisibility(visible) Accessor to the object’s visibility state.
__init__(*args)
getClassName()

Accessor to the object’s name.

Returns:

class_name : str

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

getCoefficients()

Accessor to the coefficients.

Returns:

coef : Point

Coefficients (\alpha_k)_{k \in K}.

getExperiment()

Accessor to the experiments.

Returns:

exp : WeightedExperiment

Weighted experiment used to evaluate the coefficients.

getId()

Accessor to the object’s id.

Returns:

id : int

Internal unique identifier.

getInputSample()

Accessor to the input sample.

Returns:

X : Sample

Input Sample.

getMeasure()

Accessor to the measure.

Returns:

mu : Distribution

Measure \mu defining the scalar product.

getName()

Accessor to the object’s name.

Returns:

name : str

The name of the object.

getOutputSample()

Accessor to the output sample.

Returns:

Y : Sample

Output Sample.

getRelativeError()

Accessor to the relative error.

Returns:

e : float

Relative error.

getResidual()

Accessor to the residual.

Returns:

er : float

Residual error.

getShadowedId()

Accessor to the object’s shadowed id.

Returns:

id : int

Internal unique identifier.

getVisibility()

Accessor to the object’s visibility state.

Returns:

visible : bool

Visibility flag.

getWeights()

Accessor to the weights.

Returns:

w : Point

Weights of the design of experiments.

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.

setExperiment(weightedExperiment)

Accessor to the design of experiment.

Parameters:

exp : WeightedExperiment

Weighted design of experiment.

setMeasure(measure)

Accessor to the measure.

Parameters:

m : Distribution

Measure \mu defining the scalar product.

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.

setVisibility(visible)

Accessor to the object’s visibility state.

Parameters:

visible : bool

Visibility flag.