MeasureFactory

class otrobopt.MeasureFactory(*args)

Discretize a measure function.

It consists in replacing the distribution \cD of the measure by a discrete approximation.

\cD \rightarrow \sum_{i=1}^N \omega_i \delta_{\theta_i}

Where \delta_{\theta_i} is the Dirac measure at \theta_i.

Parameters:
experimentopenturns.WeightedExperiment

Parameters design of experiment

Methods

build(measure)

Discretize a measure.

buildCollection(collection)

Discretize several measures.

getClassName()

Accessor to the object's name.

getName()

Accessor to the object's name.

hasName()

Test if the object is named.

setName(name)

Accessor to the object's name.

Examples

First define a measure:

>>> import openturns as ot
>>> import otrobopt
>>> thetaDist = ot.Normal(2.0, 0.1)
>>> f_base = ot.SymbolicFunction(['x', 'theta'], ['x*theta'])
>>> f = ot.ParametricFunction(f_base, [1], [1.0])
>>> measure = otrobopt.MeanMeasure(f, thetaDist)

Then discretize it:

>>> N = 10
>>> experiment = ot.LHSExperiment(N)
>>> factory = otrobopt.MeasureFactory(experiment)
>>> discretizedMeasure = factory.build(measure)

Discretize several measures at once:

>>> coll = [otrobopt.MeanMeasure(f, thetaDist),
...         otrobopt.VarianceMeasure(f, thetaDist)]
>>> discretizedMeasures = factory.buildCollection(coll)
__init__(*args)
build(measure)

Discretize a measure.

Parameters:
measureMeasureEvaluation

Measure

Returns:
measureMeasureEvaluation

Discretized measure

buildCollection(collection)

Discretize several measures.

Parameters:
collectionsequence of MeasureEvaluation

The measures to discretize.

Returns:
measuressequence of MeasureEvaluation

Discretized measures

getClassName()

Accessor to the object’s name.

Returns:
class_namestr

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

getName()

Accessor to the object’s name.

Returns:
namestr

The name of the object.

hasName()

Test if the object is named.

Returns:
hasNamebool

True if the name is not empty.

setName(name)

Accessor to the object’s name.

Parameters:
namestr

The name of the object.