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

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)

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.
__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.