# Distribution manipulationΒΆ

In this example we are going to exhibit some of the services exposed by the distribution objects:

• ask for the dimension, with the method getDimension

• extract the marginal distributions, with the method getMarginal

• to ask for some properties, with isContinuous, isDiscrete, isElliptical

• to get the copula, with the method getCopula*

• to ask for some properties on the copula, with the methods hasIndependentCopula, hasEllipticalCopula

• to evaluate some moments, with getMean, getStandardDeviation, getCovariance, getSkewness, getKurtosis

• to evaluate the roughness, with the method getRoughness

• to get one realization or simultaneously realizations, with the method getRealization, getSample

• to evaluate the probability content of a given interval, with the method computeProbability

• to evaluate a quantile or a complementary quantile, with the method computeQuantile

• to evaluate the characteristic function of the distribution

• to evaluate the derivative of the CDF or PDF

• to draw some curves

[1]:

from __future__ import print_function
import openturns as ot

[2]:

# Create an 1-d distribution
dist_1 = ot.Normal()

# Create a 2-d distribution
dist_2 = ot.ComposedDistribution([ot.Normal(), ot.Triangular(0.0, 2.0, 3.0)], ot.ClaytonCopula(2.3))

# Create a 3-d distribution
copula_dim3 = ot.Student(5.0, 3).getCopula()
dist_3 = ot.ComposedDistribution([ot.Normal(), ot.Triangular(0.0, 2.0, 3.0), ot.Exponential(0.2)], copula_dim3)

[3]:

# Get the dimension fo the distribution
dist_2.getDimension()

[3]:

2

[4]:

# Get the 2nd marginal
dist_2.getMarginal(1)

[4]:

class=Triangular name=Triangular dimension=1 a=0 m=2 b=3

[5]:

# Get a 2-d marginal
dist_3.getMarginal([0, 1]).getDimension()

[5]:

2

[36]:

# Ask some properties of the distribution
dist_1.isContinuous(), dist_1.isDiscrete(), dist_1.isElliptical()

[36]:

(True, False, True)

[6]:

# Get the copula
copula = dist_2.getCopula()

[7]:

# Ask some properties on the copula
dist_2.hasIndependentCopula(), dist_2.hasEllipticalCopula()

[7]:

(False, False)

[8]:

# mean vector of the distribution
dist_2.getMean()

[8]:


[0,1.66667]

[9]:

# standard deviation vector of the distribution
dist_2.getStandardDeviation()

[9]:


[1,0.62361]

[10]:

# covariance matrix of the distribution
dist_2.getCovariance()

[10]:


[[ 1 0.491927 ]
[ 0.491927 0.388889 ]]

[11]:

# skewness vector of the distribution
dist_2.getSkewness()

[11]:


[0,-0.305441]

[12]:

# kurtosis vector of the distribution
dist_2.getKurtosis()

[12]:


[3,2.4]

[13]:

# roughness of the distribution
dist_1.getRoughness()

[13]:

0.28209479177387814

[14]:

# Get one realization
dist_2.getRealization()

[14]:


[0.331526,2.46203]

[15]:

# Get several realizations
dist_2.getSample(5)

[15]:

 X0 X1 0 -1.1017906374564086 0.5472872724320169 1 -0.39327811223191167 2.4737517398167226 2 1.4096575894246632 2.197672325819002 3 -1.5284044404305355 0.5763846906987611 4 0.5662321090952396 1.9206917098077156
[16]:

# Evaluate the PDF at the mean point
dist_2.computePDF(dist_2.getMean())

[16]:

0.3528005531670077

[17]:

# Evaluate the CDF at the mean point
dist_2.computeCDF(dist_2.getMean())

[17]:

0.3706626446357781

[18]:

# Evaluate the complementary CDF
dist_2.computeComplementaryCDF(dist_2.getMean())

[18]:

0.6293373553642219

[19]:

# Evaluate the survival function at the mean point
dist_2.computeSurvivalFunction(dist_2.getMean())

[19]:

0.4076996816728151

[20]:

# Evaluate the PDF on a sample
dist_2.computePDF(dist_2.getSample(5))

[20]:

 v0 0 0.2683016240010336 1 0.17392737029277802 2 0.10284483252878787 3 0.21442208687749553 4 0.06667853570634241
[21]:

# Evaluate the CDF on a sample
dist_2.computeCDF(dist_2.getSample(5))

[21]:

 v0 0 0.3512684322211507 1 0.07566107356086288 2 0.15773710557863138 3 0.01886743345417667 4 0.9561218547537261
[22]:

# Evaluate the probability content of an 1-d interval
interval = ot.Interval(-2.0, 3.0)
dist_1.computeProbability(interval)

[22]:

0.9758999700201907

[23]:

# Evaluate the probability content of a 2-d interval
interval = ot.Interval([0.4, -1], [3.4, 2])
dist_2.computeProbability(interval)

[23]:

0.129833882783416

[24]:

# Evaluate the quantile of order p=90%
dist_2.computeQuantile(0.90)

[24]:


[1.60422,2.59627]

[25]:

# and the quantile of order 1-p
dist_2.computeQuantile(0.90, True)

[25]:


[-1.10363,0.899591]

[26]:

# Evaluate the quantiles of order p et q
# For example, the quantile 90% and 95%
dist_1.computeQuantile([0.90, 0.95])

[26]:

 v0 0 1.2815515655446004 1 1.6448536269514715
[27]:

# and the quantile of order 1-p and 1-q
dist_1.computeQuantile([0.90, 0.95], True)

[27]:

 v0 0 -1.2815515655446004 1 -1.6448536269514715
[28]:

# Evaluate the characteristic function of the distribution (only 1-d)
dist_1.computeCharacteristicFunction(dist_1.getMean()[0])

[28]:

(1+0j)

[29]:

# Evaluate the derivatives of the PDF with respect to the parameters at mean

[29]:


[0,-0.398942,0.12963,-0.277778,-0.185185,0]

[30]:

# Evaluate the derivatives of the CDF with respect to the parameters at mean

[30]:


[-0.398942,-0,-0.169753,-0.231481,-0.555556,0]

[31]:

# draw PDF
dist_1.drawPDF()

[31]:

[32]:

# draw CDF
dist_1.drawCDF()

[32]:

[33]:

# Draw an 1-d quantile curve

# Define the range and the number of points
qMin = 0.2
qMax = 0.6
nbrPoints = 101
quantileGraph = dist_1.drawQuantile(qMin, qMax, nbrPoints)
quantileGraph

[33]:

[34]:

# Draw a 2-d quantile curve

# Define the range and the number of points
qMin = 0.3
qMax = 0.9
nbrPoints = 101
quantileGraph = dist_2.drawQuantile(qMin, qMax, nbrPoints)
quantileGraph

[34]: