Random vector manipulation

The RandomVector object represents the concept of random variable.

In this example we are going to exhibit some of its main methods.

from __future__ import print_function
import openturns as ot
import math as m

# Create a random vector
dist3d = ot.Normal(3)
X = ot.RandomVector(dist3d)

# Get the dimension
X.getDimension()

3

# Get the mean
X.getMean()

[0,0,0]

# Get the covariance
X.getCovariance()

[[ 1 0 0 ]
[ 0 1 0 ]
[ 0 0 1 ]]

# Draw a sample
X.getSample(5)

	X0	X1	X2
0	0.3500420865302907	-0.3550070491856397	1.437249310140903
1	0.8106679824694837	0.79315601145977	-0.4705255986325704
2	0.26101793529769673	-2.2900619818700854	-1.2828852904549808
3	-1.311781115463341	-0.09078382658049489	0.9957932259165571
4	-0.13945281896393122	-0.5602056000378475	0.4454896972990519

# Extract a single component
X1 = X.getMarginal(1)
X1.getSample(5)

	X1
0	0.6082016512187646
1	-1.2661731022166567
2	-0.43826561996041397
3	1.2054782008285756
4	-2.1813852346165143

# Extract several components
X02 = X.getMarginal([0, 2])
X02.getSample(5)

	X0	X2
0	0.32292503034661274	0.44578529818450985
1	-1.0380765948630941	-0.8567122780208447
2	0.4736169171884015	-0.12549774541256004
3	0.35141776801611424	1.7823586399387168
4	0.070207359297043	-0.7813664602347197