Create a truncated distribution¶

In this example we are going to define truncated distributions.

It is possible to truncate a distribution in its lower area, or its upper area or in both lower and upper areas.

In 1-d, assuming a and b bounds, its probability density function is defined as: Is is also possible to truncate a multivariate distribution.

:
from __future__ import print_function
import openturns as ot

# the original distribution
distribution = ot.Gumbel(0.45, 0.6)
distribution.drawPDF()
: :
# truncate on the left
truncated = ot.TruncatedDistribution(distribution, 0.2, ot.TruncatedDistribution.LOWER)
truncated.drawPDF()
: :
# truncate on the right
truncated = ot.TruncatedDistribution(distribution, 1.5, ot.TruncatedDistribution.UPPER)
truncated.drawPDF()
: :
# truncated on both bounds
truncated = ot.TruncatedDistribution(distribution, 0.2, 1.5)
truncated.drawPDF()
: :
# Define a multivariate distribution
dimension = 2
size = 70
sample = ot.Normal(dimension).getSample(size)
ks = ot.KernelSmoothing().build(sample)
:
# Truncate it between (-2;2)^n
bounds = ot.Interval([-2.0] * dimension, [2.0] * dimension)
truncatedKS = ot.Distribution(ot.TruncatedDistribution(ks, bounds))
:
# Draw its PDF
graph = truncatedKS.drawPDF([-2.5] * dimension, [2.5] * dimension,  * dimension) 