.. only:: html
.. note::
:class: sphx-glr-download-link-note
Click :ref:`here ` to download the full example code
.. rst-class:: sphx-glr-example-title
.. _sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_gaussian_process_covariance.py:
Create a gaussian process from a cov. model
===========================================
In this example we are going to build a gaussian process from its covariance model.
.. code-block:: default
from __future__ import print_function
import openturns as ot
import openturns.viewer as viewer
from matplotlib import pylab as plt
ot.Log.Show(ot.Log.NONE)
define a covariance model
.. code-block:: default
defaultDimension = 1
# Amplitude values
amplitude = [1.0]*defaultDimension
# Scale values
scale = [1.0]*defaultDimension
# Covariance model
myModel = ot.AbsoluteExponential(scale, amplitude)
define a mesh
.. code-block:: default
tmin = 0.0
step = 0.1
n = 11
myTimeGrid = ot.RegularGrid(tmin, step, n)
create the process
.. code-block:: default
process = ot.GaussianProcess(myModel, myTimeGrid)
print(process)
.. rst-class:: sphx-glr-script-out
Out:
.. code-block:: none
GaussianProcess(trend=[x0]->[0.0], covariance=AbsoluteExponential(scale=[1], amplitude=[1]))
draw a sample
.. code-block:: default
sample = process.getSample(6)
graph = sample.drawMarginal(0)
view = viewer.View(graph)
plt.show()
.. image:: /auto_probabilistic_modeling/stochastic_processes/images/sphx_glr_plot_gaussian_process_covariance_001.png
:alt: Unnamed - 0 marginal
:class: sphx-glr-single-img
.. rst-class:: sphx-glr-timing
**Total running time of the script:** ( 0 minutes 0.069 seconds)
.. _sphx_glr_download_auto_probabilistic_modeling_stochastic_processes_plot_gaussian_process_covariance.py:
.. only :: html
.. container:: sphx-glr-footer
:class: sphx-glr-footer-example
.. container:: sphx-glr-download sphx-glr-download-python
:download:`Download Python source code: plot_gaussian_process_covariance.py `
.. container:: sphx-glr-download sphx-glr-download-jupyter
:download:`Download Jupyter notebook: plot_gaussian_process_covariance.ipynb `
.. only:: html
.. rst-class:: sphx-glr-signature
`Gallery generated by Sphinx-Gallery `_