Composite random vector

In this example we are going to create a random variable which realizations are the images of the realizations of another random vector by a function.

from __future__ import print_function
import openturns as ot
import openturns.viewer as viewer
from matplotlib import pylab as plt
import math as m
ot.Log.Show(ot.Log.NONE)

Create a random vector based on a distribution

dist2d = ot.Normal(2)
X = ot.RandomVector(dist2d)

Create the function

f = ot.SymbolicFunction(['x1', 'x2'], ['x1 + x2', 'x1*x2'])
f

[x1,x2]->[x1 + x2,x1*x2]

Create the composite random vector

Y = ot.CompositeRandomVector(f, X)

Y.getSample(5)

	y0	y1
0	-0.2864335	-0.4336809
1	1.617266	-0.03661119
2	0.8772776	-0.9895433
3	3.949424	3.633858
4	-3.529936	3.078517