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

Create a random vector

dist3d = ot.Normal(3)
X = ot.RandomVector(dist3d)

Get the dimension

X.getDimension()

Out:

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	0.2394903	1.008846	-0.3819995
1	0.1030435	-0.4948338	-1.717802
2	0.1429553	-0.6950194	-0.1156185
3	-1.687796	-0.114902	-1.712393
4	-1.07275	-0.4745819	1.040955

Extract a single component

X1 = X.getMarginal(1)
X1.getSample(5)

	X1
0	0.672975
1	1.292529
2	1.163747
3	0.2549519
4	-1.431553

Extract several components

X02 = X.getMarginal([0, 2])
X02.getSample(5)

	X0	X2
0	0.1996158	0.07590005
1	1.021166	-1.149774
2	0.6065979	0.4826356
3	-0.6285791	-0.05952591
4	1.304801	-0.8920438