PythonRandomVector

class PythonRandomVector(dim=0)

Allow to overload RandomVector from Python.

Parameters

dimpositive int

Vector dimension. Default is 0.

See also

RandomVector

Examples

>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)

Overload RandomVector from Python:

>>> class RVEC(ot.PythonRandomVector):
...    def __init__(self):
...        super(RVEC, self).__init__(2)
...        self.setDescription(['R', 'S'])
...
...    def getRealization(self):
...        X = [ot.RandomGenerator.Generate(), 2 + ot.RandomGenerator.Generate()]
...        return X
...
...    def getSample(self, size):
...        X = []
...        for i in range(size):
...            X.append([ot.RandomGenerator.Generate(), 2 + ot.RandomGenerator.Generate()])
...        return X
...
...    def getMean(self):
...        return [0.5, 2.5]
...
...    def getCovariance(self):
...        return [[0.0833333, 0.], [0., 0.0833333]]

Use the overloaded class:

>>> R = RVEC()
>>> # Instance creation
>>> myRV = ot.RandomVector(R)
>>> # Realization
>>> print(myRV.getRealization())
[0.629877,2.88281]
>>> # Sample
>>> print(myRV.getSample(5))
0 : [ 0.135276  2.0325    ]
1 : [ 0.347057  2.96942   ]
2 : [ 0.92068   2.50304   ]
3 : [ 0.0632061 2.29276   ]
4 : [ 0.714382  2.38336   ]
>>> # Mean
>>> print(myRV.getMean())
[0.5,2.5]
>>> # Covariance
>>> print(myRV.getCovariance())
[[ 0.0833333 0         ]
 [ 0         0.0833333 ]]

Methods

getCovariance()	Get the covariance.
getDescription()	Get the description.
getDimension()	Get the dimension.
getMean()	Get the mean.
getRealization()	Get a realization of the random vector.
setDescription(desc)	Set the description.

__init__(dim=0)

Initialize self. See help(type(self)) for accurate signature.

getCovariance()

Get the covariance.

Returns

covarianceCovarianceMatrix

Covariance of the RandomVector.

getDescription()

Get the description.

Returns

descDescription

desc describes the components of the RandomVector.

getDimension()

Get the dimension.

Returns

dimpositive int

Dimension of the RandomVector.

getMean()

Get the mean.

Returns

meanPoint

Mean of the RandomVector.

getRealization()

Get a realization of the random vector.

Returns

realizationPoint

Sequence of values randomly determined from the RandomVector definition.

setDescription(desc)

Set the description.

Parameters

descsequence of str

desc describes the components of the RandomVector. Its size must be equal to the dimension of the RandomVector.