Create a conditional random vectorΒΆ

In this example we are going to build a conditional random vector

\underline{X}|\underline{\Theta}

from __future__ import print_function
import openturns as ot
import openturns.viewer as viewer
from matplotlib import pylab as plt

create the random vector Theta (parameters of X)

gammaDist = ot.Uniform(1.0, 2.0)
alphaDist = ot.Uniform(0.0, 0.1)
thetaDist = ot.ComposedDistribution([gammaDist, alphaDist])
thetaRV = ot.RandomVector(thetaDist)

create the XgivenTheta distribution

XgivenThetaDist = ot.Exponential()

create the X distribution

XDist = ot.ConditionalRandomVector(XgivenThetaDist, thetaRV)

draw a sample

XDist.getSample(5)
X0
00.1854715
10.1560417
20.6647259
30.4157063
40.2783648


Total running time of the script: ( 0 minutes 0.002 seconds)

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