Create a random vector

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	0.3534472	-0.2187709	-0.8883468
1	1.302108	1.13897	1.554364
2	0.4893773	0.04257442	1.501532
3	-1.147	-0.7282897	-1.07746
4	-1.269175	-0.4687614	-0.8110714

Extract a single component

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

	X1
0	1.13703
1	-0.04030962
2	1.55857
3	0.7398424
4	0.09927194

Extract several components

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

	X0	X2
0	0.6119656	-0.3669958
1	1.4285	-1.908112
2	2.113194	-0.6656038
3	-0.1165616	1.078081
4	-0.5657817	-0.6800565