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.

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