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

ot.Log.Show(ot.Log.NONE)

Create a random vector

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

Get the dimension

X.getDimension()

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	2.113194	-0.6656038	-0.1165616
1	1.078081	-0.5657817	-0.6800565
2	-0.1835751	0.768168	-2.496996
3	0.1510135	0.9669702	0.4488739
4	-0.05830888	1.596199	-0.9100232

Extract a single component

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

	X1
0	0.2912405
1	0.3625414
2	-0.7755861
3	-0.8029558
4	-1.348806

Extract several components

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

	X0	X2
0	0.01705316	-1.728507
1	-0.2114691	0.6865244
2	0.2568323	0.5090324
3	0.4770067	-0.1073048
4	0.9140527	-0.1851806