BootstrapExperiment

(Source code, png, hires.png, pdf)

../../_images/BootstrapExperiment.png
class BootstrapExperiment(*args)

Bootstrap experiment.

Available constructors:

BootstrapExperiment(sample)

Parameters:
sample2-d sequence of float

Points to defined a UserDefined distribution \mu.

See also

WeightedExperiment

Notes

BootstrapExperiment is a random weighted design of experiments. Calling the BootstrapExperiment constructor is equivalent to calling the WeightedExperiment constructor as follows:

WeightedExperiment(UserDefined(sample), sample.getSize())

Examples

>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> sample = [[i,i+1] for i in range(5)]
>>> experiment = ot.BootstrapExperiment(sample)
>>> print(experiment.generate())
    [ v0 v1 ]
0 : [ 4  5  ]
1 : [ 1  2  ]
2 : [ 1  2  ]
3 : [ 1  2  ]
4 : [ 2  3  ]
>>> print(experiment.getDistribution())
UserDefined({x = [0,1], p = 0.2}, {x = [1,2], p = 0.2}, {x = [2,3], p = 0.2}, {x = [3,4], p = 0.2}, {x = [4,5], p = 0.2})

Methods

GenerateSelection(size, length)

Generate a list of indices of points with replacement.

generate()

Generate points according to the type of the experiment.

generateWithWeights()

Generate points and their associated weight according to the type of the experiment.

getClassName()

Accessor to the object's name.

getDistribution()

Accessor to the distribution.

getId()

Accessor to the object's id.

getName()

Accessor to the object's name.

getShadowedId()

Accessor to the object's shadowed id.

getSize()

Accessor to the size of the generated sample.

getVisibility()

Accessor to the object's visibility state.

hasName()

Test if the object is named.

hasUniformWeights()

Ask whether the experiment has uniform weights.

hasVisibleName()

Test if the object has a distinguishable name.

setDistribution(distribution)

Accessor to the distribution.

setName(name)

Accessor to the object's name.

setShadowedId(id)

Accessor to the object's shadowed id.

setSize(size)

Accessor to the size of the generated sample.

setVisibility(visible)

Accessor to the object's visibility state.
__init__(*args)
static GenerateSelection(size, length)

Generate a list of indices of points with replacement.

Parameters:
sizepositive int

Number of indices to choose.

npositive int

Upper bound of the interval in which the indices are chosen.

Returns:
selectionIndices

Sequence of size size of indices i such that 0\leq i<n.

generate()

Generate points according to the type of the experiment.

Returns:
sampleSample

Points (\Xi_i)_{i \in I} which constitute the design of experiments with card I = size. The sampling method is defined by the nature of the weighted experiment.

Examples

>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> myExperiment = ot.MonteCarloExperiment(ot.Normal(2), 5)
>>> sample = myExperiment.generate()
>>> print(sample)
    [ X0        X1        ]
0 : [  0.608202 -1.26617  ]
1 : [ -0.438266  1.20548  ]
2 : [ -2.18139   0.350042 ]
3 : [ -0.355007  1.43725  ]
4 : [  0.810668  0.793156 ]
generateWithWeights()

Generate points and their associated weight according to the type of the experiment.

Returns:
sampleSample

The points which constitute the design of experiments. The sampling method is defined by the nature of the experiment.

weightsPoint of size cardI

Weights (\omega_i)_{i \in I} associated with the points. By default, all the weights are equal to 1/cardI.

Examples

>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> myExperiment = ot.MonteCarloExperiment(ot.Normal(2), 5)
>>> sample, weights = myExperiment.generateWithWeights()
>>> print(sample)
    [ X0        X1        ]
0 : [  0.608202 -1.26617  ]
1 : [ -0.438266  1.20548  ]
2 : [ -2.18139   0.350042 ]
3 : [ -0.355007  1.43725  ]
4 : [  0.810668  0.793156 ]
>>> print(weights)
[0.2,0.2,0.2,0.2,0.2]
getClassName()

Accessor to the object’s name.

Returns:
class_namestr

The object class name (object.__class__.__name__).

getDistribution()

Accessor to the distribution.

Returns:
distributionDistribution

Distribution used to generate the set of input data.

getId()

Accessor to the object’s id.

Returns:
idint

Internal unique identifier.

getName()

Accessor to the object’s name.

Returns:
namestr

The name of the object.

getShadowedId()

Accessor to the object’s shadowed id.

Returns:
idint

Internal unique identifier.

getSize()

Accessor to the size of the generated sample.

Returns:
sizepositive int

Number cardI of points constituting the design of experiments.

getVisibility()

Accessor to the object’s visibility state.

Returns:
visiblebool

Visibility flag.

hasName()

Test if the object is named.

Returns:
hasNamebool

True if the name is not empty.

hasUniformWeights()

Ask whether the experiment has uniform weights.

Returns:
hasUniformWeightsbool

Whether the experiment has uniform weights.

hasVisibleName()

Test if the object has a distinguishable name.

Returns:
hasVisibleNamebool

True if the name is not empty and not the default one.

setDistribution(distribution)

Accessor to the distribution.

Parameters:
distributionDistribution

Distribution used to generate the set of input data.

setName(name)

Accessor to the object’s name.

Parameters:
namestr

The name of the object.

setShadowedId(id)

Accessor to the object’s shadowed id.

Parameters:
idint

Internal unique identifier.

setSize(size)

Accessor to the size of the generated sample.

Parameters:
sizepositive int

Number cardI of points constituting the design of experiments.

setVisibility(visible)

Accessor to the object’s visibility state.

Parameters:
visiblebool

Visibility flag.

Examples using the class

Compute SRC indices confidence intervals

Compute SRC indices confidence intervals

Compute Sobol’ indices confidence intervals

Compute Sobol' indices confidence intervals