"""
Create and draw multivariate distributions
==========================================
"""
# %%
# In this example we create and draw multidimensional distributions.
import openturns as ot
import openturns.viewer as otv
from matplotlib import pylab as plt
ot.Log.Show(ot.Log.NONE)
# %%
# Create a multivariate model with `ComposedDistribution`
# -------------------------------------------------------
#
# In this paragraph we use :math:`~openturns.ComposedDistribution` class to
# build multidimensional distribution described by its marginal distributions and optionally its dependence structure (a particular copula).
#
# %%
# We first create the marginals of the distribution :
#
# - a Normal distribution ;
# - a Gumbel distribution.
#
marginals = [ot.Normal(), ot.Gumbel()]
# %%
# We draw their PDF. We recall that the `drawPDF` command just generates the graph data. It is the viewer module that enables the actual display.
graphNormalPDF = marginals[0].drawPDF()
graphNormalPDF.setTitle("PDF of the first marginal")
graphGumbelPDF = marginals[1].drawPDF()
graphGumbelPDF.setTitle("PDF of the second marginal")
view = otv.View(graphNormalPDF)
view = otv.View(graphGumbelPDF)
# %%
# The CDF is also available with the `drawCDF` method.
# %%
# We then have the minimum required to create a bivariate distribution, assuming no dependency structure :
distribution = ot.ComposedDistribution(marginals)
# %%
# We can draw the PDF (here in dimension 2) :
graph = distribution.drawPDF()
view = otv.View(graph)
# %%
# We also draw the CDF :
graph = distribution.drawCDF()
view = otv.View(graph)
# %%
# If a dependence between marginals is needed we have to create the copula specifying the dependency structure, here a :class:`~openturns.NormalCopula` :
R = ot.CorrelationMatrix(2)
R[0, 1] = 0.3
copula = ot.NormalCopula(R)
print(copula)
# %%
# We create the bivariate distribution with the desired copula and draw it.
distribution = ot.ComposedDistribution(marginals, copula)
graph = distribution.drawPDF()
view = otv.View(graph)
# %%
# Multivariate models
# -------------------
# Some models in the library are natively multivariate. We present examples of three of them :
#
# - the Normal distribution ;
# - the Student distribution ;
# - the UserDefined distribution.
#
# The Normal distribution
# ^^^^^^^^^^^^^^^^^^^^^^^
#
# The :class:`~openturns.Normal` distribution is natively multivariate.
# Here we define a bivariate standard unit gaussian distribution and display
# its PDF.
dim = 2
distribution = ot.Normal(dim)
graph = distribution.drawPDF()
graph.setTitle("Bivariate standard unit gaussian PDF")
view = otv.View(graph)
# %%
# The Student distribution
# ^^^^^^^^^^^^^^^^^^^^^^^^
#
# The :class:`~openturns.Student` distribution is natively multivariate. Here we define a Student distribution in dimension 2 and display its PDF :
dim = 2
R = ot.CorrelationMatrix(dim)
R[1, 0] = -0.2
distribution = ot.Student(4, [0.0, 1.0], [1.0, 1.0], R)
graph = distribution.drawPDF()
graph.setTitle("Bivariate Student PDF")
view = otv.View(graph)
# %%
# The UserDefined distribution
# ^^^^^^^^^^^^^^^^^^^^^^^^^^^^
#
# We can also define our own distribution with the :class:`~openturns.UserDefined` distribution.
# For instance consider the square :math:`[-1,1] \times [-1, 1]` with some
# random points uniformly drawn. For each point the weight chosen is the square
# of the distance to the origin. The :class:`~openturns.UserDefined` class normalizes the weights.
# %%
# We first generate random points in the square.
distUniform2 = ot.ComposedDistribution([ot.Uniform(-1.0, 1.0)] * 2)
N = 100
sample = distUniform2.getSample(N)
# %%
# We then build the points and weights for the `UserDefined` distribution.
points = []
weights = []
for i in range(N):
points.append(sample[i, :])
weights.append((sample[i, 0] ** 2 + sample[i, 1] ** 2) ** 2)
# %%
# We build the distribution :
distribution = ot.UserDefined(points, weights)
graph = distribution.drawPDF()
graph.setTitle("User defined PDF")
# %%
# We can draw a sample from this distribution with the `getSample` method :
omega = distribution.getSample(100)
cloud = ot.Cloud(omega, "black", "fdiamond", "Sample from UserDefined distribution")
graph.add(cloud)
view = otv.View(graph)
# %%
# As expected most values are near the edge of the square where the PDF is the higher.
# %%
# Display all figures
plt.show()