# Estimate a conditional quantile¶

```# sphinx_gallery_thumbnail_number = 8
```

From a multivariate data sample, we estimate a distribution with kernel smoothing. Here we present a bivariate distribution . We use the computeConditionalQuantile method to estimate the 90% quantile of the conditional variable :

We then draw the curve . We first start with independent normals then we consider dependent marginals with a Clayton copula.

```import openturns as ot
import openturns.viewer as viewer
from matplotlib import pylab as plt
import numpy as np

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

Set the random generator seed

```ot.RandomGenerator.SetSeed(0)
```

## Defining the marginals¶

We consider two independent normal marginals :

```X1 = ot.Normal(0.0, 1.0)
X2 = ot.Normal(0.0, 3.0)
```

## Independent marginals¶

```distX = ot.ComposedDistribution([X1, X2])
sample = distX.getSample(1000)
```

Let’s see the data

```graph = ot.Graph("2D-Normal sample", "x1", "x2", True, "")
cloud = ot.Cloud(sample, "blue", "fsquare", "My Cloud")
graph.setXTitle("\$X_1\$")
graph.setYTitle("\$X_2\$")
graph.setTitle("A sample from \$X=(X_1, X_2)\$")
view = viewer.View(graph)
```

We draw the isolines of the PDF of :

```graph = distX.drawPDF()
graph.setXTitle("\$X_1\$")
graph.setYTitle("\$X_2\$")
graph.setTitle("iso-PDF of \$X=(X_1, X_2)\$")
view = viewer.View(graph)
```

We estimate the density with kernel smoothing :

```kernel = ot.KernelSmoothing()
estimated = kernel.build(sample)
```

We draw the isolines of the estimated PDF of :

```graph = estimated.drawPDF()
graph.setXTitle("\$X_1\$")
graph.setYTitle("\$X_2\$")
graph.setTitle("iso-PDF of \$X=(X_1, X_2)\$ estimated by kernel smoothing")
view = viewer.View(graph)
```

We can compute the conditional quantile of with the computeConditionalQuantile method and draw it after.

We first create N observation points in :

```N = 301
xobs = np.linspace(-3.0, 3.0, N)
sampleObs = ot.Sample([[xi] for xi in xobs])
```

We create curves of the exact and approximated quantile

```x = [xi for xi in xobs]
yapp = [estimated.computeConditionalQuantile(0.9, sampleObs[i]) for i in range(N)]
yex = [distX.computeConditionalQuantile(0.9, sampleObs[i]) for i in range(N)]
```
```cxy_app = ot.Curve(x, yapp)
cxy_ex = ot.Curve(x, yex)
graph = ot.Graph("90% quantile of \$X_2 | X_1=x_1\$", "\$x_1\$", "\$Q_2(x_1)\$", True, "")
graph.setLegends(["\$Q_2\$ kernel smoothing", "\$Q_2\$ exact"])
graph.setLegendPosition("bottomright")
graph.setColors(["red", "blue"])
view = viewer.View(graph)
```

In this case the quantile is constant because of the independence of the marginals.

## Dependence through a Clayton copula¶

We now define a Clayton copula to model the dependence between our marginals. The Clayton copula is a bivariate asymmmetric Archimedean copula, exhibiting greater dependence in the negative tail than in the positive.

```copula = ot.ClaytonCopula(2.5)
distX = ot.ComposedDistribution([X1, X2], copula)
```

We generate a sample from the distribution :

```sample = distX.getSample(1000)
```

Let’s see the data

```graph = ot.Graph("2D-Normal sample", "x1", "x2", True, "")
cloud = ot.Cloud(sample, "blue", "fsquare", "My Cloud")
graph.setXTitle("\$X_1\$")
graph.setYTitle("\$X_2\$")
graph.setTitle("A sample from \$X=(X_1, X_2)\$")
view = viewer.View(graph)
```

We draw the isolines of the PDF of :

```graph = distX.drawPDF()
graph.setXTitle("\$X_1\$")
graph.setYTitle("\$X_2\$")
graph.setTitle("iso-PDF of \$X=(X_1, X_2)\$")
view = viewer.View(graph)
```

We estimate the density with kernel smoothing :

```kernel = ot.KernelSmoothing()
estimated = kernel.build(sample)
```

We draw the isolines of the estimated PDF of :

```graph = estimated.drawPDF()
graph.setXTitle("\$X_1\$")
graph.setYTitle("\$X_2\$")
graph.setTitle("iso-PDF of \$X=(X_1, X_2)\$ estimated by kernel smoothing")
view = viewer.View(graph)
```

We can compute the conditional quantile of with the computeConditionalQuantile method and draw it after.

We first create N observation points in :

```N = 301
xobs = np.linspace(-3.0, 3.0, N)
sampleObs = ot.Sample([[xi] for xi in xobs])
```

We create curves of the exact and approximated quantile

```x = [xi for xi in xobs]
yapp = [estimated.computeConditionalQuantile(0.9, sampleObs[i]) for i in range(N)]
yex = [distX.computeConditionalQuantile(0.9, sampleObs[i]) for i in range(N)]
```
```cxy_app = ot.Curve(x, yapp)
cxy_ex = ot.Curve(x, yex)
graph = ot.Graph("90% quantile of \$X_2 | X_1=x_1\$", "\$x_1\$", "\$Q_2(x_1)\$", True, "")
```plt.show()