Composite random vector

In this example we are going to create a random variable which realizations are the images of the realizations of another random vector by a function.

from __future__ import print_function
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 based on a distribution

dist2d = ot.Normal(2)
X = ot.RandomVector(dist2d)

Create the function

f = ot.SymbolicFunction(['x1', 'x2'], ['x1 + x2', 'x1*x2'])
f

[x1,x2]->[x1 + x2,x1*x2]

Create the composite random vector

Y = ot.CompositeRandomVector(f, X)

Y.getSample(5)

	y0	y1
0	2.581711	1.467319
1	0.662747	0.09873994
2	1.662492	-0.1625065
3	2.275467	-0.07481222
4	-1.518201	0.5676912