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()

class=Point name=Unnamed dimension=3 values=[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	0.5641769	-0.9968013	-1.40034
1	0.5246001	-0.7716667	-0.1340367
2	-0.7037958	1.780027	-0.2059488
3	0.5806006	0.5481835	1.29076
4	-0.9406524	0.6152958	-0.417655

Extract a single component

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

	X1
0	0.1660227
1	0.05610279
2	-1.009191
3	0.006468871
4	0.3243634

Extract several components

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

	X0	X2
0	-0.8800526	0.4165198
1	0.4658862	-1.333716
2	-0.05208085	0.5812285
3	-0.262779	0.04679927
4	-1.770987	-0.156116