Note
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Create a parametric spectral density functionΒΆ
This example illustrates how the User can create a density spectral function from parametric models.
The library implements the Cauchy spectral model as a parametric model for the spectral density function .
The library defines this model thanks to the object CauchyModel
.
import openturns as ot
ot.Log.Show(ot.Log.NONE)
Define a spectral density function from correlation matrix
amplitude = [1.0, 2.0, 3.0]
scale = [4.0, 5.0, 6.0]
spatialCorrelation = ot.CorrelationMatrix(3)
spatialCorrelation[0, 1] = 0.8
spatialCorrelation[0, 2] = 0.6
spatialCorrelation[1, 2] = 0.1
spectralModel_Corr = ot.CauchyModel(amplitude, scale, spatialCorrelation)
spectralModel_Corr
Define a spectral density function from a covariance matrix
spatialCovariance = ot.CovarianceMatrix(3)
spatialCovariance[0, 0] = 4.0
spatialCovariance[1, 1] = 5.0
spatialCovariance[2, 2] = 6.0
spatialCovariance[0, 1] = 1.2
spatialCovariance[0, 2] = 0.9
spatialCovariance[1, 2] = -0.2
spectralModel_Cov = ot.CauchyModel(scale, spatialCovariance)
spectralModel_Cov