FixedExperiment

(Source code, png)

../../_images/FixedExperiment.png
class FixedExperiment(*args)

Fixed experiment.

Parameters:
aSample2-d sequence of float

Sample that already exists.

weightssequence of float, optional

Weights of each point of aSample.

See also

WeightedExperiment

Notes

FixedExperiment is a deterministic weighted design of experiments. It enables to take into account a random sample which has been obtained outside the study or at another step of the study. The generate() method always gives the same sample, aSample, if it is recalled. When not specified, the weights associated to the points are all equal to 1/cardI. Then the sample aSample is considered as generated from the limit distribution \lim\limits_{cardI \to \infty} \sum_{i \in I} \omega_i \delta_{\vect{X}_i}=\mu. The setDistribution() method has no side effect, as the distribution is fixed by the initial sample.

Examples

>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> sample = [[i,i+1] for i in range(5)]
>>> experiment = ot.FixedExperiment(sample)
>>> print(experiment.generate())
0 : [ 0 1 ]
1 : [ 1 2 ]
2 : [ 2 3 ]
3 : [ 3 4 ]
4 : [ 4 5 ]

Methods

generate()

Generate points according to the type of the experiment.

generateWithWeights()

Generate points and their associated weight according to the type of the experiment.

getClassName()

Accessor to the object's name.

getDistribution()

Accessor to the distribution.

getName()

Accessor to the object's name.

getSize()

Accessor to the size of the generated sample.

hasName()

Test if the object is named.

hasUniformWeights()

Ask whether the experiment has uniform weights.

isRandom()

Accessor to the randomness of quadrature.

setDistribution(distribution)

Accessor to the distribution.

setName(name)

Accessor to the object's name.

setSize(size)

Accessor to the size of the generated sample.
__init__(*args)
generate()

Generate points according to the type of the experiment.

Returns:
sampleSample

Points (\inputReal_i)_{i = 1, ..., \sampleSize} of the design of experiments. The sampling method is defined by the type of the weighted experiment.

Examples

>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> myExperiment = ot.MonteCarloExperiment(ot.Normal(2), 5)
>>> sample = myExperiment.generate()
>>> print(sample)
    [ X0        X1        ]
0 : [  0.608202 -1.26617  ]
1 : [ -0.438266  1.20548  ]
2 : [ -2.18139   0.350042 ]
3 : [ -0.355007  1.43725  ]
4 : [  0.810668  0.793156 ]
generateWithWeights()

Generate points and their associated weight according to the type of the experiment.

Returns:
sampleSample

The points of the design of experiments. The sampling method is defined by the nature of the experiment.

weightsPoint of size \sampleSize

Weights (w_i)_{i = 1, ..., \sampleSize} associated with the points. By default, all the weights are equal to \frac{1}{\sampleSize}.

Examples

>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> myExperiment = ot.MonteCarloExperiment(ot.Normal(2), 5)
>>> sample, weights = myExperiment.generateWithWeights()
>>> print(sample)
    [ X0        X1        ]
0 : [  0.608202 -1.26617  ]
1 : [ -0.438266  1.20548  ]
2 : [ -2.18139   0.350042 ]
3 : [ -0.355007  1.43725  ]
4 : [  0.810668  0.793156 ]
>>> print(weights)
[0.2,0.2,0.2,0.2,0.2]
getClassName()

Accessor to the object’s name.

Returns:
class_namestr

The object class name (object.__class__.__name__).

getDistribution()

Accessor to the distribution.

Returns:
distributionDistribution

Distribution of the input random vector.

getName()

Accessor to the object’s name.

Returns:
namestr

The name of the object.

getSize()

Accessor to the size of the generated sample.

Returns:
sizepositive int

Number \sampleSize of points constituting the design of experiments.

hasName()

Test if the object is named.

Returns:
hasNamebool

True if the name is not empty.

hasUniformWeights()

Ask whether the experiment has uniform weights.

Returns:
hasUniformWeightsbool

Whether the experiment has uniform weights.

isRandom()

Accessor to the randomness of quadrature.

Parameters:
isRandombool

Is true if the design of experiments is random. Otherwise, the design of experiment is assumed to be deterministic.

setDistribution(distribution)

Accessor to the distribution.

Parameters:
distributionDistribution

Distribution of the input random vector.

setName(name)

Accessor to the object’s name.

Parameters:
namestr

The name of the object.

setSize(size)

Accessor to the size of the generated sample.

Parameters:
sizepositive int

Number \sampleSize of points constituting the design of experiments.