Beispiel #1
0
import openturns as ot
from matplotlib import pyplot as plt
from openturns.viewer import View
ot.RandomGenerator.SetSeed(0)
factory = ot.GumbelCopulaFactory()
ref = factory.build()
dimension = ref.getDimension()
if dimension <= 2:
    sample = ref.getSample(50)
    distribution = factory.build(sample)
    if dimension == 1:
        distribution.setDescription(['$t$'])
        pdf_graph = distribution.drawPDF(256)
        cloud = ot.Cloud(sample, ot.Sample(sample.getSize(), 1))
        cloud.setColor('blue')
        cloud.setPointStyle('fcircle')
        pdf_graph.add(cloud)
        fig = plt.figure(figsize=(10, 4))
        plt.suptitle(str(distribution))
        pdf_axis = fig.add_subplot(111)
        View(pdf_graph, figure=fig, axes=[pdf_axis], add_legend=False)
    else:
        sample = ref.getSample(500)
        distribution.setDescription(['$t_0$', '$t_1$'])
        pdf_graph = distribution.drawPDF([256] * 2)
        cloud = ot.Cloud(sample)
        cloud.setColor('red')
        cloud.setPointStyle('fcircle')
        pdf_graph.add(cloud)
        fig = plt.figure(figsize=(10, 4))
        plt.suptitle(str(distribution))
Beispiel #2
0
sobol.setReplicationSize(3)
sobol.setBlockSize(1)
sobol.setSeed(2)
sobol.setInterestVariables(['y0', 'y1'])
myStudy.add(sobol)

# 4-b SRC ##
src = persalys.SRCAnalysis('SRC', model1)
src.setSimulationsNumber(20)
src.setSeed(2)
src.setInterestVariables(['y0', 'y1'])
myStudy.add(src)

# 7- data analysis ##
dataAnalysis = persalys.DataAnalysis('DataAnalysis', model3)
myStudy.add(dataAnalysis)

# 8- Marginals inference ##
inference = persalys.InferenceAnalysis('inference', model3)
inference.setInterestVariables(['x_0', 'x_3'])
factories = [ot.NormalFactory(), ot.GumbelFactory()]
inference.setDistributionsFactories('x_3', factories)
inference.setLevel(0.1)
myStudy.add(inference)

# 9- Copula inference ##
copulaInference = persalys.CopulaInferenceAnalysis('copulaInference', model3)
factories = [ot.NormalCopulaFactory(), ot.GumbelCopulaFactory()]
copulaInference.setDistributionsFactories(['x_0', 'x_3'], factories)
myStudy.add(copulaInference)