Ejemplo n.º 1
0
 def funcO5(self, val):
     Pared_val = np.hstack(
         (self.Data_Grid[:, 2].reshape(-1, 1), val.reshape(-1, 1)))
     bivariate_distribution_s = cond.ot_copula_fit(Pared_val)
     conditioned_dist_t = cond.ot_compute_conditional(
         val, self.bivariate_distribution_data, self.Data_Grid)
     conditioned_dist_s = cond.ot_compute_conditional(
         val, bivariate_distribution_s, self.Data_Grid)
     O5 = np.sum((conditioned_dist_s - conditioned_dist_t)**2)
     return O5
Ejemplo n.º 2
0
print("Bivariate Distributions from DATA:                                    ")
print("----------------------------------------------------------------------")
print("Marginal for Ip(data_grid) =", marginal_data[0])
print("Marginal for Phit(Var) =", marginal_data[1])
print("Copula for marginals =", copula_data)
print("----------------------------------------------------------------------")
print("Simulate Bivariate Distributions information:                         ")
print("----------------------------------------------------------------------")
print("Estimate marginal for Ip(data_grid) =", marginal_s[0])
print("Estimate marginal for Phit(Var) =", marginal_s[1])
print("Estimate copula for marginals =", copula_s)
print("----------------------------------------------------------------------")

#Conditional_PDF#
conditioned_pdf_s = cond.ot_compute_conditional(Phits,
                                                bivariate_distribution_s,
                                                Data_Grid)
conditioned_pdf = cond.ot_compute_conditional(Phits,
                                              bivariate_distribution_data,
                                              Data_Grid)
graf.Scater(Phits, conditioned_pdf_s, conditioned_pdf, limit_x=limit_Phit)

#Conditional_CDF#
conditioned_cdf_s = cond.ot_compute_conditional_cdf(Phits,
                                                    bivariate_distribution_s,
                                                    Data_Grid)
conditioned_cdf = cond.ot_compute_conditional_cdf(Phits,
                                                  bivariate_distribution_data,
                                                  Data_Grid)
graf.Scater(Phits,
            conditioned_cdf_s,