def _buildKrigingAlgo(self, inputSample, outputSample):
"""
Build the functional chaos algorithm without running it.
"""
if self._basis is None:
# create linear basis only for the defect parameter (1st parameter),
# constant otherwise
input = ['x' + str(i) for i in range(self._dim)]
functions = []
# constant
functions.append(ot.SymbolicFunction(input, ['1']))
# linear for the first parameter only
functions.append(ot.SymbolicFunction(input, [input[0]]))
self._basis = ot.Basis(functions)
if self._covarianceModel is None:
# anisotropic squared exponential covariance model
self._covarianceModel = ot.SquaredExponential([1] * self._dim)
# normalization
mean = inputSample.computeMean()
try:
stddev = inputSample.computeStandardDeviation()
except AttributeError:
stddev = inputSample.computeStandardDeviationPerComponent()
linear = ot.SquareMatrix(self._dim)
for j in range(self._dim):
linear[j, j] = 1.0 / stddev[j] if abs(stddev[j]) > 1e-12 else 1.0
zero = [0.0] * self._dim
transformation = ot.LinearFunction(mean, zero, linear)
algoKriging = ot.KrigingAlgorithm(transformation(inputSample),
outputSample, self._covarianceModel,
self._basis)
return algoKriging, transformation
def test_two_outputs():
f = ot.SymbolicFunction(['x'], ['x * sin(x)', 'x * cos(x)'])
sampleX = [[1.0], [2.0], [3.0], [4.0], [5.0], [6.0], [7.0], [8.0]]
sampleY = f(sampleX)
basis = ot.Basis([
ot.SymbolicFunction(['x'], ['x']),
ot.SymbolicFunction(['x'], ['x^2'])
])
covarianceModel = ot.SquaredExponential([1.0])
covarianceModel.setActiveParameter([])
covarianceModel = ot.TensorizedCovarianceModel([covarianceModel] * 2)
algo = ot.KrigingAlgorithm(sampleX, sampleY, covarianceModel, basis)
algo.run()
result = algo.getResult()
mm = result.getMetaModel()
assert mm.getOutputDimension() == 2, "wrong output dim"
ott.assert_almost_equal(mm(sampleX), sampleY)
# Check the conditional covariance
reference_covariance = ot.Matrix([[4.4527, 0.0, 8.34404, 0.0],
[0.0, 2.8883, 0.0, 5.41246],
[8.34404, 0.0, 15.7824, 0.0],
[0.0, 5.41246, 0.0, 10.2375]])
ott.assert_almost_equal(
result([[9.5], [10.0]]).getCovariance() - reference_covariance,
ot.Matrix(4, 4), 0.0, 2e-2)
def test_two_outputs():
f = ot.SymbolicFunction(['x'], ['x * sin(x)', 'x * cos(x)'])
sampleX = [[1.0], [2.0], [3.0], [4.0], [5.0], [6.0], [7.0], [8.0]]
sampleY = f(sampleX)
basis = ot.Basis([ot.SymbolicFunction(['x'], ['x']),
ot.SymbolicFunction(['x'], ['x^2'])])
covarianceModel = ot.SquaredExponential([1.0])
covarianceModel.setActiveParameter([])
algo = ot.KrigingAlgorithm(sampleX, sampleY, covarianceModel, basis)
algo.run()
result = algo.getResult()
mm = result.getMetaModel()
assert mm.getOutputDimension() == 2, "wrong output dim"
ott.assert_almost_equal(mm(sampleX), sampleY)
def fit(self, X, y, **fit_params):
"""Fit Kriging regression model.
Parameters
----------
X : array-like, shape = (n_samples, n_features)
Training data.
y : array-like, shape = (n_samples, [n_output_dims])
Target values.
Returns
-------
self : returns an instance of self.
"""
if len(X) == 0:
raise ValueError(
"Can not perform a kriging algorithm with empty sample")
# check data type is accurate
if (len(np.shape(X)) != 2):
raise ValueError("X has incorrect shape.")
input_dimension = len(X[1])
if len(np.shape(
y)) == 1: # For sklearn.multioutput.MultiOutputRegressor
y = np.expand_dims(y, axis=1)
if len(np.shape(y)) != 2:
raise ValueError("y has incorrect shape.")
if type(self.kernel) is str:
covarianceModel = eval('ot.' + self.kernel + "(" +
str(input_dimension) + ")")
else:
covarianceModel = ot.CovarianceModel(self.kernel)
if type(self.basis) is str:
basisCollection = eval('ot.' + self.basis + "BasisFactory(" +
str(input_dimension) + ").build()")
else:
basisCollection = ot.Basis(self.basis)
ot.ResourceMap.SetAsString("KrigingAlgorithm-LinearAlgebra",
str(self.linalg_meth).upper())
algo = ot.KrigingAlgorithm(X, y, covarianceModel, basisCollection)
if self.n_iter_opt:
opt_algo = algo.getOptimizationAlgorithm()
opt_algo.setMaximumIterationNumber(self.n_iter_opt)
algo.setOptimizationAlgorithm(opt_algo)
else:
algo.setOptimizeParameters(False)
algo.run()
self.result_ = algo.getResult()
return self
def setBasis(self, basis):
"""
Accessor to the kriging basis.
Parameters
----------
basis : :py:class:`openturns.Basis`
The basis used as trend in the kriging model.
"""
try:
ot.Basis(basis)
except NotImplementedError:
raise Exception('The given parameter is not a Basis.')
self._basis = basis
def set_mean(self, mean):
'''
This function constructs the mean function
takes the following argument:
-> mean_type
'''
if mean.mean_type == 'Linear':
self.mean_function = ot.LinearBasisFactory(self.input_dim).build()
elif mean.mean_type == 'Constant':
self.mean_function = ot.ConstantBasisFactory(
self.input_dim).build()
elif mean.mean_type == 'Quadratic':
self.mean_function = ot.QuadraticBasisFactory(
self.input_dim).build()
elif mean.mean_type == 'Zero':
self.mean_function = ot.Basis()
else:
self.mean_function = "This library does not support the specified mean function"
def _buildKrigingAlgo(self, inputSample, outputSample):
"""
Build the functional chaos algorithm without running it.
"""
if self._basis is None:
# create linear basis only for the defect parameter (1st parameter),
# constant otherwise
input = ['x' + str(i) for i in range(self._dim)]
functions = []
# constant
functions.append(ot.NumericalMathFunction(input, ['y'], ['1']))
# linear for the first parameter only
functions.append(ot.NumericalMathFunction(input, ['y'],
[input[0]]))
self._basis = ot.Basis(functions)
if self._covarianceModel is None:
# anisotropic squared exponential covariance model
covColl = ot.CovarianceModelCollection(self._dim)
for i in range(self._dim):
if LooseVersion(ot.__version__) == '1.6':
covColl[i] = ot.SquaredExponential(1, 1.)
elif LooseVersion(ot.__version__) > '1.6':
covColl[i] = ot.SquaredExponential([1], [1.])
self._covarianceModel = ot.ProductCovarianceModel(covColl)
if LooseVersion(ot.__version__) == "1.9":
algoKriging = ot.KrigingAlgorithm(inputSample, outputSample,
self._covarianceModel,
self._basis)
else:
algoKriging = ot.KrigingAlgorithm(inputSample, outputSample,
self._basis,
self._covarianceModel, True)
algoKriging.run()
return algoKriging
import openturns as ot
from openturns.viewer import View
f = ot.SymbolicFunction(['x'], ['x + x * sin(x)'])
inputSample = ot.Sample([[1.0], [3.0], [5.0], [6.0], [7.0], [8.0]])
outputSample = f(inputSample)
f1 = ot.SymbolicFunction(['x'], ['sin(x)'])
f2 = ot.SymbolicFunction(['x'], ['x'])
f3 = ot.SymbolicFunction(['x'], ['cos(x)'])
basis = ot.Basis([f1, f2, f3])
covarianceModel = ot.SquaredExponential([1.0])
covarianceModel.setActiveParameter([])
algo = ot.GeneralLinearModelAlgorithm(inputSample, outputSample,
covarianceModel, basis)
algo.run()
result = algo.getResult()
metamodel = result.getMetaModel()
graph = f.draw(0.0, 10.0)
graph.add(metamodel.draw(0.0, 10.0))
graph.add(ot.Cloud(inputSample, outputSample))
graph.setColors(['blue', 'red', 'black'])
graph.setLegends(['model', 'meta model', 'sample'])
graph.setLegendPosition('topleft')
graph.setTitle('y(x)=x + x * sin(x)')
View(graph, figure_kw={'figsize': (8, 4)})
# Create a trend
fTrend = ot.SymbolicFunction(["t"], ["1+2*t+t^2"])
fTemp = ot.TrendTransform(fTrend, myGrid)
# Add the trend to the process and get a field
myYProcess = ot.CompositeProcess(fTemp, myXProcess)
myYField = myYProcess.getRealization()
# Create a TrendFactory
myBasisSequenceFactory = ot.LARS()
myFittingAlgorithm = ot.KFold()
func1 = ot.SymbolicFunction(["t"], ["1"])
func2 = ot.SymbolicFunction(["t"], ["t"])
func3 = ot.SymbolicFunction(["t"], ["t^2"])
myBasis = ot.Basis([func1, func2, func3])
myTrendFactory = ot.TrendFactory(myBasisSequenceFactory, myFittingAlgorithm)
# Estimate the trend
myTrendTransform = myTrendFactory.build(myYField, myBasis)
graph = myTrendTransform.getTrendFunction().draw(0.0, 10.0)
graph.add(fTrend.draw(0.0, 10.0))
graph.add(ot.Cloud(myYField.getMesh().getVertices(), myYField.getValues()))
graph.setColors(['red', 'blue', 'black'])
graph.setLegends(['estimated trend', 'real trend', 'sample'])
graph.setLegendPosition('topleft')
graph.setYTitle('values')
graph.setTitle("Trend estimation from a field")
polyColl = [univariateFactory]*dimension
# %%
enumerateFunction = ot.LinearEnumerateFunction(dimension)
productBasis = ot.OrthogonalProductPolynomialFactory(polyColl, enumerateFunction)
# %%
functions = []
numberOfTrendCoefficients = 12
for i in range(numberOfTrendCoefficients):
multivariatepolynomial = productBasis.build(i)
print(multivariatepolynomial)
functions.append(multivariatepolynomial)
# %%
basis = ot.Basis(functions)
# %%
# Create the metamodel
# --------------------
# %%
# In order to create the kriging metamodel, we first select a constant trend with the `ConstantBasisFactory` class. Then we use a squared exponential covariance model. Finally, we use the `KrigingAlgorithm` class to create the kriging metamodel, taking the training sample, the covariance model and the trend basis as input arguments.
# %%
covarianceModel = ot.SquaredExponential([1.]*dimension, [1.0])
# %%
algo = ot.KrigingAlgorithm(X_train, Y_train, covarianceModel, basis)
algo.run()
result = algo.getResult()
class pyf2p(ot.OpenTURNSPythonFieldToPointFunction):
def __init__(self, mesh):
super(pyf2p, self).__init__(mesh, in_dim, out_dim)
self.setInputDescription(["x1", "x2", "x3", "x4"])
self.setOutputDescription(['g'])
def _exec(self, X):
Xs = ot.Sample(X)
x1, x2, x3, x4 = Xs.computeMean()
y = x1 + x2 + x3 - x4 + x1 * x2 - x3 * x4 - 0.1 * x1 * x2 * x3
return [y]
f = ot.FieldToPointFunction(pyf2p(tg))
# First process: elementary process based on a bivariate random vector
f1 = ot.SymbolicFunction(['t'], ['sin(t)'])
f2 = ot.SymbolicFunction(['t'], ['cos(t)^2'])
myBasis = ot.Basis([f1, f2])
coefDis = ot.Normal([1.0] * 2, [0.6] * 2, ot.CorrelationMatrix(2))
p1 = ot.FunctionalBasisProcess(coefDis, myBasis, tg)
# Second process: smooth Gaussian process
p2 = ot.GaussianProcess(ot.SquaredExponential([1.0], [T / 4.0]), tg)
# Third process: elementary process based on a bivariate random vector
randomParameters = ot.ComposedDistribution([ot.Uniform(), ot.Normal()])
p3 = ot.FunctionalBasisProcess(randomParameters, ot.Basis([ot.SymbolicFunction(["t"], ["1", "0"]), ot.SymbolicFunction(["t"], ["0", "1"])]))
X = ot.AggregatedProcess([p1, p2, p3])
X.setMesh(tg)
N = 1000
x = X.getSample(N)
ftest = summary[9][0]
# openturns like
X = ot.Sample(len(pop15), 0)
P = ot.Sample.BuildFromPoint(pop15)
X.stack(P)
P = ot.Sample.BuildFromPoint(pop75)
X.stack(P)
X.setDescription(["pop15", "pop75"])
Y = ot.Sample.BuildFromPoint(sr)
# Model with pop15 + pop75 without intercept
# We do not run mode with pop15 only for the moment
f = ot.SymbolicFunction(["pop15", "pop75"], ["pop15"])
g = ot.SymbolicFunction(["pop15", "pop75"], ["pop75"])
h = ot.SymbolicFunction(["pop15", "pop75"], ["1"])
basis = ot.Basis([f, g])
model = ot.LinearModelAlgorithm(X, basis, Y)
model.run()
result = model.getResult()
analysis = ot.LinearModelAnalysis(result)
np.testing.assert_almost_equal(result.getRSquared(), r2, 14)
np.testing.assert_almost_equal(result.getAdjustedRSquared(), ar2, 14)
np.testing.assert_almost_equal(analysis.getFisherScore(), ftest, 14)
#---------------------------------------------------------------------
# Model 2 : 2 param + intercepts
formula = Formula('sr ~ pop75 + pop15')
fit = stats.lm(formula)
summary = stats.summary_lm(fit)
#! /usr/bin/env python
from __future__ import print_function
import openturns as ot
from math import *
ot.TESTPREAMBLE()
try:
basis = ot.Basis()
print('basis =', basis)
basisSize = 3
phis = []
for j in range(basisSize):
phis.append(ot.SymbolicFunction(['x'], ['x^' + str(j + 1)]))
basis = ot.Basis(phis)
print('basis =', basis)
print(basis.getSize())
print(basis.getSubBasis([1, 2]))
print(basis.isFinite())
print(basis.isOrthogonal())
# print(basis[1])
# print(basis[0:2])
# basis[1] = ot.Function(['x'], ['z'], ['x^42'])
# print('basis =', basis)
# basis[0:2] = basis[1:3]
# print('basis =', basis)
self.setInputDescription(["x1", "x2", "x3", "x4"])
self.setOutputDescription(['g'])
def _exec(self, X):
Xs = ot.Sample(X)
x1, x2, x3, x4 = Xs.computeMean()
y = x1 + x2 + x3 - x4 + x1 * x2 - x3 * x4 - 0.1 * x1 * x2 * x3
return [y]
f = ot.FieldToPointFunction(pyf2p(tg))
# First process: elementary process based on a bivariate random vector
f1 = ot.SymbolicFunction(['t'], ['sin(t)'])
f2 = ot.SymbolicFunction(['t'], ['cos(t)^2'])
myBasis = ot.Basis([f1, f2])
coefDis = ot.Normal([1.0] * 2, [0.6] * 2, ot.CorrelationMatrix(2))
p1 = ot.FunctionalBasisProcess(coefDis, myBasis, tg)
# Second process: smooth Gaussian process
p2 = ot.GaussianProcess(ot.SquaredExponential([1.0], [T / 4.0]), tg)
# Third process: elementary process based on a bivariate random vector
randomParameters = ot.ComposedDistribution([ot.Uniform(), ot.Normal()])
p3 = ot.FunctionalBasisProcess(
randomParameters,
ot.Basis([
ot.SymbolicFunction(["t"], ["1", "0"]),
ot.SymbolicFunction(["t"], ["0", "1"])
]))
enumerateFunction = ot.EnumerateFunction(dim) factory = ot.OrthogonalProductPolynomialFactory([ot.MonomialFactory()]*dim, enumerateFunction) # Build 'interactions' as a list of list [a1,a2,a3,a4,a5], and we will generate tensorized # polynomials SAL^a1*pH^a2*K^a3*Na^a4*Zn^a5. # BIO~SAL+pH+K+Na+Zn interactions = [] interactions.append([0]*dim) for i in xrange(dim): indices = [0]*dim indices[i] = 1 # Y ~ I(Xi)^1 interactions.append(indices[:]) basis = ot.Basis([factory.build(enumerateFunction.inverse(indices)) for indices in interactions]) ################################################################################################ i_min = [interactions.index([0,0,0,0,0])] i_0 = i_min[:] #---------------- Forward / Backward------------------- # X: input sample # basis : Basis # Y: output sample # i_min: indices of minimal model # direction: Boolean (True FORWARD, False BACKWARD) # penalty: multiplier of number of degrees of freedom # maxiteration: maximum number of iterations #---------------- Both-------------------
#! /usr/bin/env python
from __future__ import print_function
import openturns as ot
R = ot.CorrelationMatrix(2)
R[0, 1] = -0.99
d1 = ot.Normal([-1.0, 1.0], [1.0, 1.0], R)
R[0, 1] = 0.99
d2 = ot.Normal([1.0, 1.0], [1.0, 1.0], R)
distribution = ot.Mixture([d1, d2], [1.0] * 2)
classifier = ot.MixtureClassifier(distribution)
f1 = ot.SymbolicFunction(['x'], ['-x'])
f2 = ot.SymbolicFunction(['x'], ['x'])
experts = ot.Basis([f1, f2])
moe = ot.ExpertMixture(experts, classifier)
moeNMF = ot.Function(moe)
print('Mixture of experts=', moe)
# Evaluate the mixture of experts on some points
for i in range(2):
p = [-0.3 + 0.8 * i / 4.0]
print('moe ( %.6g )=' % p[0], moe(p))
print('moeNMF( %.6g )=' % p[0], moeNMF(p))
# and on a sample
x = [[-0.3], [0.1]]
print('x=', ot.Sample(x), 'moeNMF(x)=', moeNMF(x))
# non-supervised mode (2d)
f1 = ot.SymbolicFunction(['x1', 'x2'], ['-8'])
graph = mm2.draw(1e-6, 1.0) view = viewer.View(graph) # %% # Define the mixture R = ot.CorrelationMatrix(2) d1 = ot.Normal([-1.0, -1.0], [1.0] * 2, R) # segment 1 d2 = ot.Normal([1.0, 1.0], [1.0] * 2, R) # segment 2 weights = [1.0] * 2 atoms = [d1, d2] mixture = ot.Mixture(atoms, weights) # %% # Create the classifier based on the mixture classifier = ot.MixtureClassifier(mixture) # %% # Create local experts using the metamodels experts = ot.Basis([mm1, mm2]) # %% # Create a mixture of experts evaluation = ot.ExpertMixture(experts, classifier) moe = ot.Function(evaluation) # %% # Draw the mixture of experts graph = moe.draw(-1.0, 1.0) view = viewer.View(graph) plt.show()
import openturns as ot
from openturns.viewer import View
f = ot.SymbolicFunction(['x'], ['x * sin(x)'])
sampleX = [[1.0], [2.0], [3.0], [4.0], [5.0], [6.0], [7.0], [8.0]]
sampleY = f(sampleX)
basis = ot.Basis([ot.SymbolicFunction(['x'], ['x']),
ot.SymbolicFunction(['x'], ['x^2'])])
covarianceModel = ot.SquaredExponential([1.0])
covarianceModel.setActiveParameter([])
algo = ot.KrigingAlgorithm(sampleX, sampleY, covarianceModel, basis)
algo.run()
result = algo.getResult()
graph = f.draw(0.0, 10.0)
graph.add(result.getMetaModel().draw(0.0, 10.0))
graph.add(ot.Cloud(sampleX, sampleY))
graph.setColors(['blue', 'red', 'black'])
graph.setLegends(['model', 'meta model', 'sample'])
graph.setLegendPosition('topleft')
graph.setTitle('y(x)=x * sin(x)')
View(graph, figure_kwargs={'figsize': (8, 4)})
#! /usr/bin/env python
from __future__ import print_function
import openturns as ot
basisSize = 3
sampleSize = 3
X = ot.NumericalSample(sampleSize, 1)
for i in range(sampleSize):
X[i, 0] = i + 1.0
Y = ot.NumericalSample(sampleSize, 1)
phis = []
for j in range(basisSize):
phis.append(ot.NumericalMathFunction(['x'], ['y'], ['x^' + str(j + 1)]))
basis = ot.Basis(phis)
for i in range(basisSize):
print(ot.NumericalMathFunctionCollection(basis)[i](X))
proxy = ot.DesignProxy(X, basis)
full = range(basisSize)
design = proxy.computeDesign(full)
print(design)
proxy.setWeight([0.5] * sampleSize)
design = proxy.computeDesign(full)
print(design)
from matplotlib import pylab as plt import math as m ot.Log.Show(ot.Log.NONE) # %% # Define the coefficients distribution mu = [2.0]*2 sigma = [5.0]*2 R = ot.CorrelationMatrix(2) coefDist = ot.Normal(mu, sigma, R) # %% # Create a basis of functions phi_1 = ot.SymbolicFunction(['t'], ['sin(t)']) phi_2 = ot.SymbolicFunction(['t'], ['cos(t)^2']) myBasis = ot.Basis([phi_1, phi_2]) # %% # Create the mesh myMesh = ot.RegularGrid(0.0, 0.1, 100) # %% # Create the process process = ot.FunctionalBasisProcess(coefDist, myBasis, myMesh) # %% # Draw a sample N = 6 sample = process.getSample(N) graph = sample.drawMarginal(0) graph.setTitle(str(N)+' realizations of functional basis process')
interactions.append([0] * dim)
for i in range(dim):
indices = [0] * dim
indices[i] = 1
# Y ~ I(Xi)^1
interactions.append(indices[:])
funcs = [
factory.build(enumerateFunction.inverse(indices))
for indices in interactions
]
description = X.getDescription()
description.add('f')
[f.setDescription(description) for f in funcs]
basis = ot.Basis(funcs)
#
i_min = [interactions.index([0, 0, 0, 0, 0])]
i_0 = i_min[:]
penalty_BIC = log(X.getSize())
penalty_AIC = 2.
maxiteration = 1000
for k in [penalty_AIC, penalty_BIC]:
# Forward / Backward
if k == penalty_AIC:
IC = " AIC "
if k == penalty_BIC:
IC = " BIC "
import openturns as ot
from math import exp
from matplotlib import pyplot as plt
from openturns.viewer import View
f1 = ot.SymbolicFunction(['t'], ['sin(t)'])
f2 = ot.SymbolicFunction(['t'], ['cos(t)*cos(t)'])
myBasis = ot.Basis([f1, f2])
coefDis = ot.Normal([2] * 2, [5] * 2, ot.CorrelationMatrix(2))
myTG = ot.RegularGrid(0.0, 0.1, 250)
myFBP = ot.FunctionalBasisProcess(coefDis, myBasis, myTG)
TS = myFBP.getRealization()
graph = TS.draw()
graph.add(myFBP.getRealization().draw())
graph.add(myFBP.getRealization().draw())
graph.setColors(['red', 'blue', 'green'])
fig = plt.figure(figsize=(10, 4))
plt.suptitle('Functional Basis Process')
fbp_axis = fig.add_subplot(111)
view = View(graph, figure=fig, axes=[fbp_axis], add_legend=False)
# Define the fitting algorithm using the
# Corrected Leave One Out or KFold algorithms
myFittingAlgorithm = ot.CorrectedLeaveOneOut()
myFittingAlgorithm_2 = ot.KFold()
# Define the basis function
# For example composed of 5 functions
myFunctionBasis = list(map(lambda fst: ot.SymbolicFunction(
['t', 's'], [fst]), ['1', 't', 's', 't^2', 's^2']))
# Define the trend function factory algorithm
myTrendFactory = ot.TrendFactory(myBasisSequenceFactory, myFittingAlgorithm)
# Create the trend transformation of type TrendTransform
myTrendTransform = myTrendFactory.build(myYField, ot.Basis(myFunctionBasis))
# Check the estimated trend function
print('Trend function = ', myTrendTransform)
# %%
# CASE 2 : we impose the trend (or its inverse)
# The function g computes the trend : R^2 -> R
# g : R^2 --> R
# (t,s) --> 1+2t+2s
g = ot.SymbolicFunction(['t', 's'], ['1+2*t+2*s'])
gTemp = ot.TrendTransform(g, myMesh)
# Get the inverse trend transformation
# from the trend transform already defined
#
# %%
import openturns as ot
from openturns.viewer import View
# %%
# First build a process to generate the input data.
# We assemble a 4-d process from functional and Gaussian processes.
T = 3.0
NT = 32
tg = ot.RegularGrid(0.0, T / NT, NT)
f1 = ot.SymbolicFunction(['t'], ['sin(t)'])
f2 = ot.SymbolicFunction(['t'], ['cos(t)^2'])
coeff1_dist = ot.Normal([1.0] * 2, [0.6] * 2, ot.CorrelationMatrix(2))
p1 = ot.FunctionalBasisProcess(coeff1_dist, ot.Basis([f1, f2]), tg)
p2 = ot.GaussianProcess(ot.SquaredExponential([1.0], [T / 4.0]), tg)
coeff3_dist = ot.ComposedDistribution([ot.Uniform(), ot.Normal()])
f1 = ot.SymbolicFunction(["t"], ["1", "0"])
f2 = ot.SymbolicFunction(["t"], ["0", "1"])
p3 = ot.FunctionalBasisProcess(coeff3_dist, ot.Basis([f1, f2]))
X = ot.AggregatedProcess([p1, p2, p3])
X.setMesh(tg)
# %%
# Draw some input trajectories from our process
ot.RandomGenerator.SetSeed(0)
x = X.getSample(10)
graph = x.drawMarginal(0)
graph.setTitle(f'{x.getSize()} input trajectories')
_ = View(graph)
