sampleSize = 3
X = ot.Sample(sampleSize, 1)
for i in range(sampleSize):
X[i, 0] = i + 1.0
Y = ot.Sample(sampleSize, 1)
phis = []
for j in range(basisSize):
phis.append(ot.SymbolicFunction(['x'], ['x^' + str(j + 1)]))
basis = ot.Basis(phis)
for i in range(basisSize):
print(ot.FunctionCollection(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)
proxy = ot.DesignProxy(ot.Matrix(design))
full = range(basisSize)
design = proxy.computeDesign(full)
print(design)
#! /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)
basisSize = 3
sampleSize = 5
X = ot.Sample(sampleSize, 1)
for i in range(sampleSize):
X[i, 0] = i + 1.0
phis = []
for j in range(basisSize):
phis.append(ot.SymbolicFunction(['x'], ['x^' + str(j + 1)]))
basis = ot.Basis(phis)
for i in range(basisSize):
print(ot.FunctionCollection(basis)[i](X))
proxy = ot.DesignProxy(X, phis)
full = range(basisSize)
design = ot.Matrix(proxy.computeDesign(full))
print('design=', design)
methods = [
ot.SVDMethod(proxy, full),
ot.CholeskyMethod(proxy, full),
ot.QRMethod(proxy, full),
ot.SparseMethod(ot.QRMethod(proxy, full))
]
y = ot.Normal([1.0] * sampleSize, [0.1] * sampleSize,
ot.CorrelationMatrix(sampleSize)).getRealization()
yAt = design.transpose() * y