/usr/lib/python2.7/dist-packages/openturns/weightedexperiment.py is in python-openturns 1.7-3.
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# Version 3.0.7
#
# Do not make changes to this file unless you know what you are doing--modify
# the SWIG interface file instead.
"""
Weighted designs of experiments.
"""
from sys import version_info
if version_info >= (2, 6, 0):
def swig_import_helper():
from os.path import dirname
import imp
fp = None
try:
fp, pathname, description = imp.find_module('_weightedexperiment', [dirname(__file__)])
except ImportError:
import _weightedexperiment
return _weightedexperiment
if fp is not None:
try:
_mod = imp.load_module('_weightedexperiment', fp, pathname, description)
finally:
fp.close()
return _mod
_weightedexperiment = swig_import_helper()
del swig_import_helper
else:
import _weightedexperiment
del version_info
try:
_swig_property = property
except NameError:
pass # Python < 2.2 doesn't have 'property'.
def _swig_setattr_nondynamic(self, class_type, name, value, static=1):
if (name == "thisown"):
return self.this.own(value)
if (name == "this"):
if type(value).__name__ == 'SwigPyObject':
self.__dict__[name] = value
return
method = class_type.__swig_setmethods__.get(name, None)
if method:
return method(self, value)
if (not static):
if _newclass:
object.__setattr__(self, name, value)
else:
self.__dict__[name] = value
else:
raise AttributeError("You cannot add attributes to %s" % self)
def _swig_setattr(self, class_type, name, value):
return _swig_setattr_nondynamic(self, class_type, name, value, 0)
def _swig_getattr_nondynamic(self, class_type, name, static=1):
if (name == "thisown"):
return self.this.own()
method = class_type.__swig_getmethods__.get(name, None)
if method:
return method(self)
if (not static):
return object.__getattr__(self, name)
else:
raise AttributeError(name)
def _swig_getattr(self, class_type, name):
return _swig_getattr_nondynamic(self, class_type, name, 0)
def _swig_repr(self):
try:
strthis = "proxy of " + self.this.__repr__()
except:
strthis = ""
return "<%s.%s; %s >" % (self.__class__.__module__, self.__class__.__name__, strthis,)
try:
_object = object
_newclass = 1
except AttributeError:
class _object:
pass
_newclass = 0
class SwigPyIterator(_object):
__swig_setmethods__ = {}
__setattr__ = lambda self, name, value: _swig_setattr(self, SwigPyIterator, name, value)
__swig_getmethods__ = {}
__getattr__ = lambda self, name: _swig_getattr(self, SwigPyIterator, name)
def __init__(self, *args, **kwargs):
raise AttributeError("No constructor defined - class is abstract")
__repr__ = _swig_repr
__swig_destroy__ = _weightedexperiment.delete_SwigPyIterator
__del__ = lambda self: None
def value(self):
return _weightedexperiment.SwigPyIterator_value(self)
def incr(self, n=1):
return _weightedexperiment.SwigPyIterator_incr(self, n)
def decr(self, n=1):
return _weightedexperiment.SwigPyIterator_decr(self, n)
def distance(self, x):
return _weightedexperiment.SwigPyIterator_distance(self, x)
def equal(self, x):
return _weightedexperiment.SwigPyIterator_equal(self, x)
def copy(self):
return _weightedexperiment.SwigPyIterator_copy(self)
def next(self):
return _weightedexperiment.SwigPyIterator_next(self)
def __next__(self):
return _weightedexperiment.SwigPyIterator___next__(self)
def previous(self):
return _weightedexperiment.SwigPyIterator_previous(self)
def advance(self, n):
return _weightedexperiment.SwigPyIterator_advance(self, n)
def __eq__(self, x):
return _weightedexperiment.SwigPyIterator___eq__(self, x)
def __ne__(self, x):
return _weightedexperiment.SwigPyIterator___ne__(self, x)
def __iadd__(self, n):
return _weightedexperiment.SwigPyIterator___iadd__(self, n)
def __isub__(self, n):
return _weightedexperiment.SwigPyIterator___isub__(self, n)
def __add__(self, n):
return _weightedexperiment.SwigPyIterator___add__(self, n)
def __sub__(self, *args):
return _weightedexperiment.SwigPyIterator___sub__(self, *args)
def __iter__(self):
return self
SwigPyIterator_swigregister = _weightedexperiment.SwigPyIterator_swigregister
SwigPyIterator_swigregister(SwigPyIterator)
_weightedexperiment.GCC_VERSION_swigconstant(_weightedexperiment)
GCC_VERSION = _weightedexperiment.GCC_VERSION
class TestFailed:
"""TestFailed is used to raise an uniform exception in tests."""
__type = "TestFailed"
def __init__(self, reason=""):
self.reason = reason
def type(self):
return TestFailed.__type
def what(self):
return self.reason
def __str__(self):
return TestFailed.__type + ": " + self.reason
def __lshift__(self, ch):
self.reason += ch
return self
import openturns.base
import openturns.common
import openturns.typ
import openturns.statistics
import openturns.graph
import openturns.func
import openturns.geom
import openturns.diff
import openturns.optim
import openturns.solver
import openturns.algo
import openturns.experiment
import openturns.model_copula
class WeightedExperiment(openturns.experiment.ExperimentImplementation):
"""
Weighted experiment.
Available constructor:
WeightedExperiment(*distribution=ot.Uniform(), size=100*)
Parameters
----------
distribution : :class:`~openturns.Distribution`
Distribution :math:`\\mu` used to generate the set of input data.
size : positive int
Number :math:`cardI` of points that will be generated in the experiment.
Notes
-----
WeightedExperiment is used to generate the points :math:`\\Xi_i` so that the
mean :math:`E_{\\mu}` is approximated as follows:
.. math::
E_{\\mu} \\left[ f(\\vect{Z}) \\right] \\simeq \\sum_{i \\in I} \\omega_i f(\\Xi_i)
where :math:`\\mu` is a distribution, :math:`f` is a function :math:`L_1(\\mu)`
and :math:`\\omega_i` are the weights associated with the points. By default,
all the weights are equal to :math:`1/cardI`.
A WeightedExperiment object can be created only through its derived classes
which are distributed in three groups:
1. The first category is made up of the random patterns, where the set of input
data is generated from the joint distribution of the input random vector,
according to these sampling techniques:
- :class:`Monte Carlo <openturns.MonteCarloExperiment>`
- :class:`LHS <openturns.LHSExperiment>`
- :class:`Bootstrap <openturns.BootstrapExperiment>`
- :class:`Importance Sampling <openturns.ImportanceSamplingExperiment>`
2. The second category contains the :class:`low discrepancy sequences
<openturns.LowDiscrepancySequence>`. OpenTURNS proposes the Faure, Halton,
Haselgrove, Reverse Halton and Sobol sequences.
3. The third category consists of deterministic patterns:
- :class:`Gauss product <openturns.GaussProductExperiment>`
- :class:`~openturns.FixedExperiment`
- :class:`~openturns.LowDiscrepancyExperiment`
"""
__swig_setmethods__ = {}
for _s in [openturns.experiment.ExperimentImplementation]:
__swig_setmethods__.update(getattr(_s, '__swig_setmethods__', {}))
__setattr__ = lambda self, name, value: _swig_setattr(self, WeightedExperiment, name, value)
__swig_getmethods__ = {}
for _s in [openturns.experiment.ExperimentImplementation]:
__swig_getmethods__.update(getattr(_s, '__swig_getmethods__', {}))
__getattr__ = lambda self, name: _swig_getattr(self, WeightedExperiment, name)
def getClassName(self):
"""
Accessor to the object's name.
Returns
-------
class_name : str
The object class name (`object.__class__.__name__`).
"""
return _weightedexperiment.WeightedExperiment_getClassName(self)
def __repr__(self):
return _weightedexperiment.WeightedExperiment___repr__(self)
def setDistribution(self, distribution):
"""
Accessor to the distribution.
Parameters
----------
distribution : :class:`~openturns.Distribution`
Distribution used to generate the set of input data.
"""
return _weightedexperiment.WeightedExperiment_setDistribution(self, distribution)
def getDistribution(self):
"""
Accessor to the distribution.
Returns
-------
distribution : :class:`~openturns.Distribution`
Distribution used to generate the set of input data.
"""
return _weightedexperiment.WeightedExperiment_getDistribution(self)
def setSize(self, size):
"""
Accessor to the size of the generated sample.
Parameters
----------
size : positive int
Number :math:`cardI` of points constituting the design of experiments.
"""
return _weightedexperiment.WeightedExperiment_setSize(self, size)
def getSize(self):
"""
Accessor to the size of the generated sample.
Returns
-------
size : positive int
Number :math:`cardI` of points constituting the design of experiments.
"""
return _weightedexperiment.WeightedExperiment_getSize(self)
def generate(self):
"""
Generate points according to the type of the experiment.
Returns
-------
sample : :class:`~openturns.NumericalSample`
Points :math:`(\\Xi_i)_{i \\in I}` which constitute the design of experiments
with :math:`card I = size`. The sampling method is defined by the nature 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)
[ marginal 1 marginal 2 ]
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 ]
"""
return _weightedexperiment.WeightedExperiment_generate(self)
def generateWithWeights(self):
"""
Generate points and their associated weight according to the type of the experiment.
Returns
-------
sample : :class:`~openturns.NumericalSample`
The points which constitute the design of experiments. The sampling method
is defined by the nature of the experiment.
weights : :class:`~openturns.NumericalPoint` of size :math:`cardI`
Weights :math:`(\\omega_i)_{i \\in I}` associated with the points. By default,
all the weights are equal to :math:`1/cardI`.
Examples
--------
>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> myExperiment = ot.MonteCarloExperiment(ot.Normal(2), 5)
>>> sample, weights = myExperiment.generateWithWeights()
>>> print(sample)
[ marginal 1 marginal 2 ]
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]
"""
return _weightedexperiment.WeightedExperiment_generateWithWeights(self)
def getWeight(self):
"""
Accessor to the weights associated with the points.
Returns
-------
weights : :class:`~openturns.NumericalPoint` of size :math:`cardI`
Weights :math:`(\\omega_i)_{i \\in I}` associated with the points. By default,
all the weights are equal to :math:`1/cardI`.
"""
return _weightedexperiment.WeightedExperiment_getWeight(self)
def __init__(self, *args):
this = _weightedexperiment.new_WeightedExperiment(*args)
try:
self.this.append(this)
except:
self.this = this
__swig_destroy__ = _weightedexperiment.delete_WeightedExperiment
__del__ = lambda self: None
WeightedExperiment_swigregister = _weightedexperiment.WeightedExperiment_swigregister
WeightedExperiment_swigregister(WeightedExperiment)
class BootstrapExperiment(WeightedExperiment):
"""
Bootstrap experiment.
Available constructors:
BootstrapExperiment(*sample*)
Parameters
----------
sample : 2-d sequence of float
Points to defined a :class:`~openturns.UserDefined` distribution
:math:`\\mu`.
Notes
-----
BootstrapExperiment is a random weighted design of experiments.
To call the BootstrapExperiment constructor is equivalent to call the
:class:`~openturns.WeightedExperiment` constructor as follows:
*WeightedExperiment(UserDefined(sample), sample.getSize())*.
See also
--------
WeightedExperiment
Examples
--------
>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> sample = [[i,i+1] for i in range(5)]
>>> myPlane = ot.BootstrapExperiment(sample)
>>> print(myPlane.generate())
[ marginal 1 marginal 2 ]
0 : [ 4 5 ]
1 : [ 1 2 ]
2 : [ 1 2 ]
3 : [ 1 2 ]
4 : [ 2 3 ]
>>> print(myPlane.getDistribution())
UserDefined({x = [0,1], p = 0.2}, {x = [1,2], p = 0.2}, {x = [2,3], p = 0.2}, {x = [3,4], p = 0.2}, {x = [4,5], p = 0.2})
"""
__swig_setmethods__ = {}
for _s in [WeightedExperiment]:
__swig_setmethods__.update(getattr(_s, '__swig_setmethods__', {}))
__setattr__ = lambda self, name, value: _swig_setattr(self, BootstrapExperiment, name, value)
__swig_getmethods__ = {}
for _s in [WeightedExperiment]:
__swig_getmethods__.update(getattr(_s, '__swig_getmethods__', {}))
__getattr__ = lambda self, name: _swig_getattr(self, BootstrapExperiment, name)
def getClassName(self):
"""
Accessor to the object's name.
Returns
-------
class_name : str
The object class name (`object.__class__.__name__`).
"""
return _weightedexperiment.BootstrapExperiment_getClassName(self)
def __repr__(self):
return _weightedexperiment.BootstrapExperiment___repr__(self)
def generate(self):
"""
Generate points according to the type of the experiment.
Returns
-------
sample : :class:`~openturns.NumericalSample`
Points :math:`(\\Xi_i)_{i \\in I}` which constitute the design of experiments
with :math:`card I = size`. The sampling method is defined by the nature 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)
[ marginal 1 marginal 2 ]
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 ]
"""
return _weightedexperiment.BootstrapExperiment_generate(self)
def __init__(self, *args):
this = _weightedexperiment.new_BootstrapExperiment(*args)
try:
self.this.append(this)
except:
self.this = this
__swig_destroy__ = _weightedexperiment.delete_BootstrapExperiment
__del__ = lambda self: None
BootstrapExperiment_swigregister = _weightedexperiment.BootstrapExperiment_swigregister
BootstrapExperiment_swigregister(BootstrapExperiment)
class FixedExperiment(WeightedExperiment):
"""
Fixed experiment.
Available constructors:
FixedExperiment(*aSample*)
FixedExperiment(*aSample, weights*)
Parameters
----------
aSample : 2-d sequence of float
Sample that already exists.
weights : sequence of float
Weights of each point of *aSample*.
Notes
-----
FixedExperiment is a deterministic weighted design of experiments.
It enables to take into account a random sample which has been obtained outside
the OpenTURNS study or at another step of the OpenTURNS study. The
:meth:`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 :math:`1/cardI`. Then the sample *aSample* is considered as generated
from the limit distribution
:math:`\\lim\\limits_{cardI \\to \\infty} \\sum_{i \\in I} \\omega_i \\delta_{\\vect{X}_i}=\\mu`.
The :meth:`setDistribution` method has no side effect, as the distribution is
fixed by the initial sample.
See also
--------
WeightedExperiment
Examples
--------
>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> sample = [[i,i+1] for i in range(5)]
>>> myPlane = ot.FixedExperiment(sample)
>>> print(myPlane.generate())
0 : [ 0 1 ]
1 : [ 1 2 ]
2 : [ 2 3 ]
3 : [ 3 4 ]
4 : [ 4 5 ]
"""
__swig_setmethods__ = {}
for _s in [WeightedExperiment]:
__swig_setmethods__.update(getattr(_s, '__swig_setmethods__', {}))
__setattr__ = lambda self, name, value: _swig_setattr(self, FixedExperiment, name, value)
__swig_getmethods__ = {}
for _s in [WeightedExperiment]:
__swig_getmethods__.update(getattr(_s, '__swig_getmethods__', {}))
__getattr__ = lambda self, name: _swig_getattr(self, FixedExperiment, name)
def getClassName(self):
"""
Accessor to the object's name.
Returns
-------
class_name : str
The object class name (`object.__class__.__name__`).
"""
return _weightedexperiment.FixedExperiment_getClassName(self)
def __repr__(self):
return _weightedexperiment.FixedExperiment___repr__(self)
def setDistribution(self, distribution):
"""
Accessor to the distribution.
Parameters
----------
distribution : :class:`~openturns.Distribution`
Distribution used to generate the set of input data.
"""
return _weightedexperiment.FixedExperiment_setDistribution(self, distribution)
def generate(self):
"""
Generate points according to the type of the experiment.
Returns
-------
sample : :class:`~openturns.NumericalSample`
Points :math:`(\\Xi_i)_{i \\in I}` which constitute the design of experiments
with :math:`card I = size`. The sampling method is defined by the nature 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)
[ marginal 1 marginal 2 ]
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 ]
"""
return _weightedexperiment.FixedExperiment_generate(self)
def __init__(self, *args):
this = _weightedexperiment.new_FixedExperiment(*args)
try:
self.this.append(this)
except:
self.this = this
__swig_destroy__ = _weightedexperiment.delete_FixedExperiment
__del__ = lambda self: None
FixedExperiment_swigregister = _weightedexperiment.FixedExperiment_swigregister
FixedExperiment_swigregister(FixedExperiment)
class GaussProductExperiment(WeightedExperiment):
"""
Gauss product experiment.
Available constructors:
GaussProductExperiment(*marginalDegrees*)
GaussProductExperiment(*distribution*)
GaussProductExperiment(*distribution, marginalDegrees*)
Parameters
----------
marginalDegrees : sequence of positive int
Numbers of points :math:`N_i` for each direction. Then, the total number of
points generated is :math:`cardI=\\prod_{i=1}^n N_i`. If not specified,
each value :math:`N_i` is :math:`5`.
distribution :
Distribution :math:`\\mu` of dimension :math:`n` with an independent copula.
Notes
-----
The number of points for each direction doesn't change and the :meth:`generate`
method always gives the same sample.
See also
--------
WeightedExperiment
Examples
--------
>>> import openturns as ot
>>> distribution = ot.ComposedDistribution([ot.Exponential(), ot.Triangular(-1.0, -0.5, 1.0)])
>>> marginalDegrees = [3, 2]
>>> myPlane = ot.GaussProductExperiment(distribution, marginalDegrees)
>>> print(myPlane.generate())
[ marginal_1_marginal 1 marginal_2_marginal 1 ]
0 : [ 0.415775 -0.511215 ]
1 : [ 2.29428 -0.511215 ]
2 : [ 6.28995 -0.511215 ]
3 : [ 0.415775 0.357369 ]
4 : [ 2.29428 0.357369 ]
5 : [ 6.28995 0.357369 ]
"""
__swig_setmethods__ = {}
for _s in [WeightedExperiment]:
__swig_setmethods__.update(getattr(_s, '__swig_setmethods__', {}))
__setattr__ = lambda self, name, value: _swig_setattr(self, GaussProductExperiment, name, value)
__swig_getmethods__ = {}
for _s in [WeightedExperiment]:
__swig_getmethods__.update(getattr(_s, '__swig_getmethods__', {}))
__getattr__ = lambda self, name: _swig_getattr(self, GaussProductExperiment, name)
def getClassName(self):
"""
Accessor to the object's name.
Returns
-------
class_name : str
The object class name (`object.__class__.__name__`).
"""
return _weightedexperiment.GaussProductExperiment_getClassName(self)
def __repr__(self):
return _weightedexperiment.GaussProductExperiment___repr__(self)
def generate(self):
"""
Generate points according to the type of the experiment.
Returns
-------
sample : :class:`~openturns.NumericalSample`
Points :math:`(\\Xi_i)_{i \\in I}` which constitute the design of experiments
with :math:`card I = size`. The sampling method is defined by the nature 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)
[ marginal 1 marginal 2 ]
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 ]
"""
return _weightedexperiment.GaussProductExperiment_generate(self)
def setMarginalDegrees(self, marginalDegrees):
"""
Set the marginal degrees.
Parameters
----------
marginalDegrees : sequence of positive int
Numbers of points :math:`N_i` for each direction.
"""
return _weightedexperiment.GaussProductExperiment_setMarginalDegrees(self, marginalDegrees)
def getMarginalDegrees(self):
"""
Get the marginal degrees.
Returns
-------
marginalDegrees : :class:`~openturns.Indices`
Numbers of points :math:`N_i` for each direction.
"""
return _weightedexperiment.GaussProductExperiment_getMarginalDegrees(self)
def setDistribution(self, distribution):
"""
Accessor to the distribution.
Parameters
----------
distribution : :class:`~openturns.Distribution`
Distribution used to generate the set of input data.
"""
return _weightedexperiment.GaussProductExperiment_setDistribution(self, distribution)
def __init__(self, *args):
this = _weightedexperiment.new_GaussProductExperiment(*args)
try:
self.this.append(this)
except:
self.this = this
__swig_destroy__ = _weightedexperiment.delete_GaussProductExperiment
__del__ = lambda self: None
GaussProductExperiment_swigregister = _weightedexperiment.GaussProductExperiment_swigregister
GaussProductExperiment_swigregister(GaussProductExperiment)
class ImportanceSamplingExperiment(WeightedExperiment):
"""
Importance Sampling experiment.
Available constructors:
ImportanceSamplingExperiment(*distribution, size*)
ImportanceSamplingExperiment(*distribution, importanceDistribution, size*)
Parameters
----------
distribution : :class:`~openturns.Distribution`
Distribution :math:`\\mu` with an independent copula used to generate the
set of input data.
size : positive int
Number :math:`cardI` of points that will be generated in the experiment.
importanceDistribution : :class:`~openturns.Distribution`
Distribution :math:`p` according to which the points of the design of
experiments will be generated with the Importance Sampling technique.
Notes
-----
ImportanceSamplingExperiment is a random weighted design of experiments.
The :meth:`generate` method generates points :math:`(\\Xi_i)_{i \\in I}`
independently from the distribution :math:`\\mu`. When the :meth:`generate`
method is recalled, the generated sample changes.
The weights associated to the points are all equal to:
:math:`\\frac{1}{\\Xi_i}\\frac{\\mu(\\Xi_i)}{p(\\Xi_i)}`
See also
--------
WeightedExperiment
Examples
--------
>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> distribution = ot.ComposedDistribution([ot.Uniform(0, 1)] * 2)
>>> importanceDistribution = ot.ComposedDistribution([ot.Uniform(0, 1)] * 2)
>>> myPlane = ot.ImportanceSamplingExperiment(distribution, importanceDistribution, 5)
>>> print(myPlane.generate())
[ marginal_1_marginal 1 marginal_2_marginal 1 ]
0 : [ 0.629877 0.882805 ]
1 : [ 0.135276 0.0325028 ]
2 : [ 0.347057 0.969423 ]
3 : [ 0.92068 0.50304 ]
4 : [ 0.0632061 0.292757 ]
"""
__swig_setmethods__ = {}
for _s in [WeightedExperiment]:
__swig_setmethods__.update(getattr(_s, '__swig_setmethods__', {}))
__setattr__ = lambda self, name, value: _swig_setattr(self, ImportanceSamplingExperiment, name, value)
__swig_getmethods__ = {}
for _s in [WeightedExperiment]:
__swig_getmethods__.update(getattr(_s, '__swig_getmethods__', {}))
__getattr__ = lambda self, name: _swig_getattr(self, ImportanceSamplingExperiment, name)
def getClassName(self):
"""
Accessor to the object's name.
Returns
-------
class_name : str
The object class name (`object.__class__.__name__`).
"""
return _weightedexperiment.ImportanceSamplingExperiment_getClassName(self)
def getImportanceDistribution(self):
"""
Accessor to the importance distribution.
Returns
-------
importanceDistribution : :class:`~openturns.Distribution`
Distribution :math:`p` according to which the points of the design of
experiments will be generated with the Importance Sampling technique.
"""
return _weightedexperiment.ImportanceSamplingExperiment_getImportanceDistribution(self)
def __repr__(self):
return _weightedexperiment.ImportanceSamplingExperiment___repr__(self)
def generate(self, *args):
"""
Generate points according to the type of the experiment.
Returns
-------
sample : :class:`~openturns.NumericalSample`
Points :math:`(\\Xi_i)_{i \\in I}` which constitute the design of experiments
with :math:`card I = size`. The sampling method is defined by the nature 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)
[ marginal 1 marginal 2 ]
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 ]
"""
return _weightedexperiment.ImportanceSamplingExperiment_generate(self, *args)
def __init__(self, *args):
this = _weightedexperiment.new_ImportanceSamplingExperiment(*args)
try:
self.this.append(this)
except:
self.this = this
__swig_destroy__ = _weightedexperiment.delete_ImportanceSamplingExperiment
__del__ = lambda self: None
ImportanceSamplingExperiment_swigregister = _weightedexperiment.ImportanceSamplingExperiment_swigregister
ImportanceSamplingExperiment_swigregister(ImportanceSamplingExperiment)
class LHSExperiment(WeightedExperiment):
"""
LHS experiment.
Available constructors:
LHSExperiment(*distribution, size*)
LHSExperiment(*size*)
Parameters
----------
distribution : :class:`~openturns.Distribution`
Distribution :math:`\\mu` with an independent copula used to generate the
set of input data.
size : positive int
Number :math:`cardI` of points that will be generated in the experiment.
Notes
-----
LHSExperiment is a random weighted design of experiments.
The method generates a sample of points :math:`\\Xi_i` according to the
distribution :math:`\\mu` with the LHS technique: some cells are determined,
with the same probabilistic content according to the distribution, each line
and each column contains exactly one cell, then points are selected among these
selected cells. The weights associated to the points are all equal to
:math:`1/cardI`. When recalled, the :meth:`generate` method generates a new
sample: the point selection within the cells changes but not the cells
selection. To change the cell selection, it is necessary to create a new LHS
Experiment.
See also
--------
WeightedExperiment
Examples
--------
Create an *LHSExperiment*:
>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> experiment = ot.LHSExperiment(ot.Normal(2), 5)
>>> print(experiment.generate())
[ marginal 1 marginal 2 ]
0 : [ 0.887671 -0.647818 ]
1 : [ 0.107683 1.15851 ]
2 : [ 0.453077 -1.04742 ]
3 : [ -0.928012 0.409732 ]
4 : [ -0.290539 0.16153 ]
"""
__swig_setmethods__ = {}
for _s in [WeightedExperiment]:
__swig_setmethods__.update(getattr(_s, '__swig_setmethods__', {}))
__setattr__ = lambda self, name, value: _swig_setattr(self, LHSExperiment, name, value)
__swig_getmethods__ = {}
for _s in [WeightedExperiment]:
__swig_getmethods__.update(getattr(_s, '__swig_getmethods__', {}))
__getattr__ = lambda self, name: _swig_getattr(self, LHSExperiment, name)
def getClassName(self):
"""
Accessor to the object's name.
Returns
-------
class_name : str
The object class name (`object.__class__.__name__`).
"""
return _weightedexperiment.LHSExperiment_getClassName(self)
def __repr__(self):
return _weightedexperiment.LHSExperiment___repr__(self)
def generate(self):
"""
Generate points according to the type of the experiment.
Returns
-------
sample : :class:`~openturns.NumericalSample`
Points :math:`(\\Xi_i)_{i \\in I}` which constitute the design of experiments
with :math:`card I = size`. The sampling method is defined by the nature 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)
[ marginal 1 marginal 2 ]
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 ]
"""
return _weightedexperiment.LHSExperiment_generate(self)
def ComputeShuffle(dimension, totalSize):
"""
Generate a new cell randomization for external use.
Parameters
----------
dimension : positive int
Number of input dimension.
totalSize : positive int
Number :math:`cardI` of points that need to be shuffled.
Returns
-------
shuffle : :class:`~openturns.Matrix`
For each point, the indices of the shuffled components.
"""
return _weightedexperiment.LHSExperiment_ComputeShuffle(dimension, totalSize)
if _newclass:
ComputeShuffle = staticmethod(ComputeShuffle)
__swig_getmethods__["ComputeShuffle"] = lambda x: ComputeShuffle
def getShuffle(self):
"""
Return the cell randomization.
Returns
-------
shuffle : :class:`~openturns.Matrix`
For each point, the indices of the shuffled components.
"""
return _weightedexperiment.LHSExperiment_getShuffle(self)
def setDistribution(self, distribution):
"""
Accessor to the distribution.
Parameters
----------
distribution : :class:`~openturns.Distribution`
Distribution used to generate the set of input data.
"""
return _weightedexperiment.LHSExperiment_setDistribution(self, distribution)
def __init__(self, *args):
this = _weightedexperiment.new_LHSExperiment(*args)
try:
self.this.append(this)
except:
self.this = this
__swig_destroy__ = _weightedexperiment.delete_LHSExperiment
__del__ = lambda self: None
LHSExperiment_swigregister = _weightedexperiment.LHSExperiment_swigregister
LHSExperiment_swigregister(LHSExperiment)
def LHSExperiment_ComputeShuffle(dimension, totalSize):
"""
Generate a new cell randomization for external use.
Parameters
----------
dimension : positive int
Number of input dimension.
totalSize : positive int
Number :math:`cardI` of points that need to be shuffled.
Returns
-------
shuffle : :class:`~openturns.Matrix`
For each point, the indices of the shuffled components.
"""
return _weightedexperiment.LHSExperiment_ComputeShuffle(dimension, totalSize)
class LowDiscrepancyExperiment(WeightedExperiment):
"""
LowDiscrepancy experiment.
Available constructors:
LowDiscrepancyExperiment(*size*)
LowDiscrepancyExperiment(*sequence, size*)
LowDiscrepancyExperiment(*sequence, distribution, size*)
Parameters
----------
size : positive int
Number :math:`N` of points of the sequence.
sequence : :class:`~openturns.LowDiscrepancySequence`
Sequence of points :math:`(u_1, \\cdots, u_N)` with low discrepancy.
If not specified, the sequence is a :class:`~openturns.SobolSequence`.
distribution :
Distribution :math:`\\mu` of dimension :math:`n` with an independent copula.
The low discrepancy sequence :math:`(u_1, \\cdots, u_N)` is uniformly
distributed over :math:`[0,1]^n`. We use the marginal transformation
:math:`\\Xi_i =F_i^{-1}(u_i)` to generate points :math:`(\\Xi_i)_{i\\in I}`
according to the distribution :math:`\\mu`. The weights are all equal to
:math:`1/N`.
Notes
-----
The :meth:`generate` method generates points :math:`(\\Xi_i)_{i \\in I}`
independently from the distribution :math:`\\mu`. When the :meth:`generate`
method is recalled, the generated sample changes.
See also
--------
WeightedExperiment
Examples
--------
>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> distribution = ot.ComposedDistribution([ot.Uniform(0, 1)] * 2)
>>> myPlane = ot.LowDiscrepancyExperiment(ot.SobolSequence(), distribution, 5)
>>> print(myPlane.generate())
[ marginal_1_marginal 1 marginal_2_marginal 1 ]
0 : [ 0.5 0.5 ]
1 : [ 0.75 0.25 ]
2 : [ 0.25 0.75 ]
3 : [ 0.375 0.375 ]
4 : [ 0.875 0.875 ]
"""
__swig_setmethods__ = {}
for _s in [WeightedExperiment]:
__swig_setmethods__.update(getattr(_s, '__swig_setmethods__', {}))
__setattr__ = lambda self, name, value: _swig_setattr(self, LowDiscrepancyExperiment, name, value)
__swig_getmethods__ = {}
for _s in [WeightedExperiment]:
__swig_getmethods__.update(getattr(_s, '__swig_getmethods__', {}))
__getattr__ = lambda self, name: _swig_getattr(self, LowDiscrepancyExperiment, name)
def getClassName(self):
"""
Accessor to the object's name.
Returns
-------
class_name : str
The object class name (`object.__class__.__name__`).
"""
return _weightedexperiment.LowDiscrepancyExperiment_getClassName(self)
def __repr__(self):
return _weightedexperiment.LowDiscrepancyExperiment___repr__(self)
def setDistribution(self, distribution):
"""
Accessor to the distribution.
Parameters
----------
distribution : :class:`~openturns.Distribution`
Distribution used to generate the set of input data.
"""
return _weightedexperiment.LowDiscrepancyExperiment_setDistribution(self, distribution)
def getSequence(self):
"""
Return the sequence.
Returns
-------
sequence : :class:`~openturns.LowDiscrepancySequence`
Sequence of points :math:`(u_1, \\cdots, u_N)` with low discrepancy.
"""
return _weightedexperiment.LowDiscrepancyExperiment_getSequence(self)
def generate(self):
"""
Generate points according to the type of the experiment.
Returns
-------
sample : :class:`~openturns.NumericalSample`
Points :math:`(\\Xi_i)_{i \\in I}` which constitute the design of experiments
with :math:`card I = size`. The sampling method is defined by the nature 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)
[ marginal 1 marginal 2 ]
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 ]
"""
return _weightedexperiment.LowDiscrepancyExperiment_generate(self)
def __init__(self, *args):
this = _weightedexperiment.new_LowDiscrepancyExperiment(*args)
try:
self.this.append(this)
except:
self.this = this
__swig_destroy__ = _weightedexperiment.delete_LowDiscrepancyExperiment
__del__ = lambda self: None
LowDiscrepancyExperiment_swigregister = _weightedexperiment.LowDiscrepancyExperiment_swigregister
LowDiscrepancyExperiment_swigregister(LowDiscrepancyExperiment)
class MonteCarloExperiment(WeightedExperiment):
"""
MonteCarlo experiment.
Available constructors:
MonteCarloExperiment(*distribution, size*)
MonteCarloExperiment(*size*)
Parameters
----------
distribution : :class:`~openturns.Distribution`
Distribution :math:`\\mu` with an independent copula used to generate the
set of input data.
size : positive int
Number :math:`cardI` of points that will be generated in the experiment.
Notes
-----
MonteCarloExperiment is a random weighted design of experiments.
The :meth:`generate` method generates points :math:`(\\Xi_i)_{i \\in I}`
independently from the distribution :math:`\\mu`. The weights associated to the
points are all equal to :math:`1/cardI`. When the :meth:`generate` method is
recalled, the generated sample changes.
See also
--------
WeightedExperiment
Examples
--------
>>> import openturns as ot
>>> ot.RandomGenerator.SetSeed(0)
>>> myPlane = ot.MonteCarloExperiment(ot.Normal(2), 5)
>>> print(myPlane.generate())
[ marginal 1 marginal 2 ]
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 ]
"""
__swig_setmethods__ = {}
for _s in [WeightedExperiment]:
__swig_setmethods__.update(getattr(_s, '__swig_setmethods__', {}))
__setattr__ = lambda self, name, value: _swig_setattr(self, MonteCarloExperiment, name, value)
__swig_getmethods__ = {}
for _s in [WeightedExperiment]:
__swig_getmethods__.update(getattr(_s, '__swig_getmethods__', {}))
__getattr__ = lambda self, name: _swig_getattr(self, MonteCarloExperiment, name)
def getClassName(self):
"""
Accessor to the object's name.
Returns
-------
class_name : str
The object class name (`object.__class__.__name__`).
"""
return _weightedexperiment.MonteCarloExperiment_getClassName(self)
def __repr__(self):
return _weightedexperiment.MonteCarloExperiment___repr__(self)
def generate(self):
"""
Generate points according to the type of the experiment.
Returns
-------
sample : :class:`~openturns.NumericalSample`
Points :math:`(\\Xi_i)_{i \\in I}` which constitute the design of experiments
with :math:`card I = size`. The sampling method is defined by the nature 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)
[ marginal 1 marginal 2 ]
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 ]
"""
return _weightedexperiment.MonteCarloExperiment_generate(self)
def __init__(self, *args):
this = _weightedexperiment.new_MonteCarloExperiment(*args)
try:
self.this.append(this)
except:
self.this = this
__swig_destroy__ = _weightedexperiment.delete_MonteCarloExperiment
__del__ = lambda self: None
MonteCarloExperiment_swigregister = _weightedexperiment.MonteCarloExperiment_swigregister
MonteCarloExperiment_swigregister(MonteCarloExperiment)
# This file is compatible with both classic and new-style classes.
|