[ot-users] Collection of the marginals distribution

ndiaye ndiaye at cerfacs.fr
Wed Jan 8 14:18:25 CET 2014


  Hello,
  I have a question on Open turns since i'm a new user of this code and 
about uncertainty quantification study.

  Indeed, I want to create a collection of the marginals distribution 
from
  my numerical sample of data that i know from experiments.
  The thing is I drew the CDF of my samples using kernel smoothing and 
now i
  want to create the collection of the marginals distribution linked
  (because i want to create the input random vector after that).
  More precisely I have :
  My sample file:

  Sample1 = NumericalSample.ImportFromCSVFile("frequence.csv")

  My CDF drawing :
  kernel = KernelSmoothing()
  kernelSmoothedDist = kernel.build(Sample1,True)
  print  "kernel bandwidth=" , kernel.getBandwidth()
  myBandwith3 = kernel.computeMixedBandwidth(Sample1)
  kernelSmoothedDist = kernel.build(Sample1, myBandwith3)
  kernelSmoothedCDF_Freq = kernelSmoothedDist.drawCDF()
  empiricalCDF =
  
VisualTest.DrawEmpiricalCDF(Sample1,Sample1.getMin()[0],Sample1.getMax()[0])
  drawableEmpiricalCDF = empiricalCDF.getDrawable(0)
  drawableEmpiricalCDF.setColor('black')
  kernelSmoothedCDF_Freq.add(drawableEmpiricalCDF)
  kernelSmoothedCDF_Freq.draw("Freq_smoothedCDF-Freq_EmpiricalCDF")

  And my marginal collection:

  collectionMarginals = DistributionCollection(#)
  collectionMarginals[0] = Distribution(kernelSmoothedCDF_Freq)

  I want to use it to create my inputrandom vector but it doesn't work.

  Do you have some suggestions?
  Thank you.

-- 
Aïssatou Ndiaye

PhD Student
CERFACS - CFD Team
42 av. Gaspard Coriolis
31057 Toulouse Cedex 01 - FRANCE
tel : 05.61.19.30.42
E-mail: ndiaye at cerfacs.fr



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