[ot-users] duplicate with SobolIndicesExperiment

roy roy at cerfacs.fr
Wed Nov 29 19:30:38 CET 2017


Hi,

I am using ot.SobolIndicesExperiment and if I set my input dimension to 2,
I get some repeated points. From my understanding of the method, this should not be the case.
Also going with a higher dimension does not do that.

Am I wrong?

Here is an example (same behaviour with the old method available in OT 1.9) where I highlighted some duplicate:

import openturns as ot
distribution = ot.ComposedDistribution([ot.Uniform(15, 60), ot.Normal(3000, 400)])
sample = np.array(ot.SobolIndicesAlgorithmImplementation.Generate(distribution, 5, True))

array([[   29.65970938,  2535.47991432],
       [   33.01991727,  2559.28624639],
       [   33.25474751,  2682.95080229],
       [   32.95380182,  2419.44678937],
       [   55.23575378,  3039.33121131],
       [   26.05095231,  3271.18330661],
       [   41.00594229,  3683.75154513],
       [   54.81729255,  3428.24812578],
       [   28.2423326 ,  2797.23010815],
       [   52.36310769,  2335.65441869],
       [   26.05095231,  2535.47991432],
       [   41.00594229,  2559.28624639],
       [   54.81729255,  2682.95080229],
       [   28.2423326 ,  2419.44678937],
       [   52.36310769,  3039.33121131],
       [   29.65970938,  3271.18330661],
       [   33.01991727,  3683.75154513],
       [   33.25474751,  3428.24812578],
       [   32.95380182,  2797.23010815],
       [   55.23575378,  2335.65441869],
       [   29.65970938,  3271.18330661],
       [   33.01991727,  3683.75154513],
       [   33.25474751,  3428.24812578],
       [   32.95380182,  2797.23010815],
       [   55.23575378,  2335.65441869],
       [   26.05095231,  2535.47991432],
       [   41.00594229,  2559.28624639],
       [   54.81729255,  2682.95080229],
       [   28.2423326 ,  2419.44678937],
       [   52.36310769,  3039.33121131]])

Thanks for your support.

Sincerely,


Pamphile ROY
PhD candidate in Uncertainty Quantification
CERFACS - Toulouse (31) - France
+33 (0) 5 61 19 31 57
+33 (0) 7 86 43 24 22

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