[ot-users] duplicate with SobolIndicesExperiment

HADDAD Sofiane sofiane_haddad at yahoo.fr
Fri Dec 1 13:31:14 CET 2017


Hi
There is no problem here
You can find here how the experiment is defined. As you set second order to True and your sub samples are of size 5, you have (2 * 2 + 2) blocks of size 5 Have a look at SobolIndicesAlgorithm — OpenTURNS documentation

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SobolIndicesAlgorithm — OpenTURNS documentation


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Using this :import openturns as otot.RandomGenerator.SetSeed(0)distribution = ot.ComposedDistribution([ot.Uniform(15, 60), ot.Normal(3000, 400)])sample = np.array(ot.SobolIndicesAlgorithmImplementation.Generate(distribution, 5, True))print(sample.reshape(-1,5,2))
you will see all matrices defines in link.Hope this helps
Bien cordialement,
Sofiane HADDAD 

    Le mercredi 29 novembre 2017 à 19:30:39 UTC+1, roy <roy at cerfacs.fr> a écrit :  
 
 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 otdistribution = 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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