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import openturns as ot
from openturns.viewer import View
ot.RandomGenerator.SetSeed(0)
# 3-d test
R1 = ot.CovarianceMatrix(3)
R1[2, 1] = -0.25
R2 = ot.CovarianceMatrix(3)
R2[1, 0] = 0.5
R2[2, 1] = -0.3
R2[0, 0] = 1.3
print(R2)
dists = [ot.Normal([1.0, -2.0, 3.0], R1), ot.Normal([-1.0, 2.0, -2.0], R2)]
mixture = ot.Mixture(dists, [2.0 / 3.0, 1.0 / 3.0])
# 2-d test
dists = [
ot.Normal([-1.0, 2.0], [1.0] * 2, ot.CorrelationMatrix(2)),
ot.Normal([1.0, -2.0], [1.5] * 2, ot.CorrelationMatrix(2)),
]
mixture = ot.Mixture(dists)
sample = mixture.getSample(100)
distribution = ot.KernelSmoothing().build(sample)
algo = ot.MinimumVolumeClassifier(distribution, [0.8])
graph = algo.drawContourAndSample([0.1, 0.5, 0.8], sample, [0, 1])
View(graph, contour_kw={"colors": ["black"]}, figure_kw={"figsize": (6.0, 6.0)})
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