File: t_ARMAState_std.py

package info (click to toggle)
openturns 1.24-4
  • links: PTS, VCS
  • area: main
  • in suites: forky, sid, trixie
  • size: 66,204 kB
  • sloc: cpp: 256,662; python: 63,381; ansic: 4,414; javascript: 406; sh: 180; xml: 164; yacc: 123; makefile: 98; lex: 55
file content (37 lines) | stat: -rwxr-xr-x 928 bytes parent folder | download | duplicates (3)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
#! /usr/bin/env python

import openturns as ot

ot.TESTPREAMBLE()


# Constructor with size
dim = 1
p = 6
q = 4

lastValues = ot.Sample(p, dim)
lastNoiseValues = ot.Sample(q, dim)

for j in range(dim):
    # Fill the AR-part (the last p-coefficients X_{-1}, X{-2},..., X_{-p})
    for i in range(p):
        lastValues[i, j] = 2.0 * i + 3.0 * j + 1.0

    # Fill the MA-part (the last p-coefficients \epsilon_{-1},
    # \epsilon_{-2},..., \epsilon_{-p})
    for i in range(q):
        lastNoiseValues[i, j] = ot.RandomGenerator.Generate()

# Print the initial state of the ARMA : coefficients
print("Last values = ", repr(lastValues))
print("Last noise values = ", repr(lastNoiseValues))

# default constructor
myDefaultState = ot.ARMAState()

print("ARMAState with default constructor = ", repr(myDefaultState))

# standard constructor
myState = ot.ARMAState(lastValues, lastNoiseValues)
print("ARMAState  = ", repr(myState))