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#! /usr/bin/env python
import openturns as ot
ot.TESTPREAMBLE()
# Default constructor
myDefaultModel = ot.UserDefinedCovarianceModel()
print("myDefaultModel = ", myDefaultModel)
# Default dimension parameter to evaluate the model
dimension = 1
inputDimension = 1
# Amplitude values
amplitude = ot.Point(dimension)
# Scale values
scale = ot.Point(dimension)
# Spatial correlation
spatialCorrelation = ot.CorrelationMatrix(dimension)
for index in range(dimension):
# constant amplitude
amplitude[index] = 2.0
scale[index] = (index + 1.0) / dimension
# Sample an ExponentialModel
referenceModel = ot.ExponentialModel(scale, amplitude, spatialCorrelation)
size = 20
timeGrid = ot.RegularGrid(0.0, 0.1, size)
covariance = ot.CovarianceMatrix(size)
for i in range(timeGrid.getN()):
t = timeGrid.getValue(i)
for j in range(i + 1):
s = timeGrid.getValue(j)
covariance[i, j] = referenceModel.computeAsScalar([t], [s])
# Create a UserDefinedCovarianceModel
myModel = ot.UserDefinedCovarianceModel(timeGrid, covariance)
print("myModel=", myModel)
myModel2 = ot.UserDefinedCovarianceModel(timeGrid, referenceModel.discretize(timeGrid))
print("myModel2=", myModel2)
for i in range(timeGrid.getN()):
t = timeGrid.getValue(i)
for j in range(timeGrid.getN()):
s = timeGrid.getValue(j)
# We look for cov(s,t) ==> when adding to the collection, we compute cov(t,s)
# Because of symmetry, we check the right index computation
print(
"myModel = %.6g" % myModel(s, t)[0, 0],
", referenceModel= %.6g" % referenceModel(s, t)[0, 0],
)
print("myModel.discretize()=", myModel.discretize(timeGrid))
# Test the drawing method as a nonstationary model, in the covariance range
graph = myModel.draw(0, 0, 0.0, 2.0, 21, False, False)
print(graph)
# Test the drawing method as a nonstationary model, in the correlation range
graph = myModel.draw(0, 0, 0.0, 2.0, 21, False, True)
print(graph)
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