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#! /usr/bin/env python
import openturns as ot
# ot.Log.Show(ot.Log.ALL)
coll = []
# case 1: no transformation
coll.append([ot.Normal(), ot.Normal()])
# case 2: same copula
left = ot.JointDistribution([ot.Normal(), ot.Gumbel()], ot.IndependentCopula(2))
right = ot.JointDistribution([ot.Triangular()] * 2, ot.IndependentCopula(2))
coll.append([left, right])
# case 3: same standard space
left = ot.JointDistribution([ot.Normal(), ot.Gumbel()], ot.IndependentCopula(2))
right = ot.JointDistribution([ot.Triangular()] * 2, ot.GumbelCopula())
coll.append([left, right])
# TODO case 4: different standard space
for left, right in coll:
transformation = ot.DistributionTransformation(left, right)
print("left=", left)
print("right=", right)
print("transformation=", transformation)
inverseTransformation = transformation.inverse()
print("inverseTransformation=", inverseTransformation)
print("-" * 100)
# with marginaltransformation
copula = ot.BlockIndependentCopula([ot.IndependentCopula(2), ot.IndependentCopula(2)])
distribution = ot.JointDistribution([ot.Normal()] * 4, copula)
print(
ot.DistributionTransformation(
ot.IndependentCopula(4), distribution.getMarginal([3, 1, 2, 0])
)
)
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