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#! /usr/bin/env python
from __future__ import print_function
from openturns import *
TESTPREAMBLE()
RandomGenerator.SetSeed(0)
try:
dim = 3
copula = MinCopula(dim)
copula.setName("a min copula")
print("Copula ", repr(copula))
print("Copula ", copula)
print("Mean ", copula.getMean())
print("Covariance ", copula.getCovariance())
# Is this copula an elliptical distribution?
print("Elliptical distribution= ", copula.isElliptical())
# Is this copula elliptical ?
print("Elliptical copula= ", copula.hasEllipticalCopula())
# Is this copula independent ?
print("Independent copula= ", copula.hasIndependentCopula())
# Test for realization of copula
oneRealization = copula.getRealization()
print("oneRealization=", oneRealization)
# Test for sampling
size = 10
oneSample = copula.getSample(size)
print("oneSample=", oneSample)
# Test for sampling
size = 10000
anotherSample = copula.getSample(size)
print("anotherSample mean=", anotherSample.computeMean())
print("anotherSample covariance=", anotherSample.computeCovariance())
# Define a point
point = NumericalPoint(dim, 0.2)
# Show PDF and CDF of zero point
zeroPDF = copula.computePDF(point)
zeroCDF = copula.computeCDF(point)
print("point= ", point, "pdf=", zeroPDF, "cdf=", zeroCDF)
# Get 50% quantile
quantile = copula.computeQuantile(0.5)
print("Quantile=", quantile)
print("CDF(quantile)=", copula.computeCDF(quantile))
# Extract the marginals
for i in range(dim):
margin = copula.getMarginal(i)
print("margin=", margin)
print("margin PDF=", margin.computePDF(NumericalPoint(1, 0.25)))
print("margin CDF=", margin.computeCDF(NumericalPoint(1, 0.25)))
print("margin quantile=", margin.computeQuantile(0.95))
print("margin realization=", margin.getRealization())
# Extract a 2-D marginal
indices = Indices(2, 0)
indices[0] = 1
indices[1] = 0
print("indices=", indices)
margins = copula.getMarginal(indices)
print("margins=", margins)
print("margins PDF=", margins.computePDF(NumericalPoint(2, 0.25)))
print("margins CDF=", margins.computeCDF(NumericalPoint(2, 0.25)))
quantile = margins.computeQuantile(0.95)
print("margins quantile=", quantile)
print("margins CDF(quantile)=", margins.computeCDF(quantile))
print("margins realization=", margins.getRealization())
except:
import sys
print("t_MinCopula.py", sys.exc_info()[0], sys.exc_info()[1])
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